ANNALY CAP MGMT INC

CUSIP: 035710409 Class: COM

TRAN CAPITAL MANAGEMENT, L.P.'s Holding History (CIK: 0001009262)

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

Q1 2014
Shares 12,900 Value ($000) $142 Avg Close — Range —
Q4 2013
Shares 13,800 Value ($000) $138 Avg Close — Range —
Q3 2013
Shares 13,800 Value ($000) $160 Avg Close — Range —
Q2 2013
Shares 13,300 Value ($000) $167 Avg Close — Range —