ANNALY CAP MGMT INC

CUSIP: 035710AA0 Class: CNV

GOLDMAN SACHS GROUP INC's Holding History (CIK: 0000886982)

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

Q4 2012
Shares 4,243,000 Value ($000) $4,895 Avg Close — Range —
Q3 2012
Shares 731,000 Value ($000) $929 Avg Close — Range —
Q2 2012
Shares 117,735,000 Value ($000) $144,520 Avg Close — Range —
Q1 2012
Shares 117,607,000 Value ($000) $136,718 Avg Close — Range —