ANNALY CAP MGMT INC

CUSIP: 035710409 Class: COM

DOHENY ASSET MANAGEMENT /CA's Holding History (CIK: 0000936936)

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

Q2 2016
Shares 30,000 Value ($000) $332 Avg Close — Range —
Q1 2016
Shares 30,000 Value ($000) $308 Avg Close — Range —
Q4 2015
Shares 20,000 Value ($000) $188 Avg Close — Range —
Q3 2015
Shares 20,000 Value ($000) $197 Avg Close — Range —
Q2 2015
Shares 20,100 Value ($000) $185 Avg Close — Range —
Q1 2015
Shares 20,100 Value ($000) $209 Avg Close — Range —
Q4 2014
Shares 20,100 Value ($000) $217 Avg Close — Range —