ANNALY CAP MGMT INC

CUSIP: 035710409 Class: COM

STATE OF MICHIGAN RETIREMENT SYSTEM's Holding History (CIK: 0000762152)

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

Q2 2022
Shares 59,824 Value ($000) $354 Avg Close — Range —
Q1 2022
Shares 54,324 Value ($000) $382 Avg Close — Range —
Q4 2021
Shares 54,324 Value ($000) $425 Avg Close — Range —
Q3 2021
Shares 22,200 Value ($000) $187 Avg Close — Range —
Q2 2021
Shares 22,200 Value ($000) $197 Avg Close — Range —
Q1 2021
Shares 22,000 Value ($000) $189 Avg Close — Range —
Q4 2020
Shares 22,000 Value ($000) $186 Avg Close — Range —
Q3 2020
Shares 35,400 Value ($000) $252 Avg Close — Range —
Q4 2019
Shares 16,700,000 Value ($000) $157,314 Avg Close — Range —
Q3 2019
Shares 19,100,000 Value ($000) $168,080 Avg Close — Range —
Q2 2019
Shares 33,107,190 Value ($000) $302,269 Avg Close — Range —
Q1 2019
Shares 28,107,190 Value ($000) $280,791 Avg Close — Range —
Q4 2018
Shares 27,582,275 Value ($000) $270,858 Avg Close — Range —
Q3 2018
Shares 27,582,275 Value ($000) $282,167 Avg Close — Range —