Annaly Capital Management Inc

WORLDQUANT MILLENNIUM ADVISORS LLC NLY

Report date

3/31/2020

Quarter

2020 Q1

Filed

5/14/2020

Shares

243,384

Value ($000)

1,234

Weight

0.0%

2019 Q4 - 2020 Q1 (2 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
2020 Q1	5/14/2020	1,234	0.0%	243,384	3/31/2020
2019 Q4	2/14/2020	3,823	0.1%	405,884	12/31/2019