ANNALY CAP MGMT INC

CUSIP: 035710AB8 Class: CNV

Compagnie Lombard Odier SCmA's Holding History (CIK: 0001615423)

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

Q1 2015
Shares 1,250,000 Value ($000) $1,286 Avg Close — Range —
Q4 2014
Shares 1,250,000 Value ($000) $1,266 Avg Close — Range —
Q3 2014
Shares 1,750,000 Value ($000) $1,806 Avg Close — Range —
Q2 2014
Shares 1,950,000 Value ($000) $2,011 Avg Close — Range —
Q1 2014
Shares 2,900,000 Value ($000) $3,027 Avg Close — Range —
Q4 2013
Shares 2,900,000 Value ($000) $2,956 Avg Close — Range —