Short selling detail for NLY on 2024-10-25

Stock Name	Annaly Capital Management Inc
Ticker	NLY(USD) NYSE

Time Number of Short Trades Number of NLY Shares Shorted Lowest NLY Selling Price Highest NLY Selling Price
08:00:00 11 180 19.75 19.95
08:15:00 1 200 19.7725 19.7725
08:30:00 3 21 19.78 19.78
08:45:00 4 2015 19.76 19.7785
09:00:00 7 739 19.7691 19.78
09:15:00 2 24 19.7298 19.77
09:30:00 324 41066 19.73 19.83
09:45:00 656 163688 19.73 19.865
10:00:00 436 72165 19.84 19.87
10:15:00 270 31565 19.84 19.89
10:30:00 220 69676 19.85 19.875
10:45:00 280 48387 19.8433 19.86
11:00:00 179 13814 19.85 19.89
11:15:00 388 82278 19.84 19.87
11:30:00 257 31887 19.84 19.8599
11:45:00 160 39937 19.845 19.87
12:00:00 227 66825 19.845 19.87
12:15:00 165 21443 19.85 19.8659
12:30:00 700 186066 19.73 19.8555
12:45:00 167 24767 19.7 19.8178
13:00:00 192 85559 19.71 19.75
13:15:00 126 32273 19.7 19.7308
13:30:00 213 26769 19.7 19.72
13:45:00 193 33690 19.685 19.73
14:00:00 225 33705 19.64 19.7013
14:15:00 207 22105 19.63 19.67
14:30:00 203 15609 19.64 19.68
14:45:00 170 20629 19.63 19.657
15:00:00 249 42497 19.59 19.65
15:15:00 233 22703 19.58 19.6101
15:30:00 528 52977 19.51 19.5953
15:45:00 1153 175458 19.46 19.5472
16:00:00 10 22106 19.49 19.53
16:15:00 6 1029 19.5199 19.53
16:30:00 4 64151 19.49 19.53
16:45:00 8 56 19.51 19.53
17:00:00 3 34 19.52 19.53
17:15:00 2 51 19.52 19.59
17:30:00 3 16 19.52 19.52
17:45:00 2 6 19.52 19.52
18:00:00 1 2 19.59 19.59
18:30:00 2 982 19.52 19.5898
19:00:00 1 192 19.59 19.59
08:00:00 11 180 19.75 19.95
08:15:00 1 200 19.7725 19.7725
08:30:00 3 21 19.78 19.78
08:45:00 4 2015 19.76 19.7785
09:00:00 7 739 19.7691 19.78
09:15:00 2 24 19.7298 19.77
09:30:00 324 41066 19.73 19.83
09:45:00 656 163688 19.73 19.865
10:00:00 436 72165 19.84 19.87
10:15:00 270 31565 19.84 19.89
10:30:00 220 69676 19.85 19.875
10:45:00 280 48387 19.8433 19.86
11:00:00 179 13814 19.85 19.89
11:15:00 388 82278 19.84 19.87
11:30:00 257 31887 19.84 19.8599
11:45:00 160 39937 19.845 19.87
12:00:00 227 66825 19.845 19.87
12:15:00 165 21443 19.85 19.8659
12:30:00 700 186066 19.73 19.8555
12:45:00 167 24767 19.7 19.8178
13:00:00 192 85559 19.71 19.75
13:15:00 126 32273 19.7 19.7308
13:30:00 213 26769 19.7 19.72
13:45:00 193 33690 19.685 19.73
14:00:00 225 33705 19.64 19.7013
14:15:00 207 22105 19.63 19.67
14:30:00 203 15609 19.64 19.68
14:45:00 170 20629 19.63 19.657
15:00:00 249 42497 19.59 19.65
15:15:00 233 22703 19.58 19.6101
15:30:00 528 52977 19.51 19.5953
15:45:00 1153 175458 19.46 19.5472
16:00:00 10 22106 19.49 19.53
16:15:00 6 1029 19.5199 19.53
16:30:00 4 64151 19.49 19.53
16:45:00 8 56 19.51 19.53
17:00:00 3 34 19.52 19.53
17:15:00 2 51 19.52 19.59
17:30:00 3 16 19.52 19.52
17:45:00 2 6 19.52 19.52
18:00:00 1 2 19.59 19.59
18:30:00 2 982 19.52 19.5898
19:00:00 1 192 19.59 19.59

