ANNALY CAP MGMT INC

CUSIP: 035710AB8 Class: CNV

OAKTREE CAPITAL MANAGEMENT LP's Holding History (CIK: 0000949509)

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

Q4 2014
Shares 9,257,000 Value ($000) $9,251 Avg Close — Range —
Q3 2014
Shares 7,000,000 Value ($000) $7,049 Avg Close — Range —
Q2 2014
Shares 9,501,000 Value ($000) $9,735 Avg Close — Range —
Q1 2014
Shares 8,000,000 Value ($000) $8,243 Avg Close — Range —
Q4 2013
Shares 20,157,000 Value ($000) $20,501 Avg Close — Range —
Q3 2013
Shares 20,500,000 Value ($000) $20,935 Avg Close — Range —
Q2 2013
Shares 18,916,000 Value ($000) $19,119 Avg Close — Range —
Q1 2013
Shares 13,180,000 Value ($000) $13,711 Avg Close — Range —
Q4 2012
Shares 30,250,000 Value ($000) $30,715 Avg Close — Range —
Q3 2012
Shares 48,750,000 Value ($000) $50,120 Avg Close — Range —
Q2 2012
Shares 55,500,000 Value ($000) $55,232 Avg Close — Range —