ANWORTH MORTGAGE ASSET CP

CUSIP: 037347101 Class: COM

MARTINGALE ASSET MANAGEMENT L P's Holding History (CIK: 0000936944)

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

Q4 2019
Shares 10,900 Value ($000) $39 Avg Close — Range —
Q3 2019
Shares 274,400 Value ($000) $906 Avg Close — Range —
Q2 2019
Shares 606,146 Value ($000) $2,298 Avg Close — Range —
Q1 2019
Shares 599,646 Value ($000) $2,424 Avg Close — Range —
Q4 2018
Shares 510,446 Value ($000) $2,064 Avg Close — Range —
Q3 2018
Shares 410,944 Value ($000) $1,903 Avg Close — Range —
Q2 2018
Shares 396,343 Value ($000) $1,970 Avg Close — Range —
Q1 2018
Shares 396,343 Value ($000) $1,903 Avg Close — Range —
Q4 2017
Shares 402,043 Value ($000) $2,188 Avg Close — Range —
Q3 2017
Shares 344,243 Value ($000) $2,069 Avg Close — Range —
Q2 2017
Shares 93,743 Value ($000) $564 Avg Close — Range —
Q1 2017
Shares 93,743 Value ($000) $521 Avg Close — Range —
Q4 2016
Shares 93,743 Value ($000) $485 Avg Close — Range —
Q3 2016
Shares 93,746 Value ($000) $462 Avg Close — Range —
Q2 2016
Shares 93,746 Value ($000) $441 Avg Close — Range —
Q1 2016
Shares 93,746 Value ($000) $437 Avg Close — Range —
Q4 2015
Shares 93,746 Value ($000) $408 Avg Close — Range —