ANNALY CAPITAL MANAGEMENT INC

CUSIP: 035710805 Class: PFD

Janney Montgomery Scott LLC's Holding History (CIK: 0001329948)

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

Q4 2014
Shares 8,750 Value ($000) $217,438 Avg Close — Range —
Q3 2014
Shares 9,250 Value ($000) $225,700 Avg Close — Range —
Q2 2014
Shares 10,250 Value ($000) $248,563 Avg Close — Range —
Q3 2013
Shares 12,750 Value ($000) $298,988 Avg Close — Range —