ANNALY CAP MGMT INC

CUSIP: 035710409 Class: COM

Zurich Insurance Group Ltd/FI's Holding History (CIK: 0001127799)

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

Q3 2017
Shares 189,903 Value ($000) $2,315 Avg Close — Range —
Q2 2017
Shares 134,483 Value ($000) $1,621 Avg Close — Range —
Q1 2017
Shares 182,415 Value ($000) $2,027 Avg Close — Range —