ANNALY CAPITAL MANAGEMENT IN

Ticker: NLY CUSIP: 035710839 Class: COM NEW

MARSHALL WACE, LLP's Holding History (CIK: 0001318757)

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

Q4 2025
Shares 317,639 Value ($000) $7,102 Avg Close — Range —
Q3 2025
Shares 1,990,787 Value ($000) $40,234 Avg Close — Range —
Q1 2025
Shares 19,931 Value ($000) $405 Avg Close — Range —
Q3 2024
Shares 14,338 Value ($000) $288 Avg Close — Range —
Q2 2023
Shares 2,502,069 Value ($000) $50,066 Avg Close — Range —
Q1 2023
Shares 6,723,322 Value ($000) $128,483 Avg Close — Range —
Q4 2022
Shares 8,376,819 Value ($000) $176,583 Avg Close — Range —
Q3 2022
Shares 9,353,019 Value ($000) $160,495 Avg Close — Range —