ANWORTH MORTGAGE ASSET CP

CUSIP: 37347101 Class: COM

Camelot Portfolios, LLC's Holding History (CIK: 0001569766)

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

Q4 2013
Shares 25,000 Value ($000) $105 Avg Close — Range —
Q3 2013
Shares 25,000 Value ($000) $121 Avg Close — Range —
Q2 2013
Shares 25,000 Value ($000) $140 Avg Close — Range —