Annaly Capital Management Inc

Holocene Advisors, LP NLY

Report date

6/30/2022

Quarter

2022 Q2

Filed

8/15/2022

Shares

310,318

Value ($000)

1,834

Weight

0.0%

2021 Q4 - 2022 Q2 (3 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	8/15/2022	1,834	0.0%	310,318	6/30/2022
2022 Q1	5/16/2022	1,846	0.0%	262,268	3/31/2022
2021 Q4	2/14/2022	677	0.0%	86,568	12/31/2021