ANNALY CAP MGMT INC

CUSIP: 035710AA0 Class: CNV

Paloma Partners Management Co's Holding History (CIK: 0001103882)

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

Q4 2014
Shares 500,000 Value ($000) $508 Avg Close — Range —
Q3 2014
Shares 500,000 Value ($000) $513 Avg Close — Range —
Q2 2014
Shares 500,000 Value ($000) $530 Avg Close — Range —
Q1 2014
Shares 500,000 Value ($000) $535 Avg Close — Range —
Q4 2013
Shares 500,000 Value ($000) $526 Avg Close — Range —
Q3 2013
Shares 500,000 Value ($000) $550 Avg Close — Range —
Q2 2013
Shares 3,500,000 Value ($000) $3,917 Avg Close — Range —