ANWORTH MORTGAGE ASSET CP

CUSIP: 037347101 Class: COM

SYSTEMATIC FINANCIAL MANAGEMENT LP's Holding History (CIK: 0001085936)

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

Q4 2016
Shares 345,835 Value ($000) $1,788 Avg Close — Range —
Q3 2016
Shares 300,515 Value ($000) $1,479 Avg Close — Range —
Q2 2016
Shares 333,930 Value ($000) $1,569 Avg Close — Range —
Q3 2014
Shares 448,430 Value ($000) $2,147 Avg Close — Range —
Q2 2014
Shares 363,560 Value ($000) $1,875 Avg Close — Range —
Q1 2014
Shares 368,825 Value ($000) $1,829 Avg Close — Range —