ANNALY CAP MGMT INC

CUSIP: 035710AB8 Class: CNV

BLB&B Advisors, LLC's Holding History (CIK: 0001389059)

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

Q1 2015
Shares 1,065,000 Value ($000) $1,066 Avg Close — Range —
Q4 2014
Shares 1,115,000 Value ($000) $1,112 Avg Close — Range —
Q3 2014
Shares 1,120,000 Value ($000) $1,131 Avg Close — Range —
Q2 2014
Shares 1,120,000 Value ($000) $1,144 Avg Close — Range —
Q1 2014
Shares 1,120,000 Value ($000) $1,149 Avg Close — Range —
Q4 2013
Shares 1,120,000 Value ($000) $1,135 Avg Close — Range —
Q3 2013
Shares 1,070,000 Value ($000) $1,089 Avg Close — Range —
Q2 2013
Shares 980,000 Value ($000) $985 Avg Close — Range —