ANNALY CAP MGMT INC

CUSIP: 035710409 Class: COM

State of New Jersey Common Pension Fund D's Holding History (CIK: 0001483066)

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

Q2 2022
Shares 856,485 Value ($000) $5,062 Avg Close — Range —
Q1 2022
Shares 818,304 Value ($000) $5,761 Avg Close — Range —
Q4 2021
Shares 793,294 Value ($000) $6,204 Avg Close — Range —
Q3 2021
Shares 808,776 Value ($000) $6,810 Avg Close — Range —
Q2 2021
Shares 795,442 Value ($000) $7,064 Avg Close — Range —
Q1 2021
Shares 746,779 Value ($000) $6,422 Avg Close — Range —
Q4 2020
Shares 852,254 Value ($000) $7,202 Avg Close — Range —
Q3 2020
Shares 896,915 Value ($000) $6,386 Avg Close — Range —
Q2 2020
Shares 901,142 Value ($000) $5,911 Avg Close — Range —
Q1 2020
Shares 884,311 Value ($000) $4,483 Avg Close — Range —
Q4 2019
Shares 884,311 Value ($000) $8,330 Avg Close — Range —
Q3 2019
Shares 726,800 Value ($000) $6,396 Avg Close — Range —