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PARAMETRIC PORTFOLIO ASSOCIATES LLC > NLY

DateNameTickerSharesChangeValueChangePrice
03/31/2022ANNALY CAPITAL MANAGEMENT INCNLY3,084,592-676,64821,716,000-7,697,000$7.04
12/31/2021ANNALY CAPITAL MANAGEMENT INCNLY3,761,240145,06629,413,000-1,035,000$7.82
09/30/2021ANNALY CAPITAL MANAGEMENT INCNLY3,616,174-291,50930,448,000-4,252,000$8.42
06/30/2021ANNALY CAPITAL MANAGEMENT INCNLY3,907,683104,53334,700,0001,993,000$8.88
03/31/2021ANNALY CAPITAL MANAGEMENT INCNLY3,803,150-276,32632,707,000-1,765,000$8.60
12/31/2020ANNALY CAPITAL MANAGEMENT INCNLY4,079,476-328,73834,472,0003,086,000$8.45
09/30/2020ANNALY CAPITAL MANAGEMENT INCNLY4,408,214181,00131,386,0003,655,000$7.12
06/30/2020ANNALY CAPITAL MANAGEMENT INCNLY4,227,213505,26927,731,0008,861,000$6.56
03/31/2020ANNALY CAPITAL MANAGEMENT INCNLY3,721,944570,70018,870,000-10,815,000$5.07
12/31/2019ANNALY CAPITAL MANAGEMENT INCNLY3,151,244-44,21929,685,0001,565,000$9.42
09/30/2019ANNALY CAPITAL MANAGEMENT INCNLY3,195,463-71,47828,120,000-1,707,000$8.80
06/30/2019ANNALY CAPITAL MANAGEMENT INCNLY3,266,941-1,259,26729,827,000-15,390,000$9.13
03/31/2019ANNALY CAPITAL MANAGEMENT INCNLY4,526,2081,045,80545,217,00011,039,000$9.99
12/31/2018ANNALY CAPITAL MANAGEMENT INCNLY3,480,403198,16534,178,000601,000$9.82
09/30/2018ANNALY CAPITAL MANAGEMENT INCNLY3,282,238170,82833,577,0001,561,000$10.23
06/30/2018ANNALY CAPITAL MANAGEMENT INCNLY3,111,410185,92332,016,0001,503,000$10.29
03/31/2018ANNALY CAPITAL MANAGEMENT INCNLY2,925,487295,91030,513,000-753,000$10.43
12/31/2017ANNALY CAPITAL MANAGEMENT INCNLY2,629,577157,24631,266,0001,128,000$11.89
09/30/2017ANNALY CAPITAL MANAGEMENT INCNLY2,472,33182,33530,138,0001,339,000$12.19
06/30/2017ANNALY CAPITAL MANAGEMENT INCNLY2,389,996136,75928,799,0003,766,000$12.05
03/31/2017ANNALY CAPITAL MANAGEMENT INCNLY2,253,23793,85125,033,0003,504,000$11.11
12/31/2016ANNALY CAPITAL MANAGEMENT INCNLY2,159,386-1,834,89821,529,000-20,411,000$9.97
09/30/2016ANNALY CAPITAL MANAGEMENT INCNLY3,994,2841,699,79541,940,00018,399,000$10.50
06/30/2016ANNALY CAPITAL MANAGEMENT INCNLY3,671,7161,377,22740,646,00017,105,000$11.07
03/31/2016ANNALY CAPITAL MANAGEMENT INCNLY2,294,489-206,76023,541,000-1,146,000$10.26
12/31/2015ANNALY CAPITAL MANAGEMENT INCNLY2,273,852-227,39721,329,000-3,358,000$9.38
09/30/2015ANNALY CAPITAL MANAGEMENT INCNLY2,501,249683,23124,687,0007,979,000$9.87
06/30/2015ANNALY CAPITAL MANAGEMENT INCNLY1,818,018221,33416,708,000102,000$9.19
03/31/2015ANNALY CAPITAL MANAGEMENT INCNLY1,596,684145,75716,606,000921,000$10.40
12/31/2014ANNALY CAPITAL MANAGEMENT INCNLY1,450,927405,27215,685,0003,733,000$10.81
09/30/2014ANNALY CAPITAL MANAGEMENT INCNLY1,234,522188,86713,185,0001,233,000$10.68
06/30/2014ANNALY CAPITAL MANAGEMENT INCNLY1,045,655334,36611,952,0004,149,000$11.43
03/31/2014ANNALY CAPITAL MANAGEMENT INCNLY711,289122,7247,803,0001,935,000$10.97
12/31/2013ANNALY CAPITAL MANAGEMENT INCNLY588,565588,5655,868,0005,868,000$9.97
09/30/2013ANNALY CAPITAL MANAGEMENT INCNLY384,702-177,2834,455,000-2,609,000$11.58
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