ANNALY CAPITAL MANAGEMENT IN

Ticker: NLY CUSIP: 035710839 Class: COM NEW

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

InstitutionSharesValue ($000)
BlackRock, Inc.78,108,387$1,746,504
VANGUARD GROUP INC63,613,639$1,422,401
PRICE T ROWE ASSOCIATES INC /MD/27,374,355$612
STATE STREET CORP26,425,278$608,994
GEODE CAPITAL MANAGEMENT, LLC18,401,487$411,031
Allspring Global Investments Holdings, LLC17,156,020$392,873
FMR LLC14,142,783$316,233
NORGES BANK7,266,404$162,477
MORGAN STANLEY6,977,329$156,013
NORTHERN TRUST CORP6,900,699$154,300
D. E. Shaw & Co., Inc.6,587,678$147,300
UBS ASSET MANAGEMENT AMERICAS INC5,425,766$121,320
CHARLES SCHWAB INVESTMENT MANAGEMENT INC4,756,577$106,357
Bank of New York Mellon Corp4,714,355$105,413
JPMORGAN CHASE & CO4,101,627$91,712
KBC Group NV3,450,755$77
LSV ASSET MANAGEMENT3,027,942$68
Invesco Ltd.2,862,209$63,999
Brandywine Global Investment Management, LLC2,771,945$61,981
PFA Pension, Forsikringsaktieselskab2,765,917$63,699
VAN ECK ASSOCIATES CORP2,706,878$61
Amundi2,485,880$55,584
BANK OF AMERICA CORP /DE/2,466,301$55,147
UBS Group AG2,024,689$45,272
Legal & General Group Plc1,984,768$44,379
Russell Investments Group, Ltd.1,903,497$42,898
RHUMBLINE ADVISERS1,838,137$41,101
Swiss National Bank1,759,500$39,342
SEI INVESTMENTS CO1,689,082$37,768
DEUTSCHE BANK AG\1,678,761$37,537
SCHRODER INVESTMENT MANAGEMENT GROUP1,647,947$36,848
CALIFORNIA STATE TEACHERS RETIREMENT SYSTEM1,592,923$35,618
WELLS FARGO & COMPANY/MN1,585,018$35,441
BARCLAYS PLC1,498,845$33,514
PRINCIPAL FINANCIAL GROUP INC1,483,746$33,177
VICTORY CAPITAL MANAGEMENT INC1,433,069$32,043
KING STREET CAPITAL MANAGEMENT, L.P.1,426,225$31,890
AMERIPRISE FINANCIAL INC1,409,188$31,543
DANSKE BANK A/S1,397,534$31,249
ROYAL BANK OF CANADA1,340,227$29,967
Swedbank AB1,283,527$28,700
Cetera Investment Advisers1,280,028$28,621
LPL Financial LLC1,241,342$27,756
CALIFORNIA PUBLIC EMPLOYEES RETIREMENT SYSTEM1,200,864$26,851
MIRAE ASSET GLOBAL ETFS HOLDINGS Ltd.1,184,937$26,495
ENVESTNET ASSET MANAGEMENT INC1,130,234$25,272
ALLIANCEBERNSTEIN L.P.1,112,208$24,869
AQR CAPITAL MANAGEMENT LLC1,105,284$24,714
Sumitomo Mitsui Trust Holdings, Inc.1,100,446$24,606
Retirement Systems of Alabama1,041,697$23,292
GOLDMAN SACHS GROUP INC1,041,217$23,282
Nuveen, LLC1,023,056$22,876
BALYASNY ASSET MANAGEMENT L.P.930,294$20,801
Schonfeld Strategic Advisors LLC907,212$20,285
MILLENNIUM MANAGEMENT LLC894,532$20,002
Clarity Financial LLC885,169$19,792
OSAIC HOLDINGS, INC.871,353$19,560
RAYMOND JAMES FINANCIAL INC867,635$19,400
BNP PARIBAS ARBITRAGE, SA825,883$18,467
CITIGROUP INC824,019$18,425
Connor, Clark & Lunn Investment Management Ltd.781,751$17,480
FIRST TRUST ADVISORS LP679,031$15,183
WELLINGTON MANAGEMENT GROUP LLP657,920$14,711
Mitsubishi UFJ Kokusai Asset Management Co., Ltd.642,707$14,718
Mediolanum International Funds Ltd625,600$14,408
IBEX WEALTH ADVISORS623,685$13,946
Allianz Asset Management GmbH618,798$13,836
TWO SIGMA INVESTMENTS, LP610,174$13,643
Zurcher Kantonalbank (Zurich Cantonalbank)580,438$12,979
NEW YORK STATE TEACHERS RETIREMENT SYSTEM563,879$13
MANUFACTURERS LIFE INSURANCE COMPANY, THE490,781$10,974
AVIVA PLC479,267$10,716
Dupree Financial Group, LLC472,332$10,561
FRANKLIN RESOURCES INC466,406$10,429
NEUBERGER BERMAN GROUP LLC451,339$10,092
NEW YORK STATE COMMON RETIREMENT FUND434,884$9,724
Columbus Macro, LLC416,209$9,306
Janney Montgomery Scott LLC406,181$9
FORSTA AP-FONDEN405,000$9,056
STATE BOARD OF ADMINISTRATION OF FLORIDA RETIREMENT SYSTEM396,894$8,875
GREAT LAKES ADVISORS, LLC394,120$8,813
COMMONWEALTH EQUITY SERVICES, LLC392,514$8,777
INTECH INVESTMENT MANAGEMENT LLC381,872$8,539
United Super Pty Ltd in its capacity as Trustee for the Construction & Building Unions Superannuation Fund375,367$8,393
MERCER GLOBAL ADVISORS INC /ADV373,231$8,345
Pictet Asset Management Holding SA372,245$8,339
Universal- Beteiligungs- und Servicegesellschaft mbH362,388$8,242
PAYDEN & RYGEL361,100$8
South Dakota Investment Council356,984$8
Horizon Investments, LLC355,372$7,946
WEALTH ENHANCEMENT ADVISORY SERVICES, LLC350,439$8,147
TD Asset Management Inc344,125$7,695
Cambridge Investment Research Advisors, Inc.338,953$8
DnB Asset Management AS336,067$7,514
MetLife Investment Management, LLC333,758$7,463
QRG CAPITAL MANAGEMENT, INC.327,771$7,329
STATE OF WISCONSIN INVESTMENT BOARD323,352$7,230
APG Asset Management N.V.323,183$6,153
SAGE ADVISORS, LLC320,533$7,167
CITADEL ADVISORS LLC318,839$7,129
647 other institutions29,960,207$601,274
Total (747 institutions)410,740,000$8,282,988