ANNALY CAP MGMT INC

CUSIP: 035710AA0 Class: CNV

Allianz Asset Management GmbH's Holding History (CIK: 0001535323)

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

Q4 2014

Shares 1,200,000 Value ($000) $1,221 Avg Close — Range —

Q3 2014

Shares 1,200,000 Value ($000) $1,250 Avg Close — Range —

Q2 2014

Shares 1,200,000 Value ($000) $1,271 Avg Close — Range —

Q1 2014

Shares 1,200,000 Value ($000) $1,280 Avg Close — Range —

Q4 2013

Shares 1,200,000 Value ($000) $1,262 Avg Close — Range —

Period	Shares	Value ($000)	Average Close	Price Range
Q4 2014	1,200,000	$1,221	—	—
Q3 2014	1,200,000	$1,250	—	—
Q2 2014	1,200,000	$1,271	—	—
Q1 2014	1,200,000	$1,280	—	—
Q4 2013	1,200,000	$1,262	—	—