Seasonality Analysis - Annaly Capital Management Inc

Annaly Capital Management Inc
Historical seasonal analysis for NLY - Annaly Capital Management Inc This table shows the historical average percentage move if the stock was bought at the Open on the date in the first column and held for a number of trading days. The column headers - 1 to 10 - represent the trading days held and then a sell at the Close of the trading day.
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Day of Month	1	2	3	4	5	6	7	8	9	10
Jan 1	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
Jan 2	-1.45	-1.38	0.51	0.50	0.11	0.67	0.32	0.45	0.42	0.51
Jan 3	0.07	1.11	0.96	0.82	2.01	1.97	2.53	2.51	2.44	2.34
Jan 4	0.62	0.71	0.60	1.30	1.58	1.97	1.88	2.12	1.99	2.61
Jan 5	-0.32	-0.14	0.15	0.54	1.00	0.36	0.37	0.05	0.73	1.40
Jan 6	0.34	0.30	0.56	1.14	0.46	0.62	0.23	0.78	1.61	0.64
Jan 7	-0.29	-0.05	0.07	-0.46	-0.33	-0.26	0.55	1.11	0.34	0.95
Jan 8	-0.56	-0.22	-0.54	-0.28	-0.46	0.07	0.89	0.00	0.34	1.28
Jan 9	0.28	0.03	0.78	0.46	0.48	0.72	-0.41	-0.21	0.37	0.47
Jan 10	-0.11	0.38	0.37	0.33	0.24	0.34	-0.18	0.76	0.85	0.78
Jan 11	-0.10	-0.17	0.10	-0.02	0.60	0.56	1.65	2.05	2.46	2.12
Jan 12	-0.65	-0.63	-0.92	-0.22	0.47	-0.09	0.72	0.76	0.91	1.27
Jan 13	0.10	-0.30	0.28	1.13	0.17	1.23	1.11	1.24	1.43	2.74
Jan 14	-0.23	0.59	1.13	0.37	0.96	1.53	1.60	1.76	2.69	3.61
Jan 15	0.60	1.57	0.38	0.95	1.87	1.84	2.03	2.74	3.89	2.74
Jan 16	-0.19	-1.49	-1.11	-0.68	-0.30	-0.35	0.14	1.24	0.29	1.21
Jan 17	-0.69	-1.02	0.12	-0.09	-0.29	-0.71	0.46	0.02	1.30	2.12
Jan 18	-0.03	0.75	0.86	1.23	0.96	1.71	1.55	3.06	3.64	3.67
Jan 19	0.18	0.44	0.90	1.29	1.22	1.55	3.13	3.28	2.92	3.02
Jan 20	-0.82	0.20	0.14	0.49	0.90	2.53	2.73	1.80	1.65	2.93
Jan 21	0.67	0.37	0.51	0.60	2.05	2.65	1.62	1.44	2.99	2.57
Jan 22	0.85	0.81	1.01	1.46	2.44	2.03	2.49	3.97	4.67	4.18
Jan 23	0.32	0.52	0.87	2.12	1.81	2.16	3.50	4.00	3.71	3.00
Jan 24	-0.18	-0.55	0.43	1.16	1.62	1.87	2.13	2.40	1.29	0.92
Jan 25	-0.93	-0.20	0.80	1.10	1.09	1.35	1.79	1.73	0.99	1.52
Jan 26	-0.00	1.81	2.17	1.53	1.60	2.69	2.28	1.25	1.24	0.84
Jan 27	0.91	1.36	0.40	0.29	1.59	1.09	0.04	-0.96	-1.05	-1.41
Jan 28	0.54	-0.46	-0.43	1.01	0.87	0.01	-0.52	-0.35	-0.43	-1.33
Jan 29	-0.42	0.02	1.45	2.14	1.70	1.40	1.70	1.82	0.54	0.80
Jan 30	-0.28	1.01	1.50	1.24	0.53	1.03	1.51	0.23	0.55	-0.27
Jan 31	0.34	0.60	0.87	-0.25	-0.61	-0.38	-1.22	-1.05	-2.05	-2.11
Feb 1	0.05	0.49	0.43	-0.31	0.22	-0.81	-0.96	-1.84	-1.96	-2.36
Feb 2	0.91	0.48	-0.52	-0.54	-0.95	-1.06	-2.23	-2.08	-1.97	-1.55
Feb 3	-0.39	-1.42	-2.40	-2.51	-2.86	-3.77	-3.59	-3.77	-3.49	-2.86
Feb 4	-0.74	-1.28	-1.13	-1.21	-2.10	-2.01	-2.45	-2.43	-2.30	-2.29
Feb 5	-0.86	-0.52	-0.40	-1.70	-1.47	-1.82	-2.12	-2.23	-2.24	-2.47
Feb 6	0.50	0.95	-0.34	-0.03	-0.84	-1.29	-1.33	-1.00	-1.27	-0.90
Feb 7	-0.26	-1.11	-0.94	-1.93	-1.99	-2.51	-1.51	-1.01	-1.06	-1.13
Feb 8	-0.88	-1.03	-1.89	-2.00	-2.43	-1.69	-1.13	-1.31	-1.39	-1.20
Feb 9	0.37	-0.80	-0.66	-0.57	-0.10	0.55	0.12	-0.23	0.09	-0.36
