ANNALY CAP MGMT INC

CUSIP: 035710409 Class: COM

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

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

Q4 2015
Shares 20,227 Value ($000) $190 Avg Close — Range —
Q3 2015
Shares 50,900 Value ($000) $502 Avg Close — Range —
Q2 2015
Shares 32,560,191 Value ($000) $299,227 Avg Close — Range —
Q1 2015
Shares 195,499 Value ($000) $2,034 Avg Close — Range —
Q4 2014
Shares 20,000 Value ($000) $216 Avg Close — Range —
Q4 2013
Shares 16,964,268 Value ($000) $169,134 Avg Close — Range —