ANWORTH MORTGAGE ASSET CP

CUSIP: 037347101 Class: COM

Verition Fund Management LLC's Holding History (CIK: 0001454027)

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

Q1 2015
Shares 24,630 Value ($000) $125 Avg Close — Range —
Q2 2014
Shares 17,993 Value ($000) $93 Avg Close — Range —
Q1 2014
Shares 17,204 Value ($000) $85 Avg Close — Range —
Q4 2013
Shares 18,959 Value ($000) $80 Avg Close — Range —