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Aperio Group, LLC
> ANH
| Date | Name | Ticker | Shares | Change | Value | Change | Price |
| 12/31/2020 | ANWORTH MORTGAGE ASSET CORP | ANH | 18,669 | 908 | 51,000 | 22,000 | $2.73 |
| 09/30/2020 | ANWORTH MORTGAGE ASSET CORP | ANH | 17,761 | -2,411 | 29,000 | -6,000 | $1.63 |
| 06/30/2020 | ANWORTH MORTGAGE ASSET CORP | ANH | 20,172 | -26,514 | 35,000 | -18,000 | $1.74 |
| 03/31/2020 | ANWORTH MORTGAGE ASSET CORP | ANH | 46,686 | -87,484 | 53,000 | -419,000 | $1.14 |
| 12/31/2019 | ANWORTH MORTGAGE ASSET CORP | ANH | 134,170 | 33,993 | 472,000 | 141,000 | $3.52 |
| 09/30/2019 | ANWORTH MORTGAGE ASSET CORP | ANH | 100,177 | 35,255 | 331,000 | 85,000 | $3.30 |
| 06/30/2019 | ANWORTH MORTGAGE ASSET CORP | ANH | 64,922 | 7,898 | 246,000 | 16,000 | $3.79 |
| 03/31/2019 | ANWORTH MORTGAGE ASSET CORP | ANH | 57,024 | -5,893 | 230,000 | -24,000 | $4.03 |
| 12/31/2018 | ANWORTH MORTGAGE ASSET CORP | ANH | 62,917 | -53,514 | 254,000 | -285,000 | $4.04 |
| 09/30/2018 | ANWORTH MORTGAGE ASSET CORP | ANH | 116,431 | -2,570 | 539,000 | -52,000 | $4.63 |
| 06/30/2018 | ANWORTH MORTGAGE ASSET CORP | ANH | 119,001 | 28,406 | 591,000 | 156,000 | $4.97 |
| 03/31/2018 | ANWORTH MORTGAGE ASSET CORP | ANH | 90,595 | 10,441 | 435,000 | -1,000 | $4.80 |
| 12/31/2017 | ANWORTH MORTGAGE ASSET CORP | ANH | 80,154 | 3,197 | 436,000 | -27,000 | $5.44 |
| 09/30/2017 | ANWORTH MORTGAGE ASSET CORP | ANH | 76,957 | -3,238 | 463,000 | -19,000 | $6.02 |
| 06/30/2017 | ANWORTH MORTGAGE ASSET CORP | ANH | 80,195 | 21,383 | 482,000 | 156,000 | $6.01 |
| 03/31/2017 | ANWORTH MORTGAGE ASSET CORP | ANH | 58,812 | 13,310 | 327,000 | 92,000 | $5.56 |
| 12/31/2016 | ANWORTH MORTGAGE ASSET CORP | ANH | 45,502 | 1,635 | 235,000 | 19,000 | $5.16 |
| 09/30/2016 | ANWORTH MORTGAGE ASSET CORP | ANH | 43,867 | 4,711 | 216,000 | 32,000 | $4.92 |
| 06/30/2016 | ANWORTH MORTGAGE ASSET CORP | ANH | 39,156 | -14,165 | 184,000 | -64,000 | $4.70 |
| 03/31/2016 | ANWORTH MORTGAGE ASSET CORP | ANH | 53,321 | 32,481 | 248,000 | 157,000 | $4.65 |
| 12/31/2015 | ANWORTH MORTGAGE ASSET CORP | ANH | 20,840 | -3,324 | 91,000 | -26,000 | $4.37 |
| 09/30/2015 | ANWORTH MORTGAGE ASSET CORP | ANH | 34,060 | 15,491 | 168,000 | 76,000 | $4.93 |
| 06/30/2015 | ANWORTH MORTGAGE ASSET CORP | ANH | 18,569 | -5,595 | 92,000 | -25,000 | $4.95 |
| 03/31/2015 | ANWORTH MORTGAGE ASSET CORP | ANH | 19,390 | -4,774 | 99,000 | -18,000 | $5.11 |
| 12/31/2014 | ANWORTH MORTGAGE ASSET CORP | ANH | 15,852 | 461 | 83,000 | 9,000 | $5.24 |
| 09/30/2014 | ANWORTH MORTGAGE ASSET CORP | ANH | 15,391 | -8,773 | 74,000 | -43,000 | $4.81 |
| 06/30/2014 | ANWORTH MORTGAGE ASSET CORP | ANH | 14,981 | -8,048 | 77,000 | -37,000 | $5.14 |
| 03/31/2014 | ANWORTH MORTGAGE ASSET CORP | ANH | 23,029 | -1,135 | 114,000 | -3,000 | $4.95 |
| 12/31/2013 | ANWORTH MORTGAGE ASSET CORP | ANH | 26,206 | 2,042 | 110,000 | -7,000 | $4.20 |
| 09/30/2013 | ANWORTH MORTGAGE ASSET CORP | ANH | 24,164 | 24,164 | 117,000 | 117,000 | $4.84 |
| 06/30/2013 | ANWORTH MORTGAGE ASSET CORP | ANH | 30,180 | 30,180 | 169,000 | 169,000 | $5.60 |
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