ANWORTH MORTGAGE ASSET CP

CUSIP: 037347101 Class: COM

CAPITAL FUND MANAGEMENT S.A.'s Holding History (CIK: 0001323645)

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

Q4 2017
Shares 98,550 Value ($000) $536 Avg Close — Range —
Q3 2017
Shares 37,550 Value ($000) $226 Avg Close — Range —
Q2 2013
Shares 73,144 Value ($000) $410 Avg Close — Range —