ANNALY CAP MGMT INC

CUSIP: 035710409 Class: COM

Swiss National Bank's Holding History (CIK: 0001582202)

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

Q2 2016
Shares 7,382,475 Value ($000) $81,724 Avg Close — Range —
Q1 2016
Shares 6,943,675 Value ($000) $68,278 Avg Close — Range —
Q4 2015
Shares 6,313,775 Value ($000) $59,223 Avg Close — Range —
Q3 2015
Shares 6,201,575 Value ($000) $61,210 Avg Close — Range —
Q2 2015
Shares 6,019,075 Value ($000) $55,315 Avg Close — Range —
Q1 2015
Shares 2,584,375 Value ($000) $26,878 Avg Close — Range —
Q4 2014
Shares 2,133,475 Value ($000) $23,063 Avg Close — Range —
Q3 2014
Shares 2,193,375 Value ($000) $23,425 Avg Close — Range —
Q2 2014
Shares 2,229,875 Value ($000) $25,487 Avg Close — Range —
Q1 2014
Shares 918,275 Value ($000) $10,073 Avg Close — Range —
Q4 2013
Shares 1,005,175 Value ($000) $10,022 Avg Close — Range —
Q3 2013
Shares 6,575,475 Value ($000) $76,144 Avg Close — Range —
Q2 2013
Shares 6,459,975 Value ($000) $81,202 Avg Close — Range —