ANNALY CAPITAL MANAGEMENT IN

Ticker: NLY CUSIP: 035710839 Class: COM NEW

ARROWSTREET CAPITAL, LIMITED PARTNERSHIP's Holding History (CIK: 0001164508)

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

Q3 2022
Shares 1,136,331 Value ($000) $19,499 Avg Close — Range —