Feb 10	-0.91	-0.74	-0.96	-0.62	0.04	0.13	-0.40	0.12	0.03	0.89
Feb 11	-0.07	-0.52	-0.47	-0.32	-0.30	-0.82	-0.38	-0.25	1.00	1.29
Feb 12	-0.36	-0.66	-0.74	-0.72	-0.94	-0.54	-0.53	0.53	0.57	0.58
Feb 13	-0.17	-0.19	0.17	-0.08	0.27	0.14	1.15	0.75	0.72	0.80
Feb 14	-0.70	0.37	0.88	0.84	0.77	0.97	1.13	1.30	1.67	1.88
Feb 15	1.30	1.93	1.80	1.43	1.69	1.57	1.89	2.39	2.46	2.33
Feb 16	0.86	0.83	0.50	0.47	0.17	0.61	1.45	1.62	1.44	1.58
Feb 17	0.73	-0.05	-0.41	0.20	0.09	1.09	0.60	0.71	0.77	0.83
Feb 18	-0.80	-1.23	-0.20	0.01	0.91	0.75	0.74	0.67	0.90	1.46
Feb 19	-0.53	0.31	0.16	1.62	1.90	1.66	1.29	1.47	1.59	1.16
Feb 20	0.82	0.78	1.95	1.87	1.92	1.90	2.26	2.29	1.05	0.42
Feb 21	0.42	1.04	0.86	0.74	1.13	1.82	1.69	0.83	0.18	-0.24
Feb 22	0.12	0.04	0.46	0.92	0.95	0.88	0.80	0.44	1.23	-0.40
Feb 23	-0.91	0.08	0.35	0.42	0.21	0.28	0.06	0.50	0.41	0.37
Feb 24	0.62	0.82	0.48	0.36	0.66	0.79	1.11	0.94	0.86	1.06
Feb 25	0.33	-0.03	-0.23	0.02	0.17	0.25	0.17	0.03	-1.23	-1.50
Feb 26	0.07	0.11	0.56	0.47	0.03	-0.62	-0.28	-1.66	-1.97	-3.11
Feb 27	0.20	0.49	0.51	-0.50	-1.09	-0.79	-2.55	-2.82	-3.97	-1.99
Feb 28	0.49	0.49	0.08	-0.26	-0.08	-1.65	-3.14	-3.66	-2.13	-3.97
Feb 29	0.35	-1.12	-1.59	-0.66	-8.29	-12.19	-12.83	-7.55	-12.05	-10.08
Feb 30	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
Feb 31	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
Mar 1	-0.09	0.26	0.44	1.24	0.79	0.32	0.13	0.29	-0.36	-0.18
Mar 2	0.20	0.27	0.46	-0.14	0.11	0.21	0.86	-0.35	0.17	0.40
Mar 3	-0.04	-0.17	-1.03	-2.36	-2.65	-2.39	-2.49	-2.87	-2.87	-3.19
Mar 4	-0.28	-0.61	-2.04	-2.15	-2.09	-2.59	-2.81	-2.69	-3.25	-2.17
Mar 5	-0.42	-1.72	-1.74	-1.80	-1.55	-1.65	-1.48	-2.10	-0.82	0.19
Mar 6	-0.13	-0.84	-0.76	-0.17	-0.59	0.14	-0.96	0.24	1.77	2.06
Mar 7	-0.17	-1.02	0.31	-0.70	-1.12	-1.70	-1.55	0.56	1.11	2.47
Mar 8	-0.42	-0.60	-0.44	-1.08	-0.90	-0.88	-0.48	0.53	1.04	1.36
Mar 9	0.27	0.97	-0.25	0.30	0.55	0.56	2.03	2.42	2.39	1.52
Mar 10	-0.24	0.01	-0.61	-0.61	-1.04	0.27	1.85	1.43	1.45	2.32
Mar 11	-0.92	-1.34	-1.25	-1.88	-0.87	0.41	0.34	0.39	1.34	0.78
Mar 12	-0.17	-0.03	-0.71	0.50	1.77	1.72	2.19	3.04	2.21	2.14
Mar 13	1.11	-0.05	1.04	2.87	3.16	4.26	5.15	4.72	4.65	4.22
Mar 14	-0.03	0.12	2.18	2.79	4.11	4.55	4.10	3.75	3.95	3.70
Mar 15	0.38	0.80	1.82	2.32	2.65	2.19	2.13	1.72	2.06	2.75
Mar 16	-0.16	1.25	1.63	1.65	0.83	1.48	0.87	1.77	1.99	0.85
Mar 17	1.51	3.34	2.91	3.08	3.91	3.32	3.38	3.39	1.68	0.59
Mar 18	0.66	0.58	0.70	1.62	1.06	0.98	0.72	-1.14	-2.36	-0.66
Mar 19	-0.69	-0.21	0.55	-0.25	-0.32	-0.52	-1.87	-2.81	-1.07	-1.14
Mar 20	1.00	1.91	1.46	1.50	1.07	-0.12	-0.14	1.34	1.43	1.01
Mar 21	0.41	-0.25	0.28	0.56	0.37	0.81	0.59	1.16	0.61	-0.12
Mar 22	-0.84	-0.88	-1.29	-0.94	-0.28	-0.76	-1.06	-0.86	-1.59	-2.49
Mar 23	0.29	-0.31	0.60	0.78	-0.36	-0.73	0.16	-0.89	-1.37	-0.73
Mar 24	-0.66	0.33	-0.23	-1.87	-2.61	-2.03	-2.09	-2.71	-2.42	-3.52
Mar 25	0.72	-0.30	-2.38	-3.36	-2.80	-2.27	-3.16	-3.58	-4.30	-4.13
Mar 26	-0.56	-1.87	-2.55	-1.95	-1.26	-2.04	-2.56	-3.20	-2.89	-2.98
