ANWORTH MORTGAGE ASSET CP

CUSIP: 037347101 Class: COM

TWO SIGMA INVESTMENTS, LP's Holding History (CIK: 0001179392)

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

Q4 2020
Shares 519,921 Value ($000) $1,409 Avg Close Range
Q3 2020
Shares 306,895 Value ($000) $503 Avg Close Range
Q2 2020
Shares 291,465 Value ($000) $495 Avg Close Range
Q1 2020
Shares 373,501 Value ($000) $422 Avg Close Range
Q4 2019
Shares 178,861 Value ($000) $630 Avg Close Range
Q3 2019
Shares 291,139 Value ($000) $961 Avg Close Range
Q2 2019
Shares 417,518 Value ($000) $1,582 Avg Close Range
Q1 2019
Shares 195,827 Value ($000) $791 Avg Close Range
Q3 2018
Shares 65,080 Value ($000) $301 Avg Close Range
Q1 2018
Shares 73,538 Value ($000) $353 Avg Close Range
Q4 2017
Shares 400,998 Value ($000) $2,181 Avg Close Range
Q3 2017
Shares 383,338 Value ($000) $2,304 Avg Close Range
Q2 2017
Shares 464,413 Value ($000) $2,791 Avg Close Range
Q1 2017
Shares 563,218 Value ($000) $3,126 Avg Close Range
Q4 2016
Shares 607,584 Value ($000) $3,141 Avg Close Range
Q3 2016
Shares 213,181 Value ($000) $1,049 Avg Close Range
Q2 2016
Shares 579,783 Value ($000) $2,725 Avg Close Range
Q1 2016
Shares 493,454 Value ($000) $2,299 Avg Close Range
Q4 2015
Shares 621,745 Value ($000) $2,705 Avg Close Range
Q1 2015
Shares 579,593 Value ($000) $2,950 Avg Close Range
Q4 2014
Shares 297,123 Value ($000) $1,560 Avg Close Range
Q2 2014
Shares 785,060 Value ($000) $4,051 Avg Close Range
Q1 2014
Shares 440,294 Value ($000) $2,184 Avg Close Range
Q4 2013
Shares 1,388,679 Value ($000) $5,846 Avg Close Range
Q3 2013
Shares 122,338 Value ($000) $591 Avg Close Range
Q2 2013
Shares 632,883 Value ($000) $3,544 Avg Close Range