ANNALY CAP MGMT INC

CUSIP: 035710409 Class: COM

Connor, Clark & Lunn Investment Management Ltd.'s Holding History (CIK: 0001596800)

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

Q3 2017
Shares 108,442 Value ($000) $1,322 Avg Close — Range —
Q2 2017
Shares 490,132 Value ($000) $5,906 Avg Close — Range —
Q1 2017
Shares 513,157 Value ($000) $5,701 Avg Close — Range —
Q4 2016
Shares 170,832 Value ($000) $1,703 Avg Close — Range —
Q2 2015
Shares 67,100 Value ($000) $617 Avg Close — Range —
Q1 2015
Shares 150,900 Value ($000) $1,569 Avg Close — Range —
Q4 2014
Shares 160,800 Value ($000) $1,738 Avg Close — Range —
Q3 2014
Shares 502,800 Value ($000) $5,370 Avg Close — Range —
Q2 2014
Shares 453,800 Value ($000) $5,525 Avg Close — Range —