ANNALY CAPITAL MANAGEMENT IN

Ticker: NLY CUSIP: 035710839 Class: COM NEW

Mount Lucas Management LP's Holding History (CIK: 0001185072)

Note: Option positions (PUT/CALL) are excluded.

Q4 2025
Shares 132,000 Value ($000) $2,952 Avg Close — Range —
Q3 2025
Shares 217,000 Value ($000) $4,386 Avg Close — Range —
Q2 2025
Shares 291,600 Value ($000) $5,488 Avg Close — Range —
Q1 2025
Shares 281,100 Value ($000) $5,709 Avg Close — Range —
Q4 2024
Shares 262,000 Value ($000) $4,795 Avg Close — Range —
Q3 2024
Shares 262,000 Value ($000) $5,258 Avg Close — Range —
Q2 2024
Shares 254,000 Value ($000) $4,841 Avg Close — Range —
Q1 2024
Shares 252,965 Value ($000) $4,981 Avg Close — Range —
Q4 2023
Shares 244,632 Value ($000) $4,739 Avg Close — Range —
Q3 2023
Shares 196,600 Value ($000) $3,698 Avg Close — Range —
Q2 2023
Shares 152,800 Value ($000) $3,058 Avg Close — Range —
Q1 2023
Shares 148,000 Value ($000) $2,828 Avg Close — Range —