ANWORTH MORTGAGE ASSET CP

CUSIP: 037347101 Class: COM

AFFINITY INVESTMENT ADVISORS, LLC's Holding History (CIK: 0001520601)

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

Q4 2016
Shares 48,569 Value ($000) $251 Avg Close — Range —
Q3 2016
Shares 48,569 Value ($000) $239 Avg Close — Range —
Q1 2016
Shares 48,569 Value ($000) $226 Avg Close — Range —
Q4 2015
Shares 25,031 Value ($000) $109 Avg Close — Range —
Q2 2013
Shares 166,104 Value ($000) $930 Avg Close — Range —