ANNALY CAP MGMT INC

CUSIP: 035710AB8 Class: CNV

Lombard Odier Asset Management (Switzerland) SA's Holding History (CIK: 0001535660)

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

Q4 2014
Shares 35,230,000 Value ($000) $35,634 Avg Close — Range —
Q2 2014
Shares 600,000 Value ($000) $615 Avg Close — Range —