WESTERN ASSET MTG CAP CORP

CUSIP: 95790DAA3 Class: NOTE 6.750%10/0

SSI INVESTMENT MANAGEMENT LLC's Holding History (CIK: 0000938487)

Note: Option positions (PUT/CALL) are excluded.

Q2 2021
Shares 2,297,000 Value ($000) $2,205 Avg Close — Range —
Q1 2021
Shares 2,297,000 Value ($000) $2,112 Avg Close — Range —
Q4 2020
Shares 2,297,000 Value ($000) $2,015 Avg Close — Range —
Q3 2020
Shares 1,797,000 Value ($000) $1,545 Avg Close — Range —
Q2 2020
Shares 1,797,000 Value ($000) $1,276 Avg Close — Range —
Q1 2020
Shares 3,512,000 Value ($000) $1,629 Avg Close — Range —
Q4 2019
Shares 3,112,000 Value ($000) $3,156 Avg Close — Range —
Q3 2019
Shares 2,112,000 Value ($000) $2,122 Avg Close — Range —
Q2 2019
Shares 112,000 Value ($000) $111 Avg Close — Range —
Q1 2019
Shares 112,000 Value ($000) $108 Avg Close — Range —
Q4 2018
Shares 500,000 Value ($000) $465 Avg Close — Range —
Q3 2018
Shares 500,000 Value ($000) $505 Avg Close — Range —
Q2 2018
Shares 500,000 Value ($000) $504 Avg Close — Range —
Q1 2018
Shares 500,000 Value ($000) $497 Avg Close — Range —
Q4 2017
Shares 500,000 Value ($000) $499 Avg Close — Range —
Q3 2017
Shares 500,000 Value ($000) $500 Avg Close — Range —