ANNALY CAP MGMT INC

CUSIP: 035710409 Class: COM

COLRAIN CAPITAL LLC's Holding History (CIK: 0001216093)

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

Q4 2016

Shares 10,000 Value ($000) $100 Avg Close — Range —

Q3 2016

Shares 27,500 Value ($000) $289 Avg Close — Range —

Q2 2016

Shares 27,500 Value ($000) $304 Avg Close — Range —

Q1 2016

Shares 37,500 Value ($000) $385 Avg Close — Range —

Period	Shares	Value ($000)	Average Close	Price Range
Q4 2016	10,000	$100	—	—
Q3 2016	27,500	$289	—	—
Q2 2016	27,500	$304	—	—
Q1 2016	37,500	$385	—	—