Mar 27	-0.75	-0.46	-0.27	0.63	0.70	-0.30	-0.94	-0.05	-0.34	-0.32
Mar 28	0.11	-0.52	0.98	0.54	-0.60	-0.70	0.36	-0.08	-0.79	-0.47
Mar 29	-0.21	-0.55	0.08	-0.77	-1.56	-1.21	-1.97	-2.30	-2.53	-2.99
Mar 30	0.31	1.21	0.11	-0.18	0.19	-0.80	-1.42	-1.37	-1.25	-0.91
Mar 31	0.52	0.49	0.06	0.08	-0.90	-0.71	-0.69	-0.81	-0.55	-1.10
Apr 1	-0.17	-0.50	-1.43	-2.04	-1.98	-1.98	-1.82	-1.61	-2.17	-1.60
Apr 2	-0.33	-1.51	-2.12	-1.70	-1.70	-2.26	-2.16	-3.36	-2.00	-1.16
Apr 3	-0.10	-0.78	0.07	-0.24	-0.18	-0.07	-1.18	0.03	0.61	0.10
Apr 4	-0.26	0.77	0.31	-0.38	-0.01	-0.42	0.14	0.53	0.32	1.69
Apr 5	0.17	-0.20	-0.53	-0.63	-1.29	-0.63	-0.52	-0.35	0.30	1.46
Apr 6	-0.36	-1.21	-1.08	-1.24	-1.12	-1.72	-0.91	0.07	0.95	-0.01
Apr 7	0.33	0.37	-0.01	0.24	-0.56	0.05	0.95	1.56	1.28	2.22
Apr 8	-0.16	-0.25	-0.05	-0.87	0.38	0.52	0.30	-0.02	1.06	1.18
Apr 9	-0.61	-0.31	-1.06	0.19	0.62	0.67	0.66	2.35	1.84	2.25
Apr 10	0.45	-0.26	0.07	0.74	0.74	2.68	5.00	4.75	4.58	3.77
Apr 11	-0.45	-0.16	0.32	0.29	1.71	3.62	3.53	3.37	2.93	3.05
Apr 12	-0.10	0.39	0.40	1.11	2.43	2.12	1.99	1.95	2.37	1.93
Apr 13	0.42	-0.33	0.96	1.90	1.53	0.89	1.80	1.37	1.45	2.06
Apr 14	-1.08	-0.20	0.46	0.66	0.34	1.54	1.03	1.09	1.06	1.13
Apr 15	0.41	0.75	0.92	0.58	1.81	1.34	1.41	1.54	1.43	1.75
Apr 16	-0.01	0.28	0.14	1.52	0.85	0.96	0.75	0.70	1.02	2.20
Apr 17	0.22	1.21	3.06	2.12	2.40	1.86	1.63	1.55	3.35	4.04
Apr 18	1.22	2.42	2.19	2.22	1.85	2.10	1.71	3.36	3.97	4.20
Apr 19	0.41	0.15	0.51	0.37	0.26	-0.00	1.63	2.17	2.20	2.15
Apr 20	-0.76	0.21	-0.53	-0.17	-0.27	0.33	0.57	0.74	0.71	1.11
Apr 21	0.73	0.28	0.26	0.32	0.55	0.87	1.01	1.29	2.09	2.36
Apr 22	-0.13	-0.19	0.09	-0.28	0.01	0.95	1.68	2.64	2.79	3.33
Apr 23	-0.26	-0.29	-0.56	-0.29	0.81	1.26	2.18	2.19	2.73	2.75
Apr 24	-0.12	-0.67	-0.69	0.78	1.46	2.11	2.63	2.86	3.77	3.17
Apr 25	-0.26	-0.47	0.85	1.52	2.09	1.99	2.39	3.24	3.04	2.62
Apr 26	-0.25	1.24	1.74	1.97	1.88	2.36	2.36	2.80	2.03	2.11
Apr 27	0.19	0.38	0.74	0.68	1.04	1.58	2.01	1.48	1.36	1.72
Apr 28	-0.06	0.19	0.35	1.04	1.27	1.94	1.72	1.08	1.17	0.76
Apr 29	0.21	0.87	1.76	1.90	2.38	2.06	1.09	1.46	1.05	1.23
Apr 30	-0.07	0.84	0.83	1.38	1.38	0.20	0.54	0.50	0.82	0.63
Apr 31	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
May 1	0.30	0.82	1.03	1.92	1.36	1.47	1.51	1.82	1.57	1.32
May 2	-0.08	0.30	1.12	0.97	0.57	1.12	1.05	0.90	0.63	0.42
May 3	0.40	0.39	0.86	0.08	0.19	0.23	0.11	-0.58	-0.90	-0.52
May 4	0.46	0.89	0.35	0.24	0.56	0.08	-0.38	-0.95	-0.62	-0.73
May 5	0.50	0.24	-0.37	-0.31	-0.71	-0.85	-1.43	-1.40	-1.40	-1.42
May 6	-0.58	-1.49	-1.14	-1.54	-1.37	-1.80	-1.51	-1.16	-1.09	-1.81
May 7	-1.20	-0.83	-0.89	-0.60	-0.79	-0.70	-0.46	-0.02	-0.85	-1.01
May 8	-0.21	-0.17	0.13	-0.12	-0.35	-0.43	0.08	-0.73	-0.88	-1.36
May 9	0.65	0.60	0.43	0.19	0.02	0.26	-0.10	0.14	-0.31	0.48
May 10	-0.36	-0.48	-1.16	-1.47	-1.09	-1.19	-1.36	-1.76	-1.71	-1.36
May 11	-0.39	-0.86	-1.43	-1.10	-1.20	-1.08	-1.59	-1.73	-1.55	-1.63
May 12	-0.41	-1.01	-0.97	-0.96	-0.95	-1.60	-1.71	-1.78	-1.24	-0.65
May 13	-0.04	0.27	0.64	0.72	-0.00	-0.27	-0.45	-0.00	0.55	0.76
