ANNALY CAP MGMT INC

CUSIP: 035710AA0 Class: CNV

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

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

Q3 2013
Shares 5,000,000 Value ($000) $5,460 Avg Close — Range —
Q2 2013
Shares 5,000,000 Value ($000) $5,600 Avg Close — Range —