ANNALY CAP MGMT INC

CUSIP: 035710AB8 Class: CNV

RWC Asset Management LLP's Holding History (CIK: 0001520478)

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

Q1 2015
Shares 200,000 Value ($000) $201 Avg Close — Range —
Q4 2014
Shares 10,200,000 Value ($000) $10,285 Avg Close — Range —
Q3 2014
Shares 10,200,000 Value ($000) $10,324 Avg Close — Range —