ANWORTH MORTGAGE ASSET CP

CUSIP: 037347101 Class: COM

Alyeska Investment Group, L.P.'s Holding History (CIK: 0001453072)

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

Q3 2016
Shares 797,433 Value ($000) $3,923 Avg Close — Range —
Q1 2014
Shares 487,376 Value ($000) $2,417 Avg Close — Range —