ANNALY CAP MGMT INC

CUSIP: 035710AB8 Class: CNV

LAZARD ASSET MANAGEMENT LLC's Holding History (CIK: 0001207017)

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

Q4 2013
Shares 16,614,000 Value ($000) $16,811 Avg Close — Range —
Q3 2013
Shares 13,776,000 Value ($000) $14,034 Avg Close — Range —
Q2 2013
Shares 17,315,000 Value ($000) $17,466 Avg Close — Range —