ANWORTH MORTGAGE ASSET CP

CUSIP: 037347101 Class: COM

CWM, LLC's Holding History (CIK: 0001535847)

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

Q1 2016

Shares 100 Value ($000) $0 Avg Close — Range —

Q3 2015

Shares 100 Value ($000) $0 Avg Close — Range —

Q4 2013

Shares 100 Value ($000) $0 Avg Close — Range —

Period	Shares	Value ($000)	Average Close	Price Range
Q1 2016	100	$0	—	—
Q3 2015	100	$0	—	—
Q4 2013	100	$0	—	—