ANNALY CAP MGMT INC

CUSIP: 035710AB8 Class: CNV

Kohlberg Kravis Roberts & Co. L.P.'s Holding History (CIK: 0001399770)

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

Q1 2015
Shares 8,000,000 Value ($000) $8,025 Avg Close — Range —