ANWORTH MORTGAGE ASSET CP

CUSIP: 037347101 Class: COM

Municipal Employees' Retirement System of Michigan's Holding History (CIK: 0001588873)

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

Q1 2019
Shares 162,450 Value ($000) $656 Avg Close — Range —
Q4 2018
Shares 162,450 Value ($000) $656 Avg Close — Range —
Q2 2018
Shares 162,450 Value ($000) $807 Avg Close — Range —
Q1 2018
Shares 162,450 Value ($000) $780 Avg Close — Range —
Q4 2017
Shares 162,450 Value ($000) $884 Avg Close — Range —
Q3 2017
Shares 112,780 Value ($000) $678 Avg Close — Range —
Q2 2017
Shares 112,780 Value ($000) $678 Avg Close — Range —
Q1 2017
Shares 102,740 Value ($000) $570 Avg Close — Range —
Q4 2016
Shares 102,740 Value ($000) $531 Avg Close — Range —