ANNALY CAP MGMT INC

CUSIP: 035710409 Class: COM

Saba Capital Management, L.P.'s Holding History (CIK: 0001510281)

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

Q4 2013
Shares 45,111 Value ($000) $450 Avg Close — Range —
Q3 2013
Shares 93,231 Value ($000) $1,080 Avg Close — Range —