Short selling detail for NLY on 2024-10-31

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 19 255 19.2956 19.44
08:15:00 2 10 19.3896 19.39
08:30:00 3 13 19.3795 19.38
08:45:00 1 5 19.38 19.38
09:00:00 1 2 19.37 19.37
09:15:00 2 64 19.3597 19.36
09:30:00 563 331886 19.26 19.43
09:45:00 420 75673 19.145 19.3028
10:00:00 492 66941 19.15 19.25
10:15:00 428 235225 19.15 19.25
10:30:00 561 121777 19.175 19.23
10:45:00 445 264797 19.185 19.24
11:00:00 546 101396 19.19 19.235
11:15:00 489 82519 19.21 19.295
11:30:00 331 60530 19.22 19.2542
11:45:00 301 86950 19.19 19.25
12:00:00 198 23112 19.19 19.2261
12:15:00 164 24978 19.19 19.2053
12:30:00 322 58362 19.14 19.1972
12:45:00 191 25624 19.14 19.17
13:00:00 257 39688 19.157 19.19
13:15:00 241 66421 19.17 19.21
13:30:00 228 41966 19.18 19.21
13:45:00 205 77190 19.17 19.21
14:00:00 336 71859 19.135 19.19
14:15:00 335 58718 19.16 19.205
14:30:00 301 54381 19.11 19.1827
14:45:00 350 127107 19.11 19.15
15:00:00 306 30174 19.1 19.14
15:15:00 367 40955 19.1 19.13
15:30:00 539 83885 19.09 19.13
15:45:00 1209 199834 19.01 19.1184
16:00:00 31 58982 19.009 19.22
16:15:00 3 2251 19.08 19.1
16:30:00 3 555 19.1 19.11
16:45:00 5 265 19.1 19.11
17:00:00 3 510 19.0798 19.08
17:15:00 6 126 19.0793 19.08
17:30:00 4 171 19.0795 19.11
17:45:00 4 268 19.07 19.08
18:00:00 2 20 19.08 19.08
18:15:00 3 281 19.0799 19.08
18:30:00 1 150 19.09 19.09
18:45:00 1 10 19.11 19.11
19:15:00 4 139 19.1 19.11
19:30:00 2 14 19.09 19.09
19:45:00 4 558 19.0699 19.08
08:00:00 19 255 19.2956 19.44
08:15:00 2 10 19.3896 19.39
08:30:00 3 13 19.3795 19.38
08:45:00 1 5 19.38 19.38
09:00:00 1 2 19.37 19.37
09:15:00 2 64 19.3597 19.36
09:30:00 563 331886 19.26 19.43
09:45:00 420 75673 19.145 19.3028
10:00:00 492 66941 19.15 19.25
10:15:00 428 235225 19.15 19.25
10:30:00 561 121777 19.175 19.23
10:45:00 445 264797 19.185 19.24
11:00:00 546 101396 19.19 19.235
11:15:00 489 82519 19.21 19.295
11:30:00 331 60530 19.22 19.2542
11:45:00 301 86950 19.19 19.25
12:00:00 198 23112 19.19 19.2261
12:15:00 164 24978 19.19 19.2053
12:30:00 322 58362 19.14 19.1972
12:45:00 191 25624 19.14 19.17
13:00:00 257 39688 19.157 19.19
13:15:00 241 66421 19.17 19.21
13:30:00 228 41966 19.18 19.21
13:45:00 205 77190 19.17 19.21
14:00:00 336 71859 19.135 19.19
14:15:00 335 58718 19.16 19.205
14:30:00 301 54381 19.11 19.1827
14:45:00 350 127107 19.11 19.15
15:00:00 306 30174 19.1 19.14
15:15:00 367 40955 19.1 19.13
15:30:00 539 83885 19.09 19.13
15:45:00 1209 199834 19.01 19.1184
16:00:00 31 58982 19.009 19.22
16:15:00 3 2251 19.08 19.1
16:30:00 3 555 19.1 19.11
16:45:00 5 265 19.1 19.11
17:00:00 3 510 19.0798 19.08
17:15:00 6 126 19.0793 19.08
17:30:00 4 171 19.0795 19.11
17:45:00 4 268 19.07 19.08
18:00:00 2 20 19.08 19.08
18:15:00 3 281 19.0799 19.08
18:30:00 1 150 19.09 19.09
18:45:00 1 10 19.11 19.11
19:15:00 4 139 19.1 19.11
19:30:00 2 14 19.09 19.09
19:45:00 4 558 19.0699 19.08

