ANNALY CAPITAL MGMT

CUSIP: 035710706 Class: PRD

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

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

Q3 2015
Shares 2,000 Value ($000) $49 Avg Close — Range —
Q2 2015
Shares 2,000 Value ($000) $48 Avg Close — Range —
Q1 2015
Shares 2,000 Value ($000) $50 Avg Close — Range —
Q4 2014
Shares 2,000 Value ($000) $50 Avg Close — Range —
Q2 2014
Shares 2,000 Value ($000) $49 Avg Close — Range —
Q1 2014
Shares 2,000 Value ($000) $49 Avg Close — Range —
Q4 2013
Shares 2,000 Value ($000) $44 Avg Close — Range —
Q2 2013
Shares 2,000 Value ($000) $50 Avg Close — Range —