ANNALY CAP MGMT INC

CUSIP: 035710409 Class: COM

DENALI ADVISORS LLC's Holding History (CIK: 0001142941)

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

Q1 2019
Shares 591,200 Value ($000) $5,906 Avg Close — Range —
Q4 2018
Shares 646,300 Value ($000) $6,347 Avg Close — Range —
Q3 2018
Shares 646,300 Value ($000) $6,612 Avg Close — Range —
Q2 2018
Shares 154,500 Value ($000) $1,590 Avg Close — Range —
Q1 2018
Shares 47,500 Value ($000) $495 Avg Close — Range —
Q4 2016
Shares 10,600 Value ($000) $106 Avg Close — Range —
Q3 2016
Shares 254,400 Value ($000) $2,671 Avg Close — Range —
Q2 2016
Shares 549,000 Value ($000) $6,077 Avg Close — Range —
Q1 2016
Shares 458,000 Value ($000) $4,699 Avg Close — Range —
Q4 2015
Shares 475,700 Value ($000) $4,462 Avg Close — Range —
Q3 2015
Shares 468,000 Value ($000) $4,619 Avg Close — Range —
Q2 2015
Shares 441,000 Value ($000) $4,053 Avg Close — Range —
Q1 2015
Shares 426,600 Value ($000) $4,437 Avg Close — Range —
Q4 2014
Shares 374,200 Value ($000) $4,045 Avg Close — Range —
Q3 2014
Shares 370,100 Value ($000) $3,953 Avg Close — Range —
Q2 2014
Shares 370,100 Value ($000) $4,230 Avg Close — Range —
Q1 2014
Shares 341,600 Value ($000) $3,747 Avg Close — Range —