ANNALY CAP MGMT INC

CUSIP: 035710409 Class: COM

FOX RUN MANAGEMENT, L.L.C.'s Holding History (CIK: 0001533457)

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

Q3 2020
Shares 20,159 Value ($000) $144 Avg Close — Range —
Q2 2020
Shares 16,265 Value ($000) $107 Avg Close — Range —
Q1 2019
Shares 20,212 Value ($000) $202 Avg Close — Range —
Q4 2017
Shares 55,125 Value ($000) $655 Avg Close — Range —
Q1 2017
Shares 13,100 Value ($000) $146 Avg Close — Range —
Q4 2015
Shares 24,900 Value ($000) $234 Avg Close — Range —