ANWORTH MORTGAGE ASSET CP

CUSIP: 037347101 Class: COM

FOX RUN MANAGEMENT, L.L.C.'s Holding History (CIK: 0001533457)

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

Q2 2018
Shares 13,766 Value ($000) $68 Avg Close — Range —
Q3 2017
Shares 28,800 Value ($000) $173 Avg Close — Range —
Q4 2016
Shares 16,800 Value ($000) $87 Avg Close — Range —