ANNALY CAPITAL MANAGEMENT IN

Ticker: NLY CUSIP: 035710839 Class: COM NEW

CAPITAL FUND MANAGEMENT S.A.'s Holding History (CIK: 0001323645)

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

Q2 2023
Shares 27,639 Value ($000) $553 Avg Close — Range —
Q4 2022
Shares 12,498 Value ($000) $263 Avg Close — Range —