May 14	0.09	0.35	0.82	-0.01	-0.15	-0.31	0.32	0.96	0.91	1.22
May 15	-0.32	0.17	-0.64	-0.81	-1.28	-0.59	-0.61	-0.58	-0.15	0.41
May 16	0.14	-0.24	-0.01	-0.44	0.34	0.37	0.56	0.74	1.35	1.34
May 17	-0.02	-0.20	-0.61	-0.54	-0.21	0.08	0.96	1.48	1.64	1.93
May 18	-0.19	-0.71	-0.84	-0.68	-0.75	-0.03	0.11	0.26	0.51	0.49
May 19	-0.78	-0.86	-0.94	-0.39	0.22	0.35	0.26	0.72	0.68	1.66
May 20	-0.34	-0.49	-0.04	0.51	0.72	1.04	1.71	1.70	2.38	2.03
May 21	0.00	0.61	1.25	1.17	1.51	2.21	2.29	2.82	2.51	2.53
May 22	0.26	0.22	0.26	0.70	1.25	1.18	1.74	1.68	2.15	1.60
May 23	0.17	0.37	0.56	1.17	1.16	1.21	1.38	1.54	1.01	0.07
May 24	-0.29	0.60	1.11	1.26	1.54	1.63	2.00	1.17	0.53	0.83
May 25	0.94	1.28	1.32	1.59	1.52	1.93	1.13	0.40	0.91	1.47
May 26	-0.04	-0.34	0.23	0.18	0.80	0.79	0.29	1.52	1.75	1.60
May 27	-0.29	0.10	0.06	0.18	0.58	0.37	1.29	1.75	1.36	1.20
May 28	-0.18	-0.04	0.22	0.75	0.63	1.47	1.56	1.03	0.72	-0.34
May 29	0.09	0.51	1.17	0.98	0.97	0.65	-0.19	-1.11	-1.52	-1.92
May 30	-0.13	-0.11	0.01	0.19	-0.43	-1.72	-2.40	-2.48	-2.67	-2.79
May 31	-0.42	-0.00	0.42	-0.48	-1.43	-1.75	-0.86	-0.83	-1.10	-1.10
Jun 1	-0.16	0.59	-0.18	-0.48	-0.14	0.23	0.03	-0.32	-0.81	-1.03
Jun 2	0.40	-0.30	-0.44	0.37	0.38	0.21	-0.55	-1.16	-1.20	-1.17
Jun 3	-0.56	-0.31	0.36	0.41	0.05	-0.47	-0.81	-0.75	-0.89	-0.36
Jun 4	0.07	0.39	-0.12	-0.92	-1.16	-1.79	-1.78	-1.87	-1.50	-1.36
Jun 5	-0.78	-1.88	-2.47	-2.82	-3.12	-3.63	-3.89	-3.74	-3.11	-3.30
Jun 6	-0.71	-1.10	-0.90	-0.98	-1.14	-0.93	-0.81	-0.12	-0.45	-0.09
Jun 7	0.11	0.82	0.67	0.52	0.19	0.37	0.98	1.00	1.09	0.88
Jun 8	0.43	0.20	-0.16	-0.64	-0.88	-0.74	-0.56	-0.64	-0.72	-0.02
Jun 9	-0.31	-1.09	-1.72	-1.79	-1.74	-1.33	-1.54	-1.93	-1.57	-1.90
Jun 10	-0.55	-1.03	-1.02	-1.14	-0.58	-0.69	-1.33	-0.77	-1.51	-1.37
Jun 11	-0.25	-0.49	-0.57	-0.22	-0.01	0.14	0.90	0.39	1.12	0.55
Jun 12	-0.30	-0.58	-0.42	0.23	0.02	0.67	0.03	0.58	0.40	0.82
Jun 13	-0.02	0.06	0.87	0.44	0.89	0.24	0.68	0.41	0.96	0.52
Jun 14	-0.42	0.52	0.42	0.66	0.34	1.10	0.71	1.45	1.15	0.65
Jun 15	0.12	0.20	0.23	0.06	0.74	0.26	0.46	0.35	0.18	-0.18
Jun 16	0.45	0.35	-0.17	0.16	-0.18	-0.21	0.01	-0.31	-0.69	-0.48
Jun 17	-0.24	-0.91	-0.45	-1.10	-1.00	-1.42	-1.45	-1.93	-2.36	-2.54
Jun 18	-0.39	0.28	-0.15	0.41	-0.16	-0.11	-0.41	-0.68	-1.11	-1.45
Jun 19	0.04	-0.63	-0.12	-0.29	0.15	-0.25	-0.48	-1.21	-1.30	-1.41
Jun 20	-1.00	-0.56	-0.82	-0.28	-0.69	-0.95	-2.20	-2.33	-2.30	-1.91
Jun 21	0.23	-0.14	0.57	0.29	-0.22	-0.79	-0.87	-0.84	-0.71	-0.87
Jun 22	-0.69	-0.52	-0.62	-0.77	-1.15	-0.68	-0.67	-0.35	-0.39	-0.89
Jun 23	-0.26	-0.03	-0.32	-0.72	-0.50	-0.48	-0.37	-0.36	-0.44	-1.76
Jun 24	-0.78	-0.79	-1.29	-1.71	-1.87	-2.58	-2.11	-2.12	-3.88	-2.33
Jun 25	0.81	0.49	0.19	-0.23	-0.62	-0.31	0.00	-1.55	-0.59	-0.85
Jun 26	-0.83	-1.06	-1.76	-1.87	-1.95	-1.42	-2.82	-1.93	-2.40	-3.98
Jun 27	-0.68	-1.92	-2.07	-1.98	-1.61	-3.19	-2.57	-2.86	-4.59	-4.68
Jun 28	-0.04	-0.16	-0.11	0.01	-0.19	-0.66	-0.80	-1.18	-1.73	-1.80
Jun 29	0.56	0.56	0.88	0.83	0.33	-0.10	-0.22	-0.54	-0.24	-0.55