Time	Number of Short Trades	Number of NLY Shares Shorted	Lowest NLY Selling Price	Highest NLY Selling Price
08:00:00	11	180	19.75	19.95
08:15:00	1	200	19.7725	19.7725
08:30:00	3	21	19.78	19.78
08:45:00	4	2015	19.76	19.7785
09:00:00	7	739	19.7691	19.78
09:15:00	2	24	19.7298	19.77
09:30:00	324	41066	19.73	19.83
09:45:00	656	163688	19.73	19.865
10:00:00	436	72165	19.84	19.87
10:15:00	270	31565	19.84	19.89
10:30:00	220	69676	19.85	19.875
10:45:00	280	48387	19.8433	19.86
11:00:00	179	13814	19.85	19.89
11:15:00	388	82278	19.84	19.87
11:30:00	257	31887	19.84	19.8599
11:45:00	160	39937	19.845	19.87
12:00:00	227	66825	19.845	19.87
12:15:00	165	21443	19.85	19.8659
12:30:00	700	186066	19.73	19.8555
12:45:00	167	24767	19.7	19.8178
13:00:00	192	85559	19.71	19.75
13:15:00	126	32273	19.7	19.7308
13:30:00	213	26769	19.7	19.72
13:45:00	193	33690	19.685	19.73
14:00:00	225	33705	19.64	19.7013
14:15:00	207	22105	19.63	19.67
14:30:00	203	15609	19.64	19.68
14:45:00	170	20629	19.63	19.657
15:00:00	249	42497	19.59	19.65
15:15:00	233	22703	19.58	19.6101
15:30:00	528	52977	19.51	19.5953
15:45:00	1153	175458	19.46	19.5472
16:00:00	10	22106	19.49	19.53
16:15:00	6	1029	19.5199	19.53
16:30:00	4	64151	19.49	19.53
16:45:00	8	56	19.51	19.53
17:00:00	3	34	19.52	19.53
17:15:00	2	51	19.52	19.59
17:30:00	3	16	19.52	19.52
17:45:00	2	6	19.52	19.52
18:00:00	1	2	19.59	19.59
18:30:00	2	982	19.52	19.5898
19:00:00	1	192	19.59	19.59
08:00:00	11	180	19.75	19.95
08:15:00	1	200	19.7725	19.7725
08:30:00	3	21	19.78	19.78
08:45:00	4	2015	19.76	19.7785
09:00:00	7	739	19.7691	19.78
09:15:00	2	24	19.7298	19.77
09:30:00	324	41066	19.73	19.83
09:45:00	656	163688	19.73	19.865
10:00:00	436	72165	19.84	19.87
10:15:00	270	31565	19.84	19.89
10:30:00	220	69676	19.85	19.875
10:45:00	280	48387	19.8433	19.86
11:00:00	179	13814	19.85	19.89
11:15:00	388	82278	19.84	19.87
11:30:00	257	31887	19.84	19.8599
11:45:00	160	39937	19.845	19.87
12:00:00	227	66825	19.845	19.87
12:15:00	165	21443	19.85	19.8659
12:30:00	700	186066	19.73	19.8555
12:45:00	167	24767	19.7	19.8178
13:00:00	192	85559	19.71	19.75
13:15:00	126	32273	19.7	19.7308
13:30:00	213	26769	19.7	19.72
13:45:00	193	33690	19.685	19.73
14:00:00	225	33705	19.64	19.7013
14:15:00	207	22105	19.63	19.67
14:30:00	203	15609	19.64	19.68
14:45:00	170	20629	19.63	19.657
15:00:00	249	42497	19.59	19.65
15:15:00	233	22703	19.58	19.6101
15:30:00	528	52977	19.51	19.5953
15:45:00	1153	175458	19.46	19.5472
16:00:00	10	22106	19.49	19.53
16:15:00	6	1029	19.5199	19.53
16:30:00	4	64151	19.49	19.53
16:45:00	8	56	19.51	19.53
17:00:00	3	34	19.52	19.53
17:15:00	2	51	19.52	19.59
17:30:00	3	16	19.52	19.52
17:45:00	2	6	19.52	19.52
18:00:00	1	2	19.59	19.59
18:30:00	2	982	19.52	19.5898
19:00:00	1	192	19.59	19.59

Short data is derived from FINRA data. The aggregate of the numbers here will differ from the daily short summary. This difference is for a number of reasons. The Daily Short Sale Volume is the total volume of short trades that meet certain criteria on each trade date by 6 PM ET on the trade date. The data here is derived from the transaction level data and includes ALL trades (including exempt) and the aggregation period extends beyond 6pm.

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