ANWORTH MORTGAGE ASSET CP

CUSIP: 037347101 Class: COM

MANGROVE PARTNERS IM, LLC's Holding History (CIK: 0001535392)

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

Q4 2016
Shares 1,007,305 Value ($000) $5,208 Avg Close — Range —
Q3 2016
Shares 1,007,005 Value ($000) $4,954 Avg Close — Range —
Q2 2016
Shares 1,007,005 Value ($000) $4,733 Avg Close — Range —
Q1 2016
Shares 1,007,005 Value ($000) $4,693 Avg Close — Range —
Q4 2015
Shares 3,742,583 Value ($000) $16,280 Avg Close — Range —
Q3 2015
Shares 1,319,175 Value ($000) $6,517 Avg Close — Range —
Q2 2015
Shares 1,219,175 Value ($000) $6,011 Avg Close — Range —
Q1 2015
Shares 609,175 Value ($000) $3,101 Avg Close — Range —
Q1 2014
Shares 594,400 Value ($000) $2,948 Avg Close — Range —
Q4 2013
Shares 993,900 Value ($000) $4,184 Avg Close — Range —
Q3 2013
Shares 377,200 Value ($000) $1,822 Avg Close — Range —
Q2 2013
Shares 350,100 Value ($000) $1,961 Avg Close — Range —