ANWORTH MORTGAGE ASSET CP

CUSIP: 037347101 Class: COM

Parkwood LLC's Holding History (CIK: 0001597823)

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

Q3 2015
Shares 21,080 Value ($000) $104 Avg Close — Range —
Q2 2015
Shares 23,087 Value ($000) $114 Avg Close — Range —
Q1 2015
Shares 18,761 Value ($000) $95 Avg Close — Range —
Q4 2014
Shares 28,679 Value ($000) $151 Avg Close — Range —
Q3 2014
Shares 21,265 Value ($000) $102 Avg Close — Range —