ANNALY CAP MGMT INC

CUSIP: 035710AB8 Class: CNV

Invesco Ltd.'s Holding History (CIK: 0000914208)

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

Q3 2014
Shares 12,483,000 Value ($000) $12,608 Avg Close — Range —
Q2 2014
Shares 12,483,000 Value ($000) $12,764 Avg Close — Range —
Q1 2014
Shares 4,184,000 Value ($000) $4,283 Avg Close — Range —
Q4 2013
Shares 10,875,000 Value ($000) $11,004 Avg Close — Range —
Q3 2013
Shares 10,875,000 Value ($000) $11,079 Avg Close — Range —
Q2 2013
Shares 6,000,000 Value ($000) $6,053 Avg Close — Range —