ANNALY CAP MGMT INC

CUSIP: 35710409 Class: REIT

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

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

Q3 2015
Shares 174,332 Value ($000) $1,721 Avg Close — Range —
Q2 2015
Shares 171,319 Value ($000) $1,574 Avg Close — Range —
Q1 2015
Shares 153,830 Value ($000) $1,600 Avg Close — Range —
Q4 2014
Shares 168,264 Value ($000) $1,819 Avg Close — Range —
Q3 2014
Shares 166,683 Value ($000) $1,780 Avg Close — Range —
Q2 2014
Shares 150,821 Value ($000) $1,724 Avg Close — Range —
Q1 2014
Shares 136,799 Value ($000) $1,501 Avg Close — Range —
Q4 2013
Shares 105,762 Value ($000) $1,054 Avg Close — Range —
Q3 2013
Shares 102,002 Value ($000) $1,181 Avg Close — Range —
Q2 2013
Shares 97,027 Value ($000) $1,220 Avg Close — Range —