ANNALY CAP MGMT INC

CUSIP: 035710AB8 Class: CNV

Lombard Odier Asset Management (Europe) Ltd's Holding History (CIK: 0001535784)

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

Q1 2015
Shares 54,307,000 Value ($000) $55,245 Avg Close — Range —
Q4 2014
Shares 35,230,000 Value ($000) $35,634 Avg Close — Range —
Q3 2014
Shares 46,807,000 Value ($000) $47,626 Avg Close — Range —
Q2 2014
Shares 66,207,000 Value ($000) $67,599 Avg Close — Range —
Q4 2013
Shares 96,207,000 Value ($000) $97,551 Avg Close — Range —