ANNALY CAP MGMT INC

CUSIP: 035710409 Class: COM

NEW VERNON INVESTMENT MANAGEMENT LLC's Holding History (CIK: 0001500605)

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

Q1 2017
Shares 135,320 Value ($000) $1,503 Avg Close — Range —
Q4 2016
Shares 135,320 Value ($000) $1,349 Avg Close — Range —
Q3 2016
Shares 185,320 Value ($000) $1,946 Avg Close — Range —
Q2 2016
Shares 348,320 Value ($000) $3,856 Avg Close — Range —
Q1 2016
Shares 400,000 Value ($000) $4,104 Avg Close — Range —