ANWORTH MORTGAGE ASSET CP

CUSIP: 037347101 Class: COM

Campbell & CO Investment Adviser LLC's Holding History (CIK: 0001353570)

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

Q4 2017
Shares 15,100 Value ($000) $82 Avg Close — Range —
Q4 2016
Shares 10,692 Value ($000) $55 Avg Close — Range —
Q1 2016
Shares 18,879 Value ($000) $88 Avg Close — Range —