ANNALY CAP MGMT INC

CUSIP: 35710409 Class: REIT

Marble Harbor Investment Counsel, LLC's Holding History (CIK: 0001387130)

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

Q3 2013
Shares 12,900 Value ($000) $149 Avg Close — Range —
Q2 2013
Shares 12,900 Value ($000) $162 Avg Close — Range —