ANNALY CAPITAL MANAGEMENT IN

Ticker: NLY CUSIP: 035710839 Class: COM NEW

NEW YORK STATE COMMON RETIREMENT FUND's Holding History (CIK: 0000810265)

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

Q4 2025
Shares 434,884 Value ($000) $9,724 Avg Close — Range —
Q3 2025
Shares 397,484 Value ($000) $8,033 Avg Close — Range —
Q2 2025
Shares 345,284 Value ($000) $6,498 Avg Close — Range —
Q1 2025
Shares 322,284 Value ($000) $6,546 Avg Close — Range —
Q4 2024
Shares 341,784 Value ($000) $6,255 Avg Close — Range —
Q3 2024
Shares 331,784 Value ($000) $6,659 Avg Close — Range —
Q2 2024
Shares 402,628 Value ($000) $7,674 Avg Close — Range —
Q1 2024
Shares 398,375 Value ($000) $7,844 Avg Close — Range —
Q4 2023
Shares 434,075 Value ($000) $8,408 Avg Close — Range —
Q3 2023
Shares 482,607 Value ($000) $9,078 Avg Close — Range —
Q2 2023
Shares 559,336 Value ($000) $11,192 Avg Close — Range —
Q1 2023
Shares 543,358 Value ($000) $10,384 Avg Close — Range —
Q4 2022
Shares 571,887 Value ($000) $12,055 Avg Close — Range —
Q3 2022
Shares 502,987 Value ($000) $8,631 Avg Close — Range —