Jun 30	0.02	0.13	0.14	0.07	-1.22	-0.05	-0.93	-2.01	-1.65	-2.15
Jun 31	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
Jul 1	-0.35	0.17	0.13	-1.63	-0.01	-0.58	-1.92	-1.60	-2.24	-1.85
Jul 2	0.98	1.27	-0.28	0.71	0.44	-1.10	-0.84	-1.10	-0.76	-0.12
Jul 3	0.07	-1.27	-0.34	-0.80	-3.05	-3.16	-2.84	-3.11	-2.49	-2.07
Jul 4	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
Jul 5	0.01	-0.66	-0.08	-0.38	-1.63	-1.67	-2.05	-1.83	-1.34	-1.72
Jul 6	-0.25	-0.65	-0.76	-1.08	-0.78	-1.09	-1.66	-1.18	-1.13	-0.68
Jul 7	-1.00	0.18	-0.69	-1.77	-1.42	-1.92	-1.45	-1.38	-0.94	-0.49
Jul 8	0.99	0.38	-1.02	-0.69	-1.31	-0.93	-0.55	-0.26	0.24	-0.65
Jul 9	-0.43	-1.94	-1.70	-1.95	-1.61	-0.98	-0.73	-0.28	-0.87	-1.05
Jul 10	-0.53	-0.54	-0.25	-0.21	0.29	0.76	1.34	1.31	0.80	-0.34
Jul 11	0.50	0.75	0.47	0.89	1.31	1.44	1.55	1.17	-0.12	-0.82
Jul 12	0.10	-0.28	-0.58	-0.14	-0.38	-0.11	-0.88	-2.43	-2.11	-1.17
Jul 13	-0.22	-0.77	-0.28	-0.23	0.23	-0.07	-1.02	-0.78	-0.75	-0.02
Jul 14	-0.43	0.05	0.12	0.58	1.04	-0.14	0.61	0.47	0.16	-0.74
Jul 15	0.54	0.95	1.26	1.74	0.83	1.41	0.46	0.16	0.01	-0.80
Jul 16	0.56	0.85	1.30	0.69	0.57	-0.09	-0.56	-0.08	-0.20	0.33
Jul 17	-0.37	0.17	0.16	-0.37	-1.55	-2.10	-1.12	-1.17	-0.77	0.24
Jul 18	0.53	0.65	0.22	-1.11	-1.68	-0.50	0.04	-0.14	0.61	1.13
Jul 19	0.09	-0.65	-2.20	-1.87	-0.94	0.32	-0.02	0.55	0.87	0.68
Jul 20	-0.18	-1.13	-0.88	-0.87	-0.13	-1.00	-1.17	-1.02	-0.68	-0.51
Jul 21	-1.18	-0.43	-0.58	-0.88	-1.79	-2.62	-2.87	-2.73	-2.46	-2.03
Jul 22	0.62	-0.33	-0.59	-0.79	-1.60	-1.16	-1.03	-0.52	-0.03	-1.27
Jul 23	-0.93	-1.32	-0.85	-0.92	-0.38	0.02	0.79	1.28	0.18	-0.48
Jul 24	0.82	1.97	2.12	2.65	3.66	4.51	4.82	3.74	3.17	5.03
Jul 25	0.70	1.31	1.18	1.95	2.50	2.03	1.41	0.89	2.90	1.97
Jul 26	0.57	0.23	0.80	1.15	0.97	0.69	0.59	2.04	0.75	0.77
Jul 27	-0.77	-0.94	-0.75	-0.44	-0.27	0.40	0.97	-0.36	-0.34	-0.64
Jul 28	-0.26	-0.47	-0.37	-0.07	0.41	0.20	-0.75	-0.58	-0.84	-1.20
Jul 29	0.36	0.46	0.99	1.55	0.29	-0.54	-0.30	-0.20	-0.53	-0.77
Jul 30	-0.24	0.51	1.07	-0.05	-0.71	0.26	0.00	-0.25	-0.82	-0.81
Jul 31	0.24	0.70	-0.35	-0.86	0.89	0.20	0.52	-0.34	-0.30	-0.70
Aug 1	-0.23	-0.82	-1.26	0.71	-0.23	0.05	-0.59	-0.52	-1.01	-2.43
Aug 2	0.07	-0.01	1.41	0.12	0.10	-0.22	-0.12	-0.20	-1.79	-1.41
Aug 3	1.00	1.56	0.22	0.24	-0.06	-0.47	-0.51	-2.01	-1.71	-0.62
Aug 4	0.64	-0.29	-0.06	-0.26	-0.65	-0.92	-1.66	-1.64	-0.96	-1.12
Aug 5	-0.73	-0.45	-0.31	-0.69	-0.88	-1.37	-1.77	-1.25	-1.06	-1.06
Aug 6	0.55	0.33	0.04	-0.49	-0.48	-1.00	-1.62	-1.22	-0.48	0.28
Aug 7	-0.37	-0.04	-0.90	-0.86	-1.28	-2.14	-1.81	-1.10	-0.30	-0.05
Aug 8	0.15	-0.49	-0.44	-0.94	-2.24	-1.71	-0.91	-0.32	-0.45	-0.32
Aug 9	0.17	0.24	0.19	-1.36	-0.98	0.10	0.71	0.68	0.74	0.83
Aug 10	0.11	0.07	-1.45	-1.14	-0.05	0.46	0.49	0.53	0.95	0.86
Aug 11	-0.30	-1.06	-1.02	-0.34	-0.51	-0.70	-0.78	0.05	0.22	0.18
Aug 12	-0.48	-0.85	-0.32	-0.14	-0.15	0.07	0.79	1.09	0.87	0.36
Aug 13	-0.72	-1.32	-0.93	-0.21	0.54	1.04	1.46	1.10	0.55	0.79
Aug 14	-0.52	-0.19	0.50	1.29	1.57	1.71	1.86	1.19	1.53	-1.10
