ANNALY CAP MGMT INC

CUSIP: 035710409 Class: COM

Blueshift Asset Management, LLC's Holding History (CIK: 0001727827)

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

Q4 2021
Shares 847,264 Value ($000) $6,626 Avg Close — Range —
Q3 2021
Shares 209,158 Value ($000) $1,761 Avg Close — Range —
Q4 2019
Shares 74,696 Value ($000) $704 Avg Close — Range —
Q1 2019
Shares 199,262 Value ($000) $1,991 Avg Close — Range —