ANWORTH MORTGAGE ASSET CP

CUSIP: 037347101 Class: COM

ONTARIO TEACHERS PENSION PLAN BOARD's Holding History (CIK: 0000937567)

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

Q2 2014
Shares 28,456 Value ($000) $147 Avg Close — Range —
Q3 2013
Shares 18,841 Value ($000) $91 Avg Close — Range —
Q2 2013
Shares 18,841 Value ($000) $106 Avg Close — Range —