Aug 15	0.60	1.51	2.19	2.06	2.24	2.65	1.92	2.67	0.57	0.87
Aug 16	1.23	1.94	1.92	2.03	2.12	1.87	1.90	-0.12	-0.25	0.01
Aug 17	0.39	0.44	0.48	0.91	0.82	0.56	-1.05	-1.47	-2.33	-1.97
Aug 18	-0.23	-0.30	0.54	0.70	0.69	0.25	0.04	-0.77	0.22	0.11
Aug 19	0.33	1.07	1.36	1.16	0.64	0.62	-0.51	0.75	0.84	2.11
Aug 20	0.21	0.63	0.28	-0.28	-0.04	-2.33	-1.18	-1.44	-0.87	-1.65
Aug 21	0.29	0.43	-0.23	0.11	-2.48	-1.54	-1.90	-1.30	-2.34	-1.89
Aug 22	-0.14	-0.77	-0.09	-2.05	-1.71	-1.65	-1.87	-1.71	-0.82	-0.83
Aug 23	-0.52	-0.52	-2.43	-2.53	-2.30	-2.37	-2.21	-1.13	-1.44	-1.41
Aug 24	-0.29	-1.92	-2.35	-3.20	-2.85	-2.83	-1.40	-2.26	-2.02	-1.16
Aug 25	-0.23	-0.45	-1.27	-0.30	-0.41	0.78	0.24	0.24	1.07	2.28
Aug 26	-0.23	-1.38	-0.15	-0.05	1.24	0.16	0.15	1.08	2.14	1.94
Aug 27	-2.22	-1.08	-1.36	-0.75	-1.55	-1.26	-0.53	0.56	0.67	-0.73
Aug 28	1.01	0.59	1.26	0.13	0.61	1.02	2.58	2.53	1.14	1.78
Aug 29	0.02	-0.24	-0.06	0.90	0.83	2.44	2.04	0.41	1.25	1.11
Aug 30	-0.14	0.05	1.17	0.85	0.87	1.75	1.47	2.19	2.02	2.54
Aug 31	-0.04	1.49	0.57	0.80	1.65	1.65	2.59	2.35	2.66	1.66
Sep 1	1.42	0.47	0.78	1.44	1.40	1.86	1.69	1.56	1.02	1.63
Sep 2	-0.77	-0.56	-0.08	0.14	2.07	0.94	-0.77	-1.18	-0.57	-3.23
Sep 3	-0.40	0.40	0.67	2.38	1.61	-0.12	-0.52	0.12	-1.00	-1.12
Sep 4	0.61	0.80	2.62	2.29	0.41	0.46	0.94	0.07	-0.75	-2.21
Sep 5	0.65	2.51	2.08	0.44	1.34	1.34	0.56	-0.10	-2.37	3.28
Sep 6	0.02	0.50	0.37	1.22	1.00	1.93	0.88	0.55	0.65	0.63
Sep 7	0.77	0.77	1.55	1.31	2.03	1.30	1.82	2.02	2.02	1.72
Sep 8	-0.33	-0.67	-1.98	-1.78	-2.32	-2.82	-3.53	-4.83	-2.04	-2.88
Sep 9	-0.40	-2.11	-2.06	-2.69	-3.15	-4.33	-6.54	-3.44	-4.41	-3.79
Sep 10	0.26	1.07	0.50	0.41	-0.05	-1.64	2.09	1.43	1.66	2.27
Sep 11	0.24	-0.56	-0.72	-0.53	-2.92	1.71	1.22	1.41	2.00	2.24
Sep 12	-0.23	-1.21	-1.11	-3.77	-0.83	-2.27	-3.31	-2.86	-2.52	-2.54
Sep 13	0.42	0.32	-0.34	-0.75	-1.11	-1.28	-1.47	-0.77	-1.01	-0.87
Sep 14	-0.52	-0.01	-0.39	-0.68	-0.37	-0.16	1.64	1.54	1.55	1.38
Sep 15	-0.29	-1.03	-2.48	0.62	-0.27	0.80	0.75	0.57	0.85	0.94
Sep 16	0.34	-2.14	1.53	0.40	0.86	1.31	1.03	1.51	1.66	-1.36
Sep 17	-1.62	2.03	1.15	0.69	1.77	1.78	2.66	2.81	-0.08	-0.15
Sep 18	3.82	3.29	2.67	3.64	4.28	4.67	5.50	2.18	2.54	2.41
Sep 19	-0.42	-1.98	-1.21	-0.42	-0.24	-0.06	-2.44	-1.72	-1.36	-2.27
Sep 20	-0.40	-0.21	0.85	0.83	0.96	0.70	0.30	0.16	-0.74	-1.17
Sep 21	0.50	2.52	2.64	2.67	2.42	2.80	2.05	1.38	0.37	0.52
Sep 22	1.11	1.06	0.89	1.14	1.18	-1.20	-1.45	-1.65	-1.99	-3.68
Sep 23	-0.42	-0.69	-0.25	-0.18	-3.01	-3.27	-3.89	-5.10	-6.31	-7.46
Sep 24	-0.70	0.16	0.24	-2.56	-2.59	-2.99	-3.79	-5.16	-6.10	-7.40
Sep 25	0.54	1.29	-1.83	-1.44	-1.59	-2.59	-3.97	-4.87	-5.96	-5.99
Sep 26	1.14	-1.48	-0.73	-0.32	-1.30	-1.86	-2.29	-3.67	-4.10	-5.87
Sep 27	-0.40	-0.81	-0.96	-1.84	-2.24	-2.69	-4.15	-4.55	-5.10	-5.46
Sep 28	0.24	-0.46	-1.08	-2.01	-1.90	-3.75	-4.76	-5.34	-5.53	-5.55
Sep 29	-1.41	-1.61	-1.79	-2.14	-3.74	-4.54	-4.86	-4.85	-6.32	-5.30
Sep 30	-0.36	-0.97	-2.22	-3.44	-4.59	-5.56	-5.18	-6.79	-5.09	-5.29
