ANNALY CAPITAL MANAGEMENT IN

Ticker: NLY CUSIP: 035710839 Class: COM NEW

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

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

Q4 2025
Shares 178,031 Value ($000) $3,981 Avg Close — Range —
Q3 2025
Shares 167,131 Value ($000) $3,378 Avg Close — Range —
Q2 2025
Shares 159,731 Value ($000) $3,006 Avg Close — Range —
Q1 2025
Shares 152,331 Value ($000) $3,094 Avg Close — Range —
Q4 2024
Shares 146,631 Value ($000) $2,683 Avg Close — Range —
Q3 2024
Shares 131,931 Value ($000) $2,648 Avg Close — Range —
Q2 2024
Shares 133,531 Value ($000) $2,545 Avg Close — Range —
Q1 2024
Shares 137,031 Value ($000) $2,698 Avg Close — Range —
Q4 2023
Shares 134,231 Value ($000) $2,600 Avg Close — Range —
Q3 2023
Shares 134,031 Value ($000) $2,521 Avg Close — Range —
Q2 2023
Shares 140,631 Value ($000) $2,814 Avg Close — Range —
Q1 2023
Shares 139,331 Value ($000) $2,663 Avg Close — Range —
Q4 2022
Shares 140,131 Value ($000) $2,954 Avg Close — Range —
Q3 2022
Shares 123,631 Value ($000) $2,122 Avg Close — Range —