ANNALY CAP MGMT INC

CUSIP: 035710409 Class: COM

KELLY LAWRENCE W & ASSOCIATES INC/CA's Holding History (CIK: 0000920441)

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

Q1 2017
Shares 2,000 Value ($000) $22 Avg Close — Range —
Q4 2016
Shares 2,000 Value ($000) $20 Avg Close — Range —
Q3 2016
Shares 2,000 Value ($000) $21 Avg Close — Range —
Q2 2016
Shares 2,000 Value ($000) $22 Avg Close — Range —
Q1 2016
Shares 2,000 Value ($000) $21 Avg Close — Range —
Q4 2015
Shares 2,000 Value ($000) $19 Avg Close — Range —
Q3 2015
Shares 2,800 Value ($000) $28 Avg Close — Range —
Q2 2015
Shares 12,500 Value ($000) $115 Avg Close — Range —
Q1 2015
Shares 12,500 Value ($000) $130 Avg Close — Range —
Q4 2014
Shares 12,500 Value ($000) $135 Avg Close — Range —
Q3 2014
Shares 12,500 Value ($000) $133 Avg Close — Range —
Q2 2014
Shares 12,500 Value ($000) $143 Avg Close — Range —
Q1 2014
Shares 12,500 Value ($000) $137 Avg Close — Range —
Q4 2013
Shares 12,500 Value ($000) $125 Avg Close — Range —
Q3 2013
Shares 44,200 Value ($000) $512 Avg Close — Range —
Q2 2013
Shares 44,200 Value ($000) $556 Avg Close — Range —