Pine River Capital Management’s Anworth Mortgage Asset Corporation ANH Stock Holding History

Pine River Capital Management’s Portfolio ANH Stock Details ANH Fund Activity

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2016 Q4	–	Sell	-30,648	Closed	-$151K	–	483
2016 Q3	$151K	Buy	+30,648	New	+$150K	﹤0.01%	379
2016 Q1	–	Sell	-451,517	Closed	-$1.96M	–	825
2015 Q4	$1.96M	Buy	+451,517	New	+$2.14M	0.03%	268
2015 Q1	–	Sell	-540,906	Closed	-$2.84M	–	828
2014 Q4	$2.84M	Sell	540,906 -3,041,764	-85%	-$15.9M	0.04%	346
2014 Q3	$17.2M	Buy	3,582,670 +552,602	+18%	+$2.83M	0.2%	105
2014 Q2	$15.6M	Buy	3,030,068 +1,906,191	+170%	+$10.1M	0.24%	90
2014 Q1	$5.57M	Sell	1,123,877 -1,655,588	-60%	-$8.05M	0.08%	256
2013 Q4	$11.7M	Sell	2,779,465 -5,942,246	-68%	-$26.7M	0.14%	181
2013 Q3	$42.1M	Sell	8,721,711 -1,044,104	-11%	-$5.01M	0.45%	42
2013 Q2	$54.7M	Buy	+9,765,815	New	+$58M	0.81%	20

Other funds holding ANH

Vanguard Group Malvern, Pennsylvania $6.9T AUM 27.45% 1-Year Est. Return

BFA

BlackRock Fund Advisors San Francisco, California $542B AUM 18.13% 1-Year Est. Return

Renaissance Technologies New York $63.9B AUM 45.56% 1-Year Est. Return

BIT

BlackRock Institutional Trust San Francisco, California $675B AUM 16.07% 1-Year Est. Return

State Street Boston, Massachusetts $2.9T AUM 29.55% 1-Year Est. Return

Boston Partners Boston, Massachusetts $95.5B AUM 28.4% 1-Year Est. Return

UBS Group Zurich, Switzerland $666B AUM 30.12% 1-Year Est. Return

Citigroup New York $235B AUM 32.99% 1-Year Est. Return

AFG

American Financial Group Cincinnati, Ohio $270M AUM 3.25% 1-Year Est. Return

Fidelity Investments Boston, Massachusetts $1.9T AUM 41.92% 1-Year Est. Return

Pine River Capital Management's ANH Position: Q4 2016 in Review

Pine River Capital Management sold out of Anworth Mortgage Asset Corporation (ANH) in Q4 2016, closing a stake of 30,648 shares — an estimated $151K sold.

Pine River Capital Management first reported a position in ANH in Q2 2013 and held it in 9 quarters. The position peaked at $54.7M in Q2 2013. 142 funds tracked by Wall St. Rank hold ANH as of Q4 2016.

Pine River Capital Management reported no remaining Anworth Mortgage Asset Corporation position as of Q4 2016 after selling out during the quarter.
Pine River Capital Management sold 30,648 Anworth Mortgage Asset Corporation shares in Q4 2016, an estimated $151K.
Pine River Capital Management first reported a position in Anworth Mortgage Asset Corporation in Q2 2013 and held it in 9 quarters.
Pine River Capital Management's Anworth Mortgage Asset Corporation position peaked at $54.7M in Q2 2013.
142 funds tracked by Wall St. Rank held Anworth Mortgage Asset Corporation as of Q4 2016.

Based on Pine River Capital Management's 13F filing for Q4 2016, filed 14 Feb 2017.