ANNALY CAP MGMT INC

CUSIP: 035710AB8 Class: CNV

NEUBERGER BERMAN GROUP LLC's Holding History (CIK: 0001465109)

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

Q2 2014
Shares 225,000 Value ($000) $230 Avg Close — Range —
Q1 2014
Shares 212,000 Value ($000) $217 Avg Close — Range —
Q3 2013
Shares 274,000 Value ($000) $279 Avg Close — Range —
Q2 2013
Shares 274,000 Value ($000) $276 Avg Close — Range —