ANNALY CAP MGMT INC

CUSIP: 035710409 Class: COM

PARADIGM ASSET MANAGEMENT CO LLC's Holding History (CIK: 0001034549)

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

Q3 2013
Shares 20,140 Value ($000) $233,221 Avg Close — Range —
Q2 2013
Shares 20,140 Value ($000) $253,159 Avg Close — Range —