ANNALY CAP MGMT INC

CUSIP: 035710AB8 Class: CNV

Nicholas Investment Partners, LP's Holding History (CIK: 0001389574)

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

Q4 2014
Shares 5,000,000 Value ($000) $5,025 Avg Close — Range —
Q3 2014
Shares 5,000,000 Value ($000) $5,050 Avg Close — Range —