Sep 31	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
Oct 1	-0.06	-0.93	-2.29	-3.29	-4.59	-4.29	-5.85	-4.26	-4.31	-4.10
Oct 2	-1.13	-2.51	-3.49	-4.61	-4.63	-6.03	-4.58	-4.94	-4.78	-5.09
Oct 3	-0.97	-1.43	-2.84	-3.28	-5.17	-4.05	-3.94	-4.09	-5.06	-3.91
Oct 4	-0.36	-1.86	-2.26	-2.84	-3.18	-3.10	-3.67	-3.09	-2.75	-2.63
Oct 5	-1.83	-2.88	-3.50	-3.65	-3.65	-3.62	-3.86	-3.42	-3.10	-2.50
Oct 6	-0.77	-1.12	-1.05	-2.70	-1.49	-1.70	-1.13	-2.08	-1.31	-1.53
Oct 7	-0.83	-0.42	-1.97	-0.21	-0.41	-0.15	-0.61	0.27	0.19	-0.74
Oct 8	0.78	-0.78	0.89	0.83	1.01	0.46	1.58	1.41	1.15	1.55
Oct 9	-1.31	0.06	-0.41	-0.39	-0.62	0.23	0.01	0.13	0.32	0.81
Oct 10	2.97	2.95	2.78	1.46	2.75	2.58	2.91	3.16	2.20	1.95
Oct 11	-0.59	-1.20	-0.60	-0.24	-0.12	0.39	0.28	-0.40	-0.07	0.06
Oct 12	0.07	-0.18	0.27	0.63	1.28	1.21	0.47	0.84	1.66	2.18
Oct 13	-0.96	-0.53	-1.34	-0.66	-1.00	-1.61	-1.34	-1.13	-1.44	-0.99
Oct 14	-0.09	-0.53	0.27	0.05	-0.74	-0.38	-0.08	-0.58	0.14	-0.58
Oct 15	-0.47	0.53	0.24	0.06	0.41	0.54	0.47	1.54	1.31	2.44
Oct 16	0.36	0.13	0.28	0.48	0.84	0.61	0.61	0.56	1.89	2.09
Oct 17	0.18	0.41	0.65	-0.09	-0.38	-0.17	-0.38	1.42	1.32	1.92
Oct 18	0.61	0.49	-0.21	0.13	0.24	1.00	1.96	1.31	1.51	1.58
Oct 19	-0.12	-0.87	-0.52	0.24	0.74	1.36	0.89	0.55	0.65	0.37
Oct 20	-1.08	-0.80	-0.66	-0.97	-0.55	-1.63	-0.52	0.25	0.27	1.12
Oct 21	0.25	0.47	-0.04	0.67	-0.08	1.33	1.67	1.81	2.78	2.38
Oct 22	0.13	0.05	1.10	0.86	2.06	2.36	2.68	3.27	3.02	3.26
Oct 23	-0.14	-0.16	-0.21	1.15	1.37	1.18	1.86	1.33	1.49	1.90
Oct 24	1.05	0.77	2.79	2.73	3.37	3.53	3.00	3.39	3.10	3.52
Oct 25	0.39	1.36	0.71	0.91	0.99	1.29	1.53	2.27	2.76	2.21
Oct 26	0.41	-0.06	-0.39	-0.28	-0.52	0.22	0.70	1.07	1.34	1.52
Oct 27	-0.69	0.55	1.37	1.41	2.25	1.97	2.55	2.36	2.43	3.69
Oct 28	0.86	1.24	1.40	2.34	1.92	2.43	1.91	1.97	2.93	1.99
Oct 29	0.18	0.47	1.04	0.81	1.03	1.14	1.35	2.06	1.45	1.53
Oct 30	-0.30	0.42	-0.07	0.03	0.51	0.88	1.79	1.12	1.32	-0.51
Oct 31	-0.09	-0.54	-0.26	-0.42	-0.07	0.28	-0.49	-0.56	-2.00	-1.18
Nov 1	0.21	0.45	1.16	1.64	1.13	1.16	1.11	0.53	0.88	0.50
Nov 2	0.42	0.89	1.27	1.56	1.75	2.30	1.69	2.13	1.18	1.47
Nov 3	-0.60	-0.09	-0.18	-0.16	0.99	0.31	0.95	-0.56	-0.06	-0.79
Nov 4	-0.01	-0.41	-0.39	0.47	-0.41	0.31	-1.20	-0.44	-0.83	-0.33
Nov 5	0.20	0.39	1.04	0.48	0.53	-1.18	-0.60	-1.00	-0.57	0.29
Nov 6	0.50	1.42	0.76	0.95	-0.88	-0.36	-0.77	-0.43	0.53	0.79
Nov 7	0.39	-0.37	-0.45	-1.90	-1.07	-2.08	-2.61	-1.60	-1.25	-2.83
Nov 8	0.41	0.34	-0.22	0.16	-0.21	0.13	-0.32	0.39	-0.47	0.23
Nov 9	0.53	-0.05	0.40	-0.53	-0.24	-0.27	1.18	0.37	1.00	1.71
Nov 10	-0.99	-0.33	-1.81	-1.33	-2.06	-1.74	-1.01	-0.80	-1.10	-0.75
Nov 11	0.38	-1.12	-0.38	-0.77	-0.32	0.40	0.48	0.12	0.67	2.82
Nov 12	-1.72	-1.14	-1.54	-1.14	-0.27	-0.03	-1.22	-0.99	1.16	1.21
Nov 13	0.19	-0.23	0.12	1.12	1.42	-0.08	0.22	2.42	2.38	2.76
Nov 14	-0.98	-1.51	-0.45	-0.08	-1.68	-0.48	1.63	2.28	2.71	2.66
Nov 15	0.34	-0.10	0.63	-0.25	0.45	1.38	1.23	1.90	2.33	2.63
Nov 16	-0.10	1.39	0.54	1.18	1.88	1.08	2.23	2.09	2.25	2.02
Nov 17	0.11	0.94	1.07	0.67	1.07	2.88	3.30	3.09	2.68	1.71
