ANNALY CAP MGMT INC

CUSIP: 035710409 Class: COM

THORNBURG INVESTMENT MANAGEMENT INC's Holding History (CIK: 0001145020)

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

Q4 2015
Shares 212,700 Value ($000) $1,995 Avg Close — Range —
Q3 2015
Shares 212,700 Value ($000) $2,099 Avg Close — Range —
Q2 2015
Shares 212,700 Value ($000) $1,955 Avg Close — Range —
Q1 2015
Shares 212,700 Value ($000) $2,212 Avg Close — Range —
Q4 2014
Shares 212,700 Value ($000) $2,299 Avg Close — Range —
Q3 2014
Shares 212,700 Value ($000) $2,272 Avg Close — Range —
Q2 2014
Shares 212,700 Value ($000) $2,431 Avg Close — Range —
Q1 2014
Shares 212,700 Value ($000) $2,333 Avg Close — Range —
Q4 2013
Shares 212,700 Value ($000) $2,121 Avg Close — Range —
Q3 2013
Shares 212,700 Value ($000) $2,463 Avg Close — Range —
Q2 2013
Shares 212,700 Value ($000) $2,674 Avg Close — Range —