ANNALY CAP MGMT INC

CUSIP: 35710409 Class: REIT

GROUP ONE TRADING, L.P.'s Holding History (CIK: 0000932540)

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

Q3 2016
Shares 75,310 Value ($000) $791 Avg Close — Range —
Q2 2016
Shares 14,880 Value ($000) $165 Avg Close — Range —
Q1 2016
Shares 8,321 Value ($000) $85 Avg Close — Range —
Q4 2015
Shares 70,935 Value ($000) $665 Avg Close — Range —
Q3 2015
Shares 66,987 Value ($000) $661 Avg Close — Range —
Q2 2015
Shares 202,423 Value ($000) $1,860 Avg Close — Range —
Q1 2015
Shares 29,106 Value ($000) $303 Avg Close — Range —
Q4 2014
Shares 89,037 Value ($000) $962 Avg Close — Range —
Q3 2014
Shares 174,488 Value ($000) $1,864 Avg Close — Range —
Q2 2014
Shares 141,056 Value ($000) $1,612 Avg Close — Range —
Q1 2014
Shares 51,967 Value ($000) $570 Avg Close — Range —
Q4 2013
Shares 470,257 Value ($000) $4,688 Avg Close — Range —
Q3 2013
Shares 45,663 Value ($000) $529 Avg Close — Range —