Time	Number of Short Trades	Number of NLY Shares Shorted	Lowest NLY Selling Price	Highest NLY Selling Price
08:00:00	19	255	19.2956	19.44
08:15:00	2	10	19.3896	19.39
08:30:00	3	13	19.3795	19.38
08:45:00	1	5	19.38	19.38
09:00:00	1	2	19.37	19.37
09:15:00	2	64	19.3597	19.36
09:30:00	563	331886	19.26	19.43
09:45:00	420	75673	19.145	19.3028
10:00:00	492	66941	19.15	19.25
10:15:00	428	235225	19.15	19.25
10:30:00	561	121777	19.175	19.23
10:45:00	445	264797	19.185	19.24
11:00:00	546	101396	19.19	19.235
11:15:00	489	82519	19.21	19.295
11:30:00	331	60530	19.22	19.2542
11:45:00	301	86950	19.19	19.25
12:00:00	198	23112	19.19	19.2261
12:15:00	164	24978	19.19	19.2053
12:30:00	322	58362	19.14	19.1972
12:45:00	191	25624	19.14	19.17
13:00:00	257	39688	19.157	19.19
13:15:00	241	66421	19.17	19.21
13:30:00	228	41966	19.18	19.21
13:45:00	205	77190	19.17	19.21
14:00:00	336	71859	19.135	19.19
14:15:00	335	58718	19.16	19.205
14:30:00	301	54381	19.11	19.1827
14:45:00	350	127107	19.11	19.15
15:00:00	306	30174	19.1	19.14
15:15:00	367	40955	19.1	19.13
15:30:00	539	83885	19.09	19.13
15:45:00	1209	199834	19.01	19.1184
16:00:00	31	58982	19.009	19.22
16:15:00	3	2251	19.08	19.1
16:30:00	3	555	19.1	19.11
16:45:00	5	265	19.1	19.11
17:00:00	3	510	19.0798	19.08
17:15:00	6	126	19.0793	19.08
17:30:00	4	171	19.0795	19.11
17:45:00	4	268	19.07	19.08
18:00:00	2	20	19.08	19.08
18:15:00	3	281	19.0799	19.08
18:30:00	1	150	19.09	19.09
18:45:00	1	10	19.11	19.11
19:15:00	4	139	19.1	19.11
19:30:00	2	14	19.09	19.09
19:45:00	4	558	19.0699	19.08
08:00:00	19	255	19.2956	19.44
08:15:00	2	10	19.3896	19.39
08:30:00	3	13	19.3795	19.38
08:45:00	1	5	19.38	19.38
09:00:00	1	2	19.37	19.37
09:15:00	2	64	19.3597	19.36
09:30:00	563	331886	19.26	19.43
09:45:00	420	75673	19.145	19.3028
10:00:00	492	66941	19.15	19.25
10:15:00	428	235225	19.15	19.25
10:30:00	561	121777	19.175	19.23
10:45:00	445	264797	19.185	19.24
11:00:00	546	101396	19.19	19.235
11:15:00	489	82519	19.21	19.295
11:30:00	331	60530	19.22	19.2542
11:45:00	301	86950	19.19	19.25
12:00:00	198	23112	19.19	19.2261
12:15:00	164	24978	19.19	19.2053
12:30:00	322	58362	19.14	19.1972
12:45:00	191	25624	19.14	19.17
13:00:00	257	39688	19.157	19.19
13:15:00	241	66421	19.17	19.21
13:30:00	228	41966	19.18	19.21
13:45:00	205	77190	19.17	19.21
14:00:00	336	71859	19.135	19.19
14:15:00	335	58718	19.16	19.205
14:30:00	301	54381	19.11	19.1827
14:45:00	350	127107	19.11	19.15
15:00:00	306	30174	19.1	19.14
15:15:00	367	40955	19.1	19.13
15:30:00	539	83885	19.09	19.13
15:45:00	1209	199834	19.01	19.1184
16:00:00	31	58982	19.009	19.22
16:15:00	3	2251	19.08	19.1
16:30:00	3	555	19.1	19.11
16:45:00	5	265	19.1	19.11
17:00:00	3	510	19.0798	19.08
17:15:00	6	126	19.0793	19.08
17:30:00	4	171	19.0795	19.11
17:45:00	4	268	19.07	19.08
18:00:00	2	20	19.08	19.08
18:15:00	3	281	19.0799	19.08
18:30:00	1	150	19.09	19.09
18:45:00	1	10	19.11	19.11
19:15:00	4	139	19.1	19.11
19:30:00	2	14	19.09	19.09
19:45:00	4	558	19.0699	19.08

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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