ANNALY CAP MGMT INC

CUSIP: 35710409 Class: REIT

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

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

Q3 2015
Shares 212,774 Value ($000) $2,100 Avg Close — Range —
Q1 2015
Shares 156,069 Value ($000) $1,623 Avg Close — Range —
Q4 2013
Shares 219,138 Value ($000) $2,184,809 Avg Close — Range —