How Does Finnick Odair Die?

Yes Finnick does die in Mockingjay, we all cried but here's how he died.

While on the mission to get to President Snow's mansion, the group was attacked by lizard-human mutations. After everyone had made it up from the tunnel, Katniss heard someone yell. She shined the flashlight down and saw Finnick fighting with the mutts. While fighting off the mutts, Finnick was decapitated before Katniss could rescue him. Katniss then said "nightlock" three times into the Holo, which triggers it to blow up, and dropped it into the tunnel that the lizard mutts were crawling out of.