ANNALY CAP MGMT INC

CUSIP: 035710409 Class: COM

TWO SIGMA INVESTMENTS, LP's Holding History (CIK: 0001179392)

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

Q1 2021
Shares 678,721 Value ($000) $5,837 Avg Close — Range —
Q4 2020
Shares 4,096,915 Value ($000) $34,619 Avg Close — Range —
Q3 2020
Shares 1,983,494 Value ($000) $14,122 Avg Close — Range —
Q1 2020
Shares 633,777 Value ($000) $3,213 Avg Close — Range —
Q4 2019
Shares 10,767 Value ($000) $101 Avg Close — Range —
Q3 2019
Shares 431,398 Value ($000) $3,796 Avg Close — Range —
Q2 2019
Shares 6,615,803 Value ($000) $60,402 Avg Close — Range —
Q1 2019
Shares 11,560,668 Value ($000) $115,491 Avg Close — Range —
Q4 2018
Shares 6,804,874 Value ($000) $66,824 Avg Close — Range —
Q3 2018
Shares 11,268,635 Value ($000) $115,278 Avg Close — Range —
Q2 2018
Shares 2,330,516 Value ($000) $23,981 Avg Close — Range —
Q1 2018
Shares 326,585 Value ($000) $3,406 Avg Close — Range —
Q4 2017
Shares 6,648,487 Value ($000) $79,051 Avg Close — Range —
Q3 2017
Shares 4,150,701 Value ($000) $50,597 Avg Close — Range —
Q2 2017
Shares 5,088,389 Value ($000) $61,315 Avg Close — Range —
Q1 2017
Shares 6,859,019 Value ($000) $76,204 Avg Close — Range —
Q4 2016
Shares 4,753,970 Value ($000) $47,397 Avg Close — Range —
Q3 2016
Shares 2,793,280 Value ($000) $29,329 Avg Close — Range —
Q2 2016
Shares 4,751,889 Value ($000) $52,603 Avg Close — Range —
Q1 2016
Shares 1,239,454 Value ($000) $12,717 Avg Close — Range —
Q4 2015
Shares 17,844 Value ($000) $167 Avg Close — Range —
Q2 2015
Shares 21,300 Value ($000) $196 Avg Close — Range —
Q1 2015
Shares 5,757,483 Value ($000) $59,878 Avg Close — Range —
Q4 2014
Shares 2,763,169 Value ($000) $29,870 Avg Close — Range —
Q2 2014
Shares 4,694,391 Value ($000) $53,657 Avg Close — Range —
Q4 2013
Shares 5,076,227 Value ($000) $50,610 Avg Close — Range —
Q2 2013
Shares 1,921,274 Value ($000) $24,150 Avg Close — Range —