ANNALY CAP MGMT INC

CUSIP: 035710409 Class: COM

Ruffer LLP's Holding History (CIK: 0001426859)

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

Q1 2015
Shares 118,542 Value ($000) $1,235 Avg Close — Range —
Q4 2014
Shares 281,145 Value ($000) $3,041 Avg Close — Range —
Q3 2014
Shares 329,144 Value ($000) $3,513 Avg Close — Range —
Q2 2014
Shares 2,142,793 Value ($000) $24,140 Avg Close — Range —
Q1 2014
Shares 17,334,148 Value ($000) $190,066 Avg Close — Range —
Q4 2013
Shares 17,663,051 Value ($000) $176,027 Avg Close — Range —
Q3 2013
Shares 11,623,784 Value ($000) $135,651 Avg Close — Range —
Q2 2013
Shares 2,014,285 Value ($000) $25,350 Avg Close — Range —