ANNALY CAP MGMT INC

CUSIP: 035710409 Class: COM

TWO SIGMA SECURITIES, LLC's Holding History (CIK: 0001450144)

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

Q2 2022
Shares 362,428 Value ($000) $2,142 Avg Close — Range —
Q1 2022
Shares 79,623 Value ($000) $561 Avg Close — Range —
Q4 2021
Shares 180,775 Value ($000) $1,414 Avg Close — Range —
Q3 2021
Shares 119,187 Value ($000) $1,004 Avg Close — Range —
Q2 2021
Shares 149,997 Value ($000) $1,332 Avg Close — Range —
Q4 2020
Shares 28,132 Value ($000) $238 Avg Close — Range —
Q1 2020
Shares 32,133 Value ($000) $163 Avg Close — Range —
Q4 2019
Shares 134,514 Value ($000) $1,267 Avg Close — Range —
Q3 2019
Shares 20,476 Value ($000) $180 Avg Close — Range —
Q2 2019
Shares 127,997 Value ($000) $1,169 Avg Close — Range —
Q1 2019
Shares 159,991 Value ($000) $1,598 Avg Close — Range —
Q4 2018
Shares 117,351 Value ($000) $1,152 Avg Close — Range —
Q3 2018
Shares 226,638 Value ($000) $2,319 Avg Close — Range —
Q2 2018
Shares 95,850 Value ($000) $986 Avg Close — Range —
Q1 2018
Shares 34,643 Value ($000) $361 Avg Close — Range —
Q4 2017
Shares 11,477 Value ($000) $136 Avg Close — Range —
Q3 2016
Shares 24,092 Value ($000) $253 Avg Close — Range —
Q2 2016
Shares 24,754 Value ($000) $274 Avg Close — Range —
Q3 2015
Shares 22,255 Value ($000) $220 Avg Close — Range —
Q4 2014
Shares 20,699 Value ($000) $224 Avg Close — Range —