ANWORTH MORTGAGE ASSET CP

CUSIP: 037347101 Class: COM

KEYBANK NATIONAL ASSOCIATION/OH's Holding History (CIK: 0001089877)

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

Q3 2014
Shares 14,000 Value ($000) $67 Avg Close — Range —
Q2 2014
Shares 14,000 Value ($000) $72 Avg Close — Range —
Q1 2014
Shares 14,000 Value ($000) $69 Avg Close — Range —
Q4 2013
Shares 14,000 Value ($000) $59 Avg Close — Range —
Q2 2013
Shares 11,400 Value ($000) $64 Avg Close — Range —
Q4 2012
Shares 11,700 Value ($000) $68 Avg Close — Range —