ANNALY CAP PFD D 7.5%

CUSIP: 35710805 Class: CD Par 10

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

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

Q1 2015
Shares 8,750 Value ($000) $220 Avg Close — Range —
Q4 2013
Shares 12,550 Value ($000) $276,100 Avg Close — Range —