ANNALY CAP MGMT INC

CUSIP: 035710AB8 Class: CNV

Allianz Asset Management GmbH's Holding History (CIK: 0001535323)

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

Q1 2015
Shares 1,000,000 Value ($000) $1,004 Avg Close — Range —
Q4 2014
Shares 1,000,000 Value ($000) $1,006 Avg Close — Range —
Q3 2014
Shares 1,000,000 Value ($000) $1,011 Avg Close — Range —
Q2 2014
Shares 1,000,000 Value ($000) $1,024 Avg Close — Range —
Q1 2014
Shares 1,000,000 Value ($000) $1,025 Avg Close — Range —
Q4 2013
Shares 1,000,000 Value ($000) $1,013 Avg Close — Range —