ANNALY CAP MGMT INC

CUSIP: 035710409 Class: COM

Parametrica Management Ltd's Holding History (CIK: 0001535110)

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

Q1 2020
Shares 175,969 Value ($000) $892 Avg Close — Range —
Q3 2017
Shares 13,610 Value ($000) $166 Avg Close — Range —
Q2 2017
Shares 22,266 Value ($000) $268 Avg Close — Range —
Q4 2013
Shares 16,024 Value ($000) $160 Avg Close — Range —