WESTERN ASSET MTG CAP CORP

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

BlueCrest Capital Management Ltd's Holding History (CIK: 0001610880)

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

Q1 2018
Shares 925,000 Value ($000) $924 Avg Close — Range —
Q4 2017
Shares 900,000 Value ($000) $899 Avg Close — Range —
Q3 2017
Shares 1,500,000 Value ($000) $1,502 Avg Close — Range —