ANNALY CAP MGMT INC

CUSIP: 035710AB8 Class: CNV

PIPER SANDLER & CO.'s Holding History (CIK: 0000724683)

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

Q1 2015
Shares 6,000,000 Value ($000) $6,015 Avg Close — Range —
Q4 2014
Shares 6,000,000 Value ($000) $6,030 Avg Close — Range —
Q3 2014
Shares 6,000,000 Value ($000) $6,060 Avg Close — Range —
Q2 2014
Shares 6,000,000 Value ($000) $6,135 Avg Close — Range —
Q1 2014
Shares 6,000,000 Value ($000) $6,143 Avg Close — Range —
Q4 2013
Shares 6,000,000 Value ($000) $6,071 Avg Close — Range —