ANNALY CAP MGMT INC

CUSIP: 35710409 Class: REIT

ALBION FINANCIAL GROUP /UT's Holding History (CIK: 0001054677)

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

Q3 2013
Shares 10,200 Value ($000) $118 Avg Close — Range —
Q2 2013
Shares 10,200 Value ($000) $128 Avg Close — Range —