ANNALY CAP MGMT INC

CUSIP: 035710AA0 Class: CNV

ZAZOVE ASSOCIATES LLC's Holding History (CIK: 0001009012)

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

Q4 2014
Shares 48,875,000 Value ($000) $49,425 Avg Close — Range —
Q3 2014
Shares 48,875,000 Value ($000) $50,158 Avg Close — Range —
Q2 2014
Shares 48,475,000 Value ($000) $51,596 Avg Close — Range —
Q1 2014
Shares 49,930,000 Value ($000) $53,363 Avg Close — Range —
Q4 2013
Shares 51,425,000 Value ($000) $54,125 Avg Close — Range —
Q3 2013
Shares 50,214,000 Value ($000) $55,455 Avg Close — Range —
Q2 2013
Shares 51,624,000 Value ($000) $57,916 Avg Close — Range —