ANNALY CAP MGMT INC

CUSIP: 035710409 Class: COM

Diametric Capital, LP's Holding History (CIK: 0001719087)

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

Q4 2020
Shares 66,530 Value ($000) $562 Avg Close — Range —
Q3 2020
Shares 305,589 Value ($000) $2,176 Avg Close — Range —