ANNALY CAPITAL MANAGEMENT IN

Ticker: NLY CUSIP: 035710839 Class: COM NEW

O'SHAUGHNESSY ASSET MANAGEMENT, LLC's Holding History (CIK: 0001423442)

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

Q4 2025
Shares 30,655 Value ($000) $685 Avg Close — Range —
Q3 2025
Shares 21,978 Value ($000) $444 Avg Close — Range —
Q2 2025
Shares 23,712 Value ($000) $446 Avg Close — Range —
Q1 2025
Shares 27,169 Value ($000) $552 Avg Close — Range —
Q4 2024
Shares 16,892 Value ($000) $309 Avg Close — Range —
Q3 2024
Shares 15,453 Value ($000) $306 Avg Close — Range —
Q2 2024
Shares 13,957 Value ($000) $266 Avg Close — Range —
Q3 2022
Shares 415,821 Value ($000) $7,136 Avg Close — Range —