ANNALY CAP MGMT INC

CUSIP: 035710AB8 Class: CNV

ADVENT CAPITAL MANAGEMENT /DE/'s Holding History (CIK: 0001097278)

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

Q1 2015
Shares 14,044,000 Value ($000) $14,082 Avg Close — Range —
Q4 2014
Shares 34,885,000 Value ($000) $35,077 Avg Close — Range —
Q3 2014
Shares 37,439,000 Value ($000) $37,978 Avg Close — Range —
Q2 2014
Shares 50,705,000 Value ($000) $51,404 Avg Close — Range —
Q1 2014
Shares 62,583,000 Value ($000) $64,199 Avg Close — Range —
Q4 2013
Shares 26,104,000 Value ($000) $26,471 Avg Close — Range —
Q3 2013
Shares 31,561,000 Value ($000) $32,191 Avg Close — Range —
Q2 2013
Shares 30,159,000 Value ($000) $30,403 Avg Close — Range —