ANNALY CAP MGMT INC

CUSIP: 035710AB8 Class: CNV

CAPSTONE INVESTMENT ADVISORS, LLC's Holding History (CIK: 0001426196)

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

Q1 2015
Shares 2,500,000 Value ($000) $2,507 Avg Close — Range —
Q4 2014
Shares 15,915,000 Value ($000) $16,064 Avg Close — Range —