ROLLS-ROYCE HOLDINGS PLC

CUSIP: B63H849 Class: COMMON

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

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

Q3 2016
Shares 2,700 Value ($000) $25,253 Avg Close — Range —
Q2 2016
Shares 2,700 Value ($000) $25,681 Avg Close — Range —
Q1 2016
Shares 2,700 Value ($000) $26,466 Avg Close — Range —
Q4 2015
Shares 2,700 Value ($000) $22,882 Avg Close — Range —
Q3 2015
Shares 4,300 Value ($000) $44,096 Avg Close — Range —
Q2 2015
Shares 4,300 Value ($000) $58,835 Avg Close — Range —
Q1 2015
Shares 4,300 Value ($000) $60,833 Avg Close — Range —
Q4 2014
Shares 5,200 Value ($000) $70,541 Avg Close — Range —
Q3 2014
Shares 5,200 Value ($000) $81,307 Avg Close — Range —
Q2 2014
Shares 3,600 Value ($000) $65,801 Avg Close — Range —
Q1 2014
Shares 3,600 Value ($000) $64,458 Avg Close — Range —
Q4 2013
Shares 2,900 Value ($000) $61,240 Avg Close — Range —
Q3 2013
Shares 2,900 Value ($000) $52,223 Avg Close — Range —