ANNALY CAP MGMT INC

CUSIP: 035710409 Class: COM

WORLDQUANT MILLENNIUM ADVISORS LLC's Holding History (CIK: 0001745981)

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

Q1 2020
Shares 243,384 Value ($000) $1,234 Avg Close — Range —
Q4 2019
Shares 405,884 Value ($000) $3,823 Avg Close — Range —
Q3 2019
Shares 527,547 Value ($000) $4,642 Avg Close — Range —
Q2 2019
Shares 543,918 Value ($000) $4,966 Avg Close — Range —
Q1 2019
Shares 451,967 Value ($000) $4,515 Avg Close — Range —
Q4 2018
Shares 427,273 Value ($000) $4,196 Avg Close — Range —
Q3 2018
Shares 335,024 Value ($000) $3,427 Avg Close — Range —
Q2 2018
Shares 317,211 Value ($000) $3,264 Avg Close — Range —