ANNALY CAP MGMT INC

CUSIP: 035710409 Class: COM

DELTEC ASSET MANAGEMENT LLC's Holding History (CIK: 0001269950)

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

Q3 2013
Shares 136,200 Value ($000) $1,577 Avg Close — Range —
Q2 2013
Shares 151,700 Value ($000) $1,907 Avg Close — Range —