ANNALY CAP MGMT INC

CUSIP: 035710AB8 Class: CNV

Pine River Capital Management L.P.'s Holding History (CIK: 0001288136)

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

Q1 2015
Shares 191,839,000 Value ($000) $192,356 Avg Close — Range —
Q4 2014
Shares 150,839,000 Value ($000) $151,972 Avg Close — Range —
Q3 2014
Shares 154,687,000 Value ($000) $156,429 Avg Close — Range —
Q2 2014
Shares 128,435,000 Value ($000) $131,328 Avg Close — Range —
Q1 2014
Shares 164,435,000 Value ($000) $168,564 Avg Close — Range —
Q4 2013
Shares 209,597,000 Value ($000) $212,742 Avg Close — Range —
Q3 2013
Shares 189,597,000 Value ($000) $193,153 Avg Close — Range —
Q2 2013
Shares 165,597,000 Value ($000) $167,037 Avg Close — Range —