ANNALY CAPITAL MANAGEMENT IN

Ticker: NLY CUSIP: 035710839 Class: COM NEW

Bayesian Capital Management, LP's Holding History (CIK: 0001632551)

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

Q4 2025
Shares 17,800 Value ($000) $398 Avg Close — Range —
Q2 2025
Shares 45,500 Value ($000) $856 Avg Close — Range —
Q4 2024
Shares 39,900 Value ($000) $730 Avg Close — Range —
Q2 2024
Shares 11,200 Value ($000) $213 Avg Close — Range —
Q1 2024
Shares 51,900 Value ($000) $1,022 Avg Close — Range —
Q2 2023
Shares 50,300 Value ($000) $1,007 Avg Close — Range —
Q1 2023
Shares 12,100 Value ($000) $231 Avg Close — Range —
Q4 2022
Shares 46,900 Value ($000) $989 Avg Close — Range —