ANNALY CAP MGMT INC

CUSIP: 035710409 Class: COM

MARTINGALE ASSET MANAGEMENT L P's Holding History (CIK: 0000936944)

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

Q3 2019
Shares 69,384 Value ($000) $611 Avg Close — Range —
Q2 2019
Shares 248,693 Value ($000) $2,271 Avg Close — Range —
Q1 2019
Shares 2,663,878 Value ($000) $26,613 Avg Close — Range —
Q4 2018
Shares 1,543,756 Value ($000) $15,160 Avg Close — Range —
Q3 2018
Shares 1,570,581 Value ($000) $16,068 Avg Close — Range —
Q2 2018
Shares 3,068,810 Value ($000) $31,579 Avg Close — Range —
Q1 2018
Shares 2,983,950 Value ($000) $31,123 Avg Close — Range —
Q4 2017
Shares 3,004,828 Value ($000) $35,729 Avg Close — Range —
Q3 2017
Shares 3,175,277 Value ($000) $38,707 Avg Close — Range —
Q2 2017
Shares 3,031,377 Value ($000) $36,529 Avg Close — Range —
Q1 2017
Shares 2,820,142 Value ($000) $31,333 Avg Close — Range —
Q4 2016
Shares 2,897,186 Value ($000) $28,886 Avg Close — Range —
Q3 2016
Shares 2,644,750 Value ($000) $27,771 Avg Close — Range —
Q2 2016
Shares 2,653,363 Value ($000) $29,374 Avg Close — Range —
Q1 2016
Shares 2,748,392 Value ($000) $28,200 Avg Close — Range —
Q4 2015
Shares 2,333,489 Value ($000) $21,889 Avg Close — Range —
Q3 2015
Shares 1,596,516 Value ($000) $15,758 Avg Close — Range —
Q2 2015
Shares 267,665 Value ($000) $2,461 Avg Close — Range —
Q1 2015
Shares 267,665 Value ($000) $2,785 Avg Close — Range —
Q4 2014
Shares 237,232 Value ($000) $2,565 Avg Close — Range —
Q3 2014
Shares 743,773 Value ($000) $7,944 Avg Close — Range —
Q2 2013
Shares 119,166 Value ($000) $1,498 Avg Close — Range —