ANWORTH MORTGAGE ASSET CP

CUSIP: 037347101 Class: COM

Pine River Capital Management L.P.'s Holding History (CIK: 0001288136)

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

Q3 2016
Shares 30,648 Value ($000) $151 Avg Close — Range —
Q4 2015
Shares 451,517 Value ($000) $1,964 Avg Close — Range —
Q4 2014
Shares 540,906 Value ($000) $2,840 Avg Close — Range —
Q3 2014
Shares 3,582,670 Value ($000) $17,160 Avg Close — Range —
Q2 2014
Shares 3,030,068 Value ($000) $15,635 Avg Close — Range —
Q1 2014
Shares 1,123,877 Value ($000) $5,574 Avg Close — Range —
Q4 2013
Shares 2,779,465 Value ($000) $11,702 Avg Close — Range —
Q3 2013
Shares 8,721,711 Value ($000) $42,125 Avg Close — Range —
Q2 2013
Shares 9,765,815 Value ($000) $54,690 Avg Close — Range —