Short selling detail for NLY on 2024-10-28

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 8 1094 19.55 19.59
08:15:00 2 40 19.55 19.55
08:30:00 4 554 19.55 19.57
08:45:00 1 5 19.554 19.554
09:00:00 3 31 19.56 19.56
09:15:00 3 1019 19.56 19.599
09:30:00 505 151082 19.27 19.5476
09:45:00 260 40378 19.3368 19.45
10:00:00 342 58662 19.34 19.45
10:15:00 354 101861 19.31 19.39
10:30:00 272 55320 19.3435 19.43
10:45:00 497 84657 19.25 19.41
11:00:00 309 34554 19.25 19.2992
11:15:00 360 64042 19.24 19.2855
11:30:00 515 71273 19.14 19.2534
11:45:00 358 36043 19.11 19.18
12:00:00 310 215964 19.11 19.1899
12:15:00 251 23886 19.15 19.185
12:30:00 397 36419 19.16 19.235
12:45:00 267 35523 19.16 19.21
13:00:00 275 43458 19.15 19.19
13:15:00 275 36488 19.14 19.2
13:30:00 281 26025 19.16 19.2
13:45:00 225 19375 19.16 19.19
14:00:00 371 43180 19.155 19.2299
14:15:00 370 53394 19.19 19.2351
14:30:00 321 27601 19.18 19.21
14:45:00 476 47714 19.185 19.21
15:00:00 470 49594 19.185 19.235
15:15:00 493 52446 19.2113 19.246
15:30:00 592 109743 19.14 19.2317
15:45:00 1309 196673 19.14 19.19
16:00:00 31 75161 19.18 19.25
16:15:00 1 948 19.18 19.18
16:30:00 5 67239 19.1797 19.18
16:45:00 3 557 19.1798 19.18
17:00:00 5 76 19.1798 19.1799
17:15:00 1 100 19.1799 19.1799
17:30:00 2 307 19.1799 19.1799
17:45:00 2 31 19.1798 19.1799
18:00:00 2 26 19.1797 19.1799
18:15:00 2 84 19.1797 19.1799
18:30:00 2 126 19.1899 19.19
18:45:00 2 15 19.23 19.24
19:15:00 1 160 19.23 19.23
19:30:00 2 11 19.229 19.2295
08:00:00 8 1094 19.55 19.59
08:15:00 2 40 19.55 19.55
08:30:00 4 554 19.55 19.57
08:45:00 1 5 19.554 19.554
09:00:00 3 31 19.56 19.56
09:15:00 3 1019 19.56 19.599
09:30:00 505 151082 19.27 19.5476
09:45:00 260 40378 19.3368 19.45
10:00:00 342 58662 19.34 19.45
10:15:00 354 101861 19.31 19.39
10:30:00 272 55320 19.3435 19.43
10:45:00 497 84657 19.25 19.41
11:00:00 309 34554 19.25 19.2992
11:15:00 360 64042 19.24 19.2855
11:30:00 515 71273 19.14 19.2534
11:45:00 358 36043 19.11 19.18
12:00:00 310 215964 19.11 19.1899
12:15:00 251 23886 19.15 19.185
12:30:00 397 36419 19.16 19.235
12:45:00 267 35523 19.16 19.21
13:00:00 275 43458 19.15 19.19
13:15:00 275 36488 19.14 19.2
13:30:00 281 26025 19.16 19.2
13:45:00 225 19375 19.16 19.19
14:00:00 371 43180 19.155 19.2299
14:15:00 370 53394 19.19 19.2351
14:30:00 321 27601 19.18 19.21
14:45:00 476 47714 19.185 19.21
15:00:00 470 49594 19.185 19.235
15:15:00 493 52446 19.2113 19.246
15:30:00 592 109743 19.14 19.2317
15:45:00 1309 196673 19.14 19.19
16:00:00 31 75161 19.18 19.25
16:15:00 1 948 19.18 19.18
16:30:00 5 67239 19.1797 19.18
16:45:00 3 557 19.1798 19.18
17:00:00 5 76 19.1798 19.1799
17:15:00 1 100 19.1799 19.1799
17:30:00 2 307 19.1799 19.1799
17:45:00 2 31 19.1798 19.1799
18:00:00 2 26 19.1797 19.1799
18:15:00 2 84 19.1797 19.1799
18:30:00 2 126 19.1899 19.19
18:45:00 2 15 19.23 19.24
19:15:00 1 160 19.23 19.23
19:30:00 2 11 19.229 19.2295

