WESTERN ASSET MORTGAGE CAPIT

CUSIP: 95790DAD7 Class: NOTE 6.750% 9/1

SCHRODER INVESTMENT MANAGEMENT GROUP's Holding History (CIK: 0001086619)

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

Q2 2023
Shares 3,090,000 Value ($000) $2,670 Avg Close — Range —
Q1 2023
Shares 3,090,000 Value ($000) $2,670 Avg Close — Range —
Q4 2022
Shares 3,090,000 Value ($000) $2,656 Avg Close — Range —
Q3 2022
Shares 3,090,000 Value ($000) $2,641 Avg Close — Range —
Q2 2022
Shares 3,090,000 Value ($000) $2,566 Avg Close — Range —