NLY	2015-10-31	100000	0.00	0.00	-100.00
NLY	2015-11-30	200000	95418.33	2490.04	-52.29
NLY	2015-12-31	300000	191134.63	5094.21	-36.29
NLY	2016-01-31	400000	293265.05	7717.50	-26.68
NLY	2016-02-29	500000	419009.07	10340.80	-16.20
NLY	2016-03-31	600000	525271.25	12799.01	-12.45
NLY	2016-04-30	700000	634236.30	15216.80	-9.39
NLY	2016-05-31	800000	745608.09	17618.34	-6.80
NLY	2016-06-30	900000	883308.70	19948.25	-1.85
NLY	2016-07-31	1000000	976127.32	22225.12	-2.39
NLY	2016-08-31	1100000	1048959.67	24485.52	-4.64
NLY	2016-09-30	1200000	1126431.04	26819.79	-6.13
NLY	2016-10-31	1300000	1214496.50	29307.35	-6.58
NLY	2016-11-30	1400000	1297986.71	31751.14	-7.29
NLY	2016-12-31	1500000	1465935.57	36758.66	-2.27
NLY	2017-01-31	1600000	1502694.23	36758.66	-6.08
NLY	2017-02-28	1700000	1740589.16	39202.46	2.39
NLY	2017-03-31	1800000	1843803.98	41489.74	2.43
NLY	2017-04-30	1900000	2066180.42	43737.94	8.75
NLY	2017-05-31	2000000	2196848.77	45844.09	9.84
NLY	2017-06-30	2100000	2309851.49	47922.23	9.99
NLY	2017-07-31	2200000	2404382.30	49966.38	9.29
NLY	2017-08-31	2300000	2601795.98	52035.92	13.12
NLY	2017-09-30	2400000	2635104.41	54042.34	9.80
NLY	2017-10-31	2500000	2572325.75	56115.31	2.89
NLY	2017-11-30	2600000	2720764.70	58285.45	4.64
NLY	2017-12-31	2700000	2872818.67	60404.09	6.40
NLY	2018-01-31	2800000	2636953.53	62546.34	-5.82
NLY	2018-02-28	2900000	2604882.75	64927.29	-10.18
NLY	2018-03-31	3000000	2811829.81	67397.64	-6.27
NLY	2018-04-30	3100000	2895847.49	69813.10	-6.59
NLY	2018-05-31	3200000	3013473.16	72230.90	-5.83
NLY	2018-06-30	3300000	3071586.98	74625.53	-6.92
NLY	2018-07-31	3400000	3303119.12	77031.69	-2.85
NLY	2018-08-31	3500000	3473449.19	81766.70	-0.76
NLY	2018-09-30	3600000	3345893.03	81766.70	-7.06
NLY	2018-10-31	3700000	3324441.78	84205.72	-10.15
NLY	2018-11-30	3800000	3483630.63	86743.79	-8.33
NLY	2018-12-31	3900000	3504235.78	89211.71	-10.15
NLY	2019-01-31	4000000	3831041.94	91739.51	-4.22
NLY	2019-02-28	4100000	3814688.99	94143.36	-6.96
NLY	2019-03-31	4200000	3860879.46	96618.61	-8.07
NLY	2019-04-30	4300000	3999925.06	99106.17	-6.98
NLY	2019-05-31	4400000	3580513.57	101603.67	-18.62
NLY	2019-06-30	4500000	3811450.12	104366.10	-15.30
NLY	2019-07-31	4600000	4091730.26	107113.36	-11.05
NLY	2019-08-31	4700000	3744555.39	112787.81	-20.33
NLY	2019-09-30	4800000	3970131.01	112787.81	-17.29
NLY	2019-10-31	4900000	4155878.09	115698.17	-15.19
NLY	2019-11-30	5000000	4420383.18	118445.42	-11.59
NLY	2019-12-31	5100000	4563988.23	121124.95	-10.51
NLY	2020-01-31	5200000	4831671.84	123762.08	-7.08
NLY	2020-02-29	5300000	4476352.09	126307.91	-15.54
NLY	2020-03-31	5400000	2615232.09	128956.21	-51.57
NLY	2020-04-30	5500000	3366925.93	134677.04	-38.78
NLY	2020-05-31	5600000	3418931.51	138755.34	-38.95
NLY	2020-06-30	5700000	3745398.70	142736.23	-34.29
NLY	2020-07-31	5800000	4346483.08	146642.48	-25.06
NLY	2020-08-31	5900000	4409419.76	149980.27	-25.26
NLY	2020-09-30	6000000	4367784.32	153363.22	-27.20
NLY	2020-10-31	6100000	4446904.97	156802.01	-27.10
NLY	2020-11-30	6200000	5128161.41	160255.04	-17.29
