ANWORTH MORTGAGE ASSET CP

CUSIP: 037347101 Class: COM

TEACHERS RETIREMENT SYSTEM OF THE STATE OF KENTUCKY's Holding History (CIK: 0000714142)

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

Q1 2014
Shares 120,768 Value ($000) $599 Avg Close — Range —
Q4 2013
Shares 158,510 Value ($000) $667 Avg Close — Range —
Q3 2013
Shares 139,470 Value ($000) $674 Avg Close — Range —
Q2 2013
Shares 135,280 Value ($000) $758 Avg Close — Range —