ANNALY CAP MGMT INC

CUSIP: 035710409 Class: COM

Drexel Morgan & Co.'s Holding History (CIK: 0001508512)

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

Q4 2016
Shares 15,500 Value ($000) $155 Avg Close — Range —
Q3 2016
Shares 45,000 Value ($000) $473 Avg Close — Range —
Q2 2016
Shares 40,000 Value ($000) $443 Avg Close — Range —
Q1 2016
Shares 15,000 Value ($000) $154 Avg Close — Range —
Q4 2015
Shares 12,000 Value ($000) $113 Avg Close — Range —