ANNALY CAPITAL MANAGEMENT INC

CUSIP: 035710805 Class: PFD

Camelot Portfolios, LLC's Holding History (CIK: 0001569766)

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

Q4 2017
Shares 8,000 Value ($000) $203 Avg Close — Range —
Q3 2017
Shares 8,000 Value ($000) $203 Avg Close — Range —
Q2 2017
Shares 8,000 Value ($000) $204 Avg Close — Range —
Q1 2017
Shares 8,000 Value ($000) $200 Avg Close — Range —
Q3 2016
Shares 8,000 Value ($000) $202 Avg Close — Range —
Q2 2016
Shares 8,000 Value ($000) $206 Avg Close — Range —