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MARSHALL WACE, LLP
> NLY
| Date | Name | Ticker | Shares | Change | Value | Change | Price |
| 06/30/2023 | ANNALY CAPITAL MANAGEMENT INC | NLY | 2,502,069 | -5,874,750 | 50,066,400,000 | -126,516,945,000 | $20,010.00 |
| 12/31/2022 | ANNALY CAPITAL MANAGEMENT INC | NLY | 8,376,819 | -976,200 | 176,583,345,000 | 176,422,850,000 | $21,080.00 |
| 09/30/2022 | ANNALY CAPITAL MANAGEMENT INC | NLY | 9,353,019 | 9,353,019 | 160,495,000 | 160,495,000 | $17.16 |
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