Annaly Capital Management Inc

O'SHAUGHNESSY ASSET MANAGEMENT, LLC NLY

Report date

6/30/2022

Quarter

2022 Q2

Filed

8/11/2022

Shares

3,212,560

Value ($000)

18,986

Weight

0.4%

2020 Q2 - 2022 Q2 (9 filings)

Shares History

History scope: non-option holdings only (PUT/CALL rows excluded).

All 13F Holders	Filing date	Value ($000s)	% of Holdings	Shares	Reporting period
2022 Q2	8/11/2022	18,986	0.4%	3,212,560	6/30/2022
2022 Q1	5/13/2022	23,992	0.4%	3,407,920	3/31/2022
2021 Q4	2/11/2022	31,345	0.6%	4,008,415	12/31/2021
2021 Q3	11/10/2021	31,223	0.6%	3,708,148	9/30/2021
2021 Q2	8/9/2021	28,388	0.6%	3,196,902	6/30/2021
2021 Q1	5/14/2021	21,269	0.5%	2,473,136	3/31/2021
2020 Q4	2/11/2021	30,574	0.8%	3,618,417	12/31/2020
2020 Q3	11/12/2020	16,949	0.5%	2,379,029	9/30/2020
2020 Q2	8/13/2020	3	0.0%	488	6/30/2020