ANNALY CAP MGMT INC

CUSIP: 035710409 Class: COM

TWO SIGMA ADVISERS, LP's Holding History (CIK: 0001478735)

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

Q4 2020
Shares 119,431 Value ($000) $1,009 Avg Close — Range —
Q3 2020
Shares 105,111 Value ($000) $748 Avg Close — Range —
Q1 2019
Shares 2,582,478 Value ($000) $25,799 Avg Close — Range —
Q4 2018
Shares 2,347,298 Value ($000) $23,050 Avg Close — Range —
Q3 2018
Shares 5,382,288 Value ($000) $55,061 Avg Close — Range —
Q2 2018
Shares 1,196,966 Value ($000) $12,317 Avg Close — Range —
Q1 2018
Shares 1,065,700 Value ($000) $11,115 Avg Close — Range —
Q4 2017
Shares 3,340,546 Value ($000) $39,719 Avg Close — Range —
Q3 2017
Shares 1,000,079 Value ($000) $12,191 Avg Close — Range —
Q2 2017
Shares 2,527,366 Value ($000) $30,455 Avg Close — Range —
Q1 2017
Shares 2,519,166 Value ($000) $27,988 Avg Close — Range —
Q4 2016
Shares 1,243,900 Value ($000) $12,402 Avg Close — Range —
Q3 2016
Shares 649,005 Value ($000) $6,815 Avg Close — Range —
Q2 2016
Shares 2,106,308 Value ($000) $23,317 Avg Close — Range —
Q1 2016
Shares 439,098 Value ($000) $4,505 Avg Close — Range —
Q1 2015
Shares 1,419,536 Value ($000) $14,763 Avg Close — Range —
Q4 2014
Shares 1,104,536 Value ($000) $11,940 Avg Close — Range —
Q3 2014
Shares 2,834,163 Value ($000) $30,269 Avg Close — Range —
Q2 2014
Shares 4,679,563 Value ($000) $53,487 Avg Close — Range —
Q1 2014
Shares 1,071,363 Value ($000) $11,753 Avg Close — Range —
Q4 2013
Shares 1,627,763 Value ($000) $16,229 Avg Close — Range —
Q2 2013
Shares 487,863 Value ($000) $6,133 Avg Close — Range —