ANWORTH MORTGAGE ASSET CP

CUSIP: 03734710 Class: COM

ARROWSTREET CAPITAL, LIMITED PARTNERSHIP's Holding History (CIK: 0001164508)

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

Q3 2016
Shares 113,541 Value ($000) $559 Avg Close — Range —
Q1 2016
Shares 228,795 Value ($000) $1,066 Avg Close — Range —
Q4 2015
Shares 102,300 Value ($000) $445 Avg Close — Range —
Q4 2014
Shares 117,991 Value ($000) $619 Avg Close — Range —
Q2 2014
Shares 432,288 Value ($000) $2,231 Avg Close — Range —