ANNALY CAPITAL MANAGEMENT IN

Ticker: NLY CUSIP: 035710839 Class: COM NEW

BNP PARIBAS ARBITRAGE, SA's Holding History (CIK: 0001166588)

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

Q4 2025
Shares 825,883 Value ($000) $18,467 Avg Close — Range —
Q3 2025
Shares 697,270 Value ($000) $14,092 Avg Close — Range —
Q2 2025
Shares 588,669 Value ($000) $11,079 Avg Close — Range —
Q1 2025
Shares 380,555 Value ($000) $7,729 Avg Close — Range —