ANNALY CAP MGMT INC

CUSIP: 35710409 Class: REIT

LMR Partners LLP's Holding History (CIK: 0001578621)

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

Q4 2014
Shares 999,932 Value ($000) $10,810 Avg Close — Range —
Q3 2014
Shares 999,218 Value ($000) $10,672 Avg Close — Range —
Q2 2014
Shares 999,180 Value ($000) $11,420 Avg Close — Range —
Q1 2014
Shares 1,000,357 Value ($000) $10,974 Avg Close — Range —