ANNALY CAP MGMT INC

CUSIP: 035710409 Class: COM

OREGON PUBLIC EMPLOYEES RETIREMENT FUND's Holding History (CIK: 0001107314)

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

Q2 2022
Shares 346,551 Value ($000) $2,048 Avg Close — Range —
Q1 2022
Shares 305,951 Value ($000) $2,154 Avg Close — Range —
Q4 2021
Shares 340,551 Value ($000) $2,663 Avg Close — Range —
Q3 2021
Shares 367,540 Value ($000) $3,095 Avg Close — Range —
Q2 2021
Shares 346,340 Value ($000) $3,075 Avg Close — Range —
Q1 2021
Shares 344,880 Value ($000) $2,966 Avg Close — Range —
Q4 2020
Shares 344,880 Value ($000) $2,914 Avg Close — Range —
Q3 2020
Shares 469,752 Value ($000) $3,345 Avg Close — Range —
Q2 2020
Shares 495,652 Value ($000) $3,251 Avg Close — Range —
Q1 2020
Shares 268,152 Value ($000) $1,360 Avg Close — Range —
Q4 2019
Shares 285,152 Value ($000) $2,686 Avg Close — Range —
Q3 2019
Shares 252,252 Value ($000) $2,220 Avg Close — Range —
Q2 2019
Shares 249,552 Value ($000) $2,278 Avg Close — Range —
Q1 2019
Shares 252,352 Value ($000) $2,521 Avg Close — Range —
Q4 2018
Shares 241,002 Value ($000) $2,367 Avg Close — Range —
Q3 2018
Shares 236,353 Value ($000) $2,418 Avg Close — Range —
Q2 2018
Shares 233,989 Value ($000) $2,408 Avg Close — Range —
Q1 2018
Shares 159,698 Value ($000) $1,666 Avg Close — Range —
Q4 2017
Shares 117,267 Value ($000) $1,429 Avg Close — Range —
Q3 2017
Shares 117,267 Value ($000) $1,429 Avg Close — Range —
Q2 2017
Shares 116,082 Value ($000) $1,399 Avg Close — Range —
Q1 2017
Shares 106,182 Value ($000) $1,180 Avg Close — Range —
Q4 2016
Shares 106,182 Value ($000) $1,059 Avg Close — Range —
Q3 2016
Shares 125,693 Value ($000) $1,320 Avg Close — Range —
Q2 2016
Shares 131,923 Value ($000) $1,460 Avg Close — Range —
Q1 2016
Shares 166,620 Value ($000) $1,710 Avg Close — Range —
Q4 2015
Shares 166,620 Value ($000) $1,563 Avg Close — Range —
Q3 2015
Shares 165,620 Value ($000) $1,635 Avg Close — Range —
Q2 2015
Shares 164,787 Value ($000) $1,514 Avg Close — Range —
Q1 2015
Shares 160,387 Value ($000) $1,668 Avg Close — Range —
Q4 2014
Shares 152,487 Value ($000) $1,648 Avg Close — Range —
Q3 2014
Shares 137,387 Value ($000) $1,467 Avg Close — Range —
Q2 2014
Shares 127,687 Value ($000) $1,459 Avg Close — Range —
Q1 2014
Shares 109,987 Value ($000) $1,207 Avg Close — Range —
Q4 2013
Shares 109,887 Value ($000) $1,096 Avg Close — Range —
Q3 2013
Shares 40,187 Value ($000) $465 Avg Close — Range —
Q2 2013
Shares 32,787 Value ($000) $412 Avg Close — Range —