ANWORTH MORTGAGE ASSET CP

CUSIP: 37347101 Class: COM

GROUP ONE TRADING, L.P.'s Holding History (CIK: 0000932540)

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

Q2 2016
Shares 100 Value ($000) $0 Avg Close — Range —
Q1 2016
Shares 100 Value ($000) $0 Avg Close — Range —
Q1 2015
Shares 5,374 Value ($000) $27 Avg Close — Range —
Q4 2014
Shares 5,274 Value ($000) $28 Avg Close — Range —
Q3 2014
Shares 14,378 Value ($000) $69 Avg Close — Range —
Q2 2014
Shares 14,378 Value ($000) $74 Avg Close — Range —
Q4 2013
Shares 60,322 Value ($000) $254 Avg Close — Range —
Q3 2013
Shares 14,769 Value ($000) $71 Avg Close — Range —