ANNALY CAP MGMT INC

CUSIP: 035710409 Class: COM

Graham Capital Management, L.P.'s Holding History (CIK: 0001315421)

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

Q2 2020
Shares 70,000 Value ($000) $459 Avg Close — Range —
Q1 2020
Shares 20,000 Value ($000) $101 Avg Close — Range —