ANNALY CAPITAL MANAGEMENT IN

Ticker: NLY CUSIP: 035710839 Class: COM NEW

Parallax Volatility Advisers, L.P.'s Holding History (CIK: 0001521001)

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

Q1 2024
Shares 57,262 Value ($000) $1,127 Avg Close — Range —
Q4 2023
Shares 34,912 Value ($000) $676 Avg Close — Range —
Q3 2023
Shares 34,912 Value ($000) $657 Avg Close — Range —
Q2 2023
Shares 34,934 Value ($000) $699 Avg Close — Range —
Q1 2023
Shares 14,234 Value ($000) $272 Avg Close — Range —
Q4 2022
Shares 17,318 Value ($000) $365 Avg Close — Range —
Q3 2022
Shares 18,230 Value ($000) $313 Avg Close — Range —