ANNALY CAP MGMT INC

CUSIP: 035710AB8 Class: CNV

Wellesley Asset Management's Holding History (CIK: 0001533551)

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

Q1 2014
Shares 8,531 Value ($000) $8,895 Avg Close — Range —
Q4 2013
Shares 5,637 Value ($000) $5,728 Avg Close — Range —
Q3 2013
Shares 3,675 Value ($000) $3,744 Avg Close — Range —
Q2 2013
Shares 3,067 Value ($000) $3,094 Avg Close — Range —
Q1 2013
Shares 2,175 Value ($000) $2,254 Avg Close — Range —