ANNALY CAP MGMT INC

CUSIP: 035710409 Class: COM

O'SHAUGHNESSY ASSET MANAGEMENT, LLC's Holding History (CIK: 0001423442)

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

Q2 2022
Shares 3,212,560 Value ($000) $18,986 Avg Close — Range —
Q1 2022
Shares 3,407,920 Value ($000) $23,992 Avg Close — Range —
Q4 2021
Shares 4,008,415 Value ($000) $31,345 Avg Close — Range —
Q3 2021
Shares 3,708,148 Value ($000) $31,223 Avg Close — Range —
Q2 2021
Shares 3,196,902 Value ($000) $28,388 Avg Close — Range —
Q1 2021
Shares 2,473,136 Value ($000) $21,269 Avg Close — Range —
Q4 2020
Shares 3,618,417 Value ($000) $30,574 Avg Close — Range —
Q3 2020
Shares 2,379,029 Value ($000) $16,949 Avg Close — Range —
Q2 2020
Shares 488 Value ($000) $3 Avg Close — Range —