ANWORTH MORTGAGE ASSET CP

CUSIP: 037347101 Class: COM

CALIFORNIA PUBLIC EMPLOYEES RETIREMENT SYSTEM's Holding History (CIK: 0000919079)

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

Q4 2020
Shares 205,700 Value ($000) $557 Avg Close Range
Q3 2020
Shares 227,852 Value ($000) $374 Avg Close Range
Q2 2020
Shares 216,452 Value ($000) $368 Avg Close Range
Q1 2020
Shares 201,842 Value ($000) $228 Avg Close Range
Q4 2019
Shares 174,852 Value ($000) $615 Avg Close Range
Q3 2019
Shares 174,852 Value ($000) $577 Avg Close Range
Q2 2019
Shares 144,981 Value ($000) $549 Avg Close Range
Q1 2019
Shares 208,281 Value ($000) $841 Avg Close Range
Q4 2018
Shares 343,914 Value ($000) $1,389 Avg Close Range
Q3 2018
Shares 340,601 Value ($000) $1,577 Avg Close Range
Q2 2018
Shares 340,755 Value ($000) $1,694 Avg Close Range
Q1 2018
Shares 436,067 Value ($000) $2,093 Avg Close Range
Q4 2017
Shares 593,891 Value ($000) $3,231 Avg Close Range
Q3 2017
Shares 608,129 Value ($000) $3,655 Avg Close Range
Q2 2017
Shares 626,600 Value ($000) $3,766 Avg Close Range
Q1 2017
Shares 636,700 Value ($000) $3,534 Avg Close Range
Q4 2016
Shares 634,300 Value ($000) $3,279 Avg Close Range
Q3 2016
Shares 695,300 Value ($000) $3,421 Avg Close Range
Q2 2016
Shares 714,000 Value ($000) $3,356 Avg Close Range
Q1 2016
Shares 664,600 Value ($000) $3,097 Avg Close Range
Q4 2015
Shares 649,100 Value ($000) $2,824 Avg Close Range
Q3 2015
Shares 757,400 Value ($000) $3,742 Avg Close Range
Q2 2015
Shares 684,400 Value ($000) $3,374 Avg Close Range
Q1 2015
Shares 663,300 Value ($000) $3,469 Avg Close Range
Q4 2014
Shares 663,300 Value ($000) $3,469 Avg Close Range
Q3 2014
Shares 630,000 Value ($000) $3,018 Avg Close Range
Q2 2014
Shares 591,500 Value ($000) $3,052 Avg Close Range
Q1 2014
Shares 581,400 Value ($000) $3,005 Avg Close Range
Q4 2013
Shares 286,500 Value ($000) $1,206 Avg Close Range
Q3 2013
Shares 287,134 Value ($000) $1,387 Avg Close Range
Q2 2013
Shares 231,334 Value ($000) $1,295 Avg Close Range