ANNALY CAP MGMT INC

CUSIP: 035710409 Class: COM

Baker Avenue Asset Management, LP's Holding History (CIK: 0001432529)

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

Q4 2013
Shares 19,100 Value ($000) $190 Avg Close — Range —
Q3 2013
Shares 10,000 Value ($000) $116 Avg Close — Range —