ANNALY CAP MGMT INC

CUSIP: 035710AB8 Class: CNV

DEUTSCHE BANK AG\'s Holding History (CIK: 0000948046)

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

Q1 2015
Shares 6,675,000 Value ($000) $6,691 Avg Close Range
Q4 2014
Shares 8,191,000 Value ($000) $8,230 Avg Close Range
Q3 2014
Shares 15,704,000 Value ($000) $15,859 Avg Close Range
Q2 2014
Shares 20,747,000 Value ($000) $21,212 Avg Close Range
Q1 2014
Shares 8,557,000 Value ($000) $8,753 Avg Close Range
Q4 2013
Shares 8,797,000 Value ($000) $8,892 Avg Close Range
Q3 2013
Shares 8,122,000 Value ($000) $8,268 Avg Close Range