Nov 18	0.73	0.73	0.26	0.88	3.11	3.74	3.86	3.28	2.33	2.68
Nov 19	0.10	-1.17	-0.87	1.32	1.41	2.01	2.11	1.54	1.86	2.59
Nov 20	-1.49	-1.09	1.16	1.25	1.60	1.56	0.33	1.22	1.84	1.42
Nov 21	1.06	3.42	4.24	4.66	4.53	3.54	4.30	4.78	4.24	5.34
Nov 22	0.93	1.71	1.98	2.07	1.84	2.17	2.73	2.41	2.64	2.22
Nov 23	0.03	0.25	0.30	0.66	0.74	0.40	-0.17	0.11	-0.40	-0.41
Nov 24	1.88	2.44	2.54	1.81	0.93	1.32	2.42	1.99	2.83	2.72
Nov 25	-0.26	-0.28	-0.80	-3.10	-2.00	-1.43	-2.26	-1.19	-0.72	-2.27
Nov 26	-0.54	-0.14	-0.55	1.09	0.99	0.96	1.56	1.77	0.27	0.56
Nov 27	0.63	1.05	0.78	0.80	1.15	1.05	1.11	1.40	1.36	2.00
Nov 28	-0.23	-1.18	-0.59	-0.15	-0.40	0.44	0.35	-1.53	-0.06	-1.28
Nov 29	-0.03	0.05	0.48	0.10	0.24	-0.09	-0.04	0.54	-0.29	0.13
Nov 30	-0.44	-0.54	-0.91	-0.47	-0.98	-1.15	-0.49	-1.12	-0.83	-0.45
Nov 31	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
Dec 1	-1.14	-0.79	-0.12	-0.69	-0.28	0.32	-1.42	-0.81	-1.35	0.41
Dec 2	0.54	1.22	0.57	1.47	1.81	0.00	0.95	0.01	1.74	0.16
Dec 3	0.56	-0.08	0.68	0.89	-0.53	0.42	-0.64	1.04	-0.07	1.59
Dec 4	-0.19	0.68	0.90	-0.45	0.72	-0.29	1.03	0.17	2.49	4.33
Dec 5	0.73	0.72	-0.86	0.57	-0.69	0.70	0.57	3.01	4.84	4.90
Dec 6	0.12	0.16	0.76	-0.06	0.36	0.84	2.39	3.09	3.71	3.35
Dec 7	-0.18	0.49	-0.13	0.17	0.56	1.91	1.99	2.69	2.32	2.63
Dec 8	0.39	-1.30	-0.72	-1.22	0.52	-0.48	0.62	1.47	1.11	2.62
Dec 9	-1.45	-0.58	-1.39	0.21	-1.34	0.02	0.87	0.45	2.22	2.14
Dec 10	0.61	-0.41	1.24	0.13	1.75	3.16	3.35	4.62	4.71	5.34
Dec 11	-0.83	0.45	-0.42	1.85	3.69	3.79	5.00	5.15	5.88	5.88
Dec 12	1.27	1.11	3.57	5.42	5.45	5.89	6.04	6.85	7.23	7.05
Dec 13	-0.11	1.42	2.09	2.69	2.35	2.57	3.50	4.26	4.34	2.80
Dec 14	1.09	1.16	1.84	1.48	1.79	3.09	3.66	3.85	2.48	2.02
Dec 15	-0.76	0.36	1.22	0.85	2.39	2.55	2.81	1.63	1.12	-0.62
Dec 16	1.00	1.89	1.47	3.28	3.18	3.39	2.62	1.79	-0.27	0.38
Dec 17	1.26	1.47	2.74	2.81	3.40	3.19	2.50	0.31	0.73	1.52
Dec 18	-0.61	0.57	0.67	1.37	1.34	0.69	-1.38	-1.20	-0.38	-1.12
Dec 19	0.30	0.40	1.14	1.48	1.31	-0.78	-0.51	0.03	-0.91	-0.37
Dec 20	0.09	0.99	1.68	1.73	0.27	0.18	-0.87	-0.98	-0.38	0.21
Dec 21	1.12	1.62	1.77	0.47	0.03	-1.27	-1.49	-0.66	-0.42	0.11
Dec 22	-0.08	0.16	-0.97	-1.46	-3.15	-2.72	-1.40	-1.53	-1.42	-2.24
Dec 23	0.28	-0.47	-1.25	-3.24	-2.62	-1.49	-1.96	-2.23	-2.46	-2.78
Dec 24	0.38	-0.64	-2.36	-2.32	-1.12	-1.62	-1.99	-1.58	-2.09	-1.73
Dec 25	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
Dec 26	-0.19	-2.34	-1.92	-1.31	-2.24	-2.09	-0.87	-0.84	-1.23	-0.68
Dec 27	-0.25	-0.33	-1.34	-1.42	-0.84	-0.27	-0.24	-1.09	-0.21	0.40
Dec 28	-0.47	-1.73	-1.93	-1.16	-0.93	-0.65	-1.41	-1.00	-0.15	0.23
Dec 29	-0.78	-0.30	1.03	0.85	0.71	0.23	0.25	1.18	1.65	1.09
Dec 30	0.59	1.74	1.22	0.68	0.85	0.45	1.29	2.05	1.30	1.34
Dec 31	0.92	-0.02	-0.81	-0.54	-0.90	-0.14	0.11	-0.47	-0.44	-0.51

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Next symbol is NLY+A

Seasonal Pattern Analysis - Annaly Capital Management Inc - NLY

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