ANNALY CAP MGMT INC

CUSIP: 035710409 Class: COM

STRATEGIC INVESTMENT MANAGEMENT, LLC's Holding History (CIK: 0000846633)

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

Q4 2016
Shares 12,297 Value ($000) $122 Avg Close — Range —
Q2 2016
Shares 12,297 Value ($000) $136 Avg Close — Range —
Q1 2016
Shares 12,297 Value ($000) $126 Avg Close — Range —