Time	Number of Short Trades	Number of NLY Shares Shorted	Lowest NLY Selling Price	Highest NLY Selling Price
08:00:00	8	1094	19.55	19.59
08:15:00	2	40	19.55	19.55
08:30:00	4	554	19.55	19.57
08:45:00	1	5	19.554	19.554
09:00:00	3	31	19.56	19.56
09:15:00	3	1019	19.56	19.599
09:30:00	505	151082	19.27	19.5476
09:45:00	260	40378	19.3368	19.45
10:00:00	342	58662	19.34	19.45
10:15:00	354	101861	19.31	19.39
10:30:00	272	55320	19.3435	19.43
10:45:00	497	84657	19.25	19.41
11:00:00	309	34554	19.25	19.2992
11:15:00	360	64042	19.24	19.2855
11:30:00	515	71273	19.14	19.2534
11:45:00	358	36043	19.11	19.18
12:00:00	310	215964	19.11	19.1899
12:15:00	251	23886	19.15	19.185
12:30:00	397	36419	19.16	19.235
12:45:00	267	35523	19.16	19.21
13:00:00	275	43458	19.15	19.19
13:15:00	275	36488	19.14	19.2
13:30:00	281	26025	19.16	19.2
13:45:00	225	19375	19.16	19.19
14:00:00	371	43180	19.155	19.2299
14:15:00	370	53394	19.19	19.2351
14:30:00	321	27601	19.18	19.21
14:45:00	476	47714	19.185	19.21
15:00:00	470	49594	19.185	19.235
15:15:00	493	52446	19.2113	19.246
15:30:00	592	109743	19.14	19.2317
15:45:00	1309	196673	19.14	19.19
16:00:00	31	75161	19.18	19.25
16:15:00	1	948	19.18	19.18
16:30:00	5	67239	19.1797	19.18
16:45:00	3	557	19.1798	19.18
17:00:00	5	76	19.1798	19.1799
17:15:00	1	100	19.1799	19.1799
17:30:00	2	307	19.1799	19.1799
17:45:00	2	31	19.1798	19.1799
18:00:00	2	26	19.1797	19.1799
18:15:00	2	84	19.1797	19.1799
18:30:00	2	126	19.1899	19.19
18:45:00	2	15	19.23	19.24
19:15:00	1	160	19.23	19.23
19:30:00	2	11	19.229	19.2295
08:00:00	8	1094	19.55	19.59
08:15:00	2	40	19.55	19.55
08:30:00	4	554	19.55	19.57
08:45:00	1	5	19.554	19.554
09:00:00	3	31	19.56	19.56
09:15:00	3	1019	19.56	19.599
09:30:00	505	151082	19.27	19.5476
09:45:00	260	40378	19.3368	19.45
10:00:00	342	58662	19.34	19.45
10:15:00	354	101861	19.31	19.39
10:30:00	272	55320	19.3435	19.43
10:45:00	497	84657	19.25	19.41
11:00:00	309	34554	19.25	19.2992
11:15:00	360	64042	19.24	19.2855
11:30:00	515	71273	19.14	19.2534
11:45:00	358	36043	19.11	19.18
12:00:00	310	215964	19.11	19.1899
12:15:00	251	23886	19.15	19.185
12:30:00	397	36419	19.16	19.235
12:45:00	267	35523	19.16	19.21
13:00:00	275	43458	19.15	19.19
13:15:00	275	36488	19.14	19.2
13:30:00	281	26025	19.16	19.2
13:45:00	225	19375	19.16	19.19
14:00:00	371	43180	19.155	19.2299
14:15:00	370	53394	19.19	19.2351
14:30:00	321	27601	19.18	19.21
14:45:00	476	47714	19.185	19.21
15:00:00	470	49594	19.185	19.235
15:15:00	493	52446	19.2113	19.246
15:30:00	592	109743	19.14	19.2317
15:45:00	1309	196673	19.14	19.19
16:00:00	31	75161	19.18	19.25
16:15:00	1	948	19.18	19.18
16:30:00	5	67239	19.1797	19.18
16:45:00	3	557	19.1798	19.18
17:00:00	5	76	19.1798	19.1799
17:15:00	1	100	19.1799	19.1799
17:30:00	2	307	19.1799	19.1799
17:45:00	2	31	19.1798	19.1799
18:00:00	2	26	19.1797	19.1799
18:15:00	2	84	19.1797	19.1799
18:30:00	2	126	19.1899	19.19
18:45:00	2	15	19.23	19.24
19:15:00	1	160	19.23	19.23
19:30:00	2	11	19.229	19.2295

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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