ANNALY CAP MGMT INC

CUSIP: 035710AB8 Class: CNV

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

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

Q1 2015
Shares 650,000 Value ($000) $652 Avg Close — Range —
Q4 2014
Shares 650,000 Value ($000) $654 Avg Close — Range —
Q3 2014
Shares 650,000 Value ($000) $657 Avg Close — Range —
Q2 2014
Shares 650,000 Value ($000) $666 Avg Close — Range —
Q1 2014
Shares 650,000 Value ($000) $667 Avg Close — Range —
Q4 2013
Shares 650,000 Value ($000) $659 Avg Close — Range —
Q3 2013
Shares 650,000 Value ($000) $663 Avg Close — Range —
Q2 2013
Shares 650,000 Value ($000) $657 Avg Close — Range —