ANNALY CAP MGMT INC

CUSIP: 035710409 Class: COM

Assenagon Asset Management S.A.'s Holding History (CIK: 0001546007)

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

Q4 2017
Shares 68,497 Value ($000) $814 Avg Close — Range —
Q3 2017
Shares 173,246 Value ($000) $2,112 Avg Close — Range —
Q2 2017
Shares 43,929 Value ($000) $529 Avg Close — Range —
Q1 2017
Shares 293,583 Value ($000) $3,262 Avg Close — Range —
Q4 2016
Shares 120,003 Value ($000) $1,196 Avg Close — Range —