NLY	2020-12-31	6300000	5521459.07	163356.78	-12.36
NLY	2021-01-31	6400000	5404491.60	166394.45	-15.55
NLY	2021-02-28	6500000	5631193.00	169410.13	-13.37
NLY	2021-03-31	6600000	5929846.49	172379.25	-10.15
NLY	2021-04-30	6700000	6364942.78	175246.22	-5.00
NLY	2021-05-31	6800000	6599886.60	177990.46	-2.94
NLY	2021-06-30	6900000	6416488.75	180644.39	-7.01
NLY	2021-07-31	7000000	6229862.63	183447.08	-11.00
NLY	2021-08-31	7100000	6479826.80	186416.20	-8.73
NLY	2021-09-30	7200000	6374946.70	189279.89	-11.46
NLY	2021-10-31	7300000	6505231.46	192234.97	-10.89
NLY	2021-11-30	7400000	6322380.89	195135.20	-14.56
NLY	2021-12-31	7500000	6201824.28	198268.04	-17.31
NLY	2022-01-31	7600000	6363528.70	201377.49	-16.27
NLY	2022-02-28	7700000	5697687.89	204658.33	-26.00
NLY	2022-03-31	7800000	5862054.89	208169.56	-24.85
NLY	2022-04-30	7900000	5436729.32	211710.64	-31.18
NLY	2022-05-31	8000000	5699165.55	215550.89	-28.76
NLY	2022-06-30	8100000	5184495.00	219310.28	-35.99
NLY	2022-07-31	8200000	6148577.03	223422.13	-25.02
NLY	2022-08-31	8300000	5857768.96	227045.32	-29.42
NLY	2022-09-30	8400000	3963338.95	230963.81	-52.82
NLY	2022-10-31	8500000	4383682.57	236317.13	-48.43
NLY	2022-11-30	8600000	5238636.08	241746.01	-39.09
NLY	2022-12-31	8700000	5292349.59	251060.23	-39.17
NLY	2023-01-31	8800000	5892383.38	251060.23	-33.04
NLY	2023-02-28	8900000	5278092.26	255226.89	-40.70
NLY	2023-03-31	9000000	4972936.12	260226.89	-44.75
NLY	2023-04-30	9100000	5305327.93	265531.93	-41.70
NLY	2023-05-31	9200000	5110965.27	270707.92	-44.45
NLY	2023-06-30	9300000	5519850.58	275854.60	-40.65
NLY	2023-07-31	9400000	5643588.96	280915.33	-39.96
NLY	2023-08-31	9500000	5795402.56	285910.33	-39.00
NLY	2023-09-30	9600000	5470360.22	290821.92	-43.02
NLY	2023-10-31	9700000	4629032.18	296542.75	-52.28
NLY	2023-11-30	9800000	5469727.35	302696.59	-44.19
NLY	2023-12-31	9900000	5967935.97	308102.00	-39.72
NLY	2024-01-31	10000000	6012114.07	313294.11	-39.88
NLY	2024-02-29	10100000	6078331.81	318403.97	-39.82
NLY	2024-03-31	10200000	6372301.66	323631.36	-37.53
NLY	2024-04-30	10300000	6161250.79	328775.39	-40.18
NLY	2024-05-31	10400000	6580723.69	334046.87	-36.72
NLY	2024-06-30	10500000	6462615.98	339066.95	-38.45
NLY	2024-07-31	10600000	6857521.84	344426.01	-35.31
NLY	2024-08-31	10700000	7145036.80	354416.51	-33.22
NLY	2024-09-30	10800000	7113139.26	354416.51	-34.14
NLY	2024-10-31	10900000	6834497.25	359521.16	-37.30
NLY	2024-11-30	11000000	7270372.79	364795.42	-33.91
NLY	2024-12-31	11100000	6767623.33	369815.50	-39.03
NLY	2025-01-31	11200000	7658978.88	375256.19	-31.62
NLY	2025-02-28	11300000	8349284.77	380204.24	-26.11
NLY	2025-03-31	11400000	7816810.13	384874.96	-31.43
NLY	2025-04-30	11500000	7641110.24	389852.56	-33.56
NLY	2025-05-31	11600000	7485286.05	395001.89	-35.47
NLY	2025-06-30	11700000	7534630.94	400352.34	-35.60
NLY	2025-07-31	11800000	8245938.27	405604.44	-30.12
NLY	2025-08-31	11900000	8798073.79	415199.32	-26.07
NLY	2025-09-30	12000000	8391177.86	415199.32	-30.07
NLY	2025-10-31	12100000	8619537.96	415199.32	-28.76