ANNALY CAP MGMT INC

CUSIP: 035710409 Class: COM

MANGROVE PARTNERS IM, LLC's Holding History (CIK: 0001535392)

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

Q4 2014
Shares 80,980 Value ($000) $875 Avg Close — Range —
Q3 2014
Shares 280,980 Value ($000) $3,001 Avg Close — Range —
Q2 2014
Shares 303,000 Value ($000) $3,463 Avg Close — Range —
Q1 2014
Shares 303,000 Value ($000) $3,324 Avg Close — Range —
Q4 2013
Shares 303,000 Value ($000) $3,021 Avg Close — Range —
Q3 2013
Shares 202,500 Value ($000) $2,345 Avg Close — Range —