ANNALY CAP MGMT INC

CUSIP: 035710AA0 Class: CNV

OCONNOR, A Distinct Business Unit of UBS ASSET MANAGEMENT AM's Holding History (CIK: 0001132716)

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

Q2 2013
Shares 2,500,000 Value ($000) $2,796,000 Avg Close — Range —