ANWORTH MORTGAGE ASSET CP

CUSIP: 037347101 Class: COM

PUBLIC EMPLOYEES RETIREMENT SYSTEM OF OHIO's Holding History (CIK: 0001007280)

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

Q1 2017
Shares 12,948 Value ($000) $72 Avg Close — Range —
Q4 2016
Shares 13,884 Value ($000) $74 Avg Close — Range —
Q3 2016
Shares 14,969 Value ($000) $74 Avg Close — Range —
Q2 2016
Shares 15,859 Value ($000) $75 Avg Close — Range —
Q1 2016
Shares 15,610 Value ($000) $73 Avg Close — Range —
Q4 2015
Shares 16,497 Value ($000) $72 Avg Close — Range —
Q3 2015
Shares 20,638 Value ($000) $102 Avg Close — Range —
Q2 2015
Shares 21,449 Value ($000) $106 Avg Close — Range —
Q1 2015
Shares 20,559 Value ($000) $105 Avg Close — Range —
Q4 2014
Shares 19,941 Value ($000) $105 Avg Close — Range —
Q3 2014
Shares 20,482 Value ($000) $98 Avg Close — Range —
Q2 2014
Shares 26,756 Value ($000) $138 Avg Close — Range —
Q1 2014
Shares 23,913 Value ($000) $119 Avg Close — Range —
Q4 2013
Shares 26,643 Value ($000) $112 Avg Close — Range —
Q3 2013
Shares 11,600 Value ($000) $56 Avg Close — Range —