ANNALY CAPITAL MANAGEMENT IN

Ticker: NLY CUSIP: 035710839 Class: COM NEW

Grantham, Mayo, Van Otterloo & Co. LLC's Holding History (CIK: 0001352662)

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

Q4 2025
Shares 112,479 Value ($000) $2,515 Avg Close — Range —
Q3 2025
Shares 74,119 Value ($000) $1,498 Avg Close — Range —