ANNALY CAPITAL MANAGEMENT IN

Ticker: NLY CUSIP: 035710839 Class: COM NEW

NEW MEXICO EDUCATIONAL RETIREMENT BOARD's Holding History (CIK: 0000862469)

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

Q4 2025
Shares 139,925 Value ($000) $3 Avg Close — Range —
Q3 2025
Shares 124,725 Value ($000) $3 Avg Close — Range —
Q2 2025
Shares 124,725 Value ($000) $2 Avg Close — Range —
Q1 2025
Shares 115,325 Value ($000) $2 Avg Close — Range —
Q4 2024
Shares 115,325 Value ($000) $2 Avg Close — Range —
Q3 2024
Shares 104,725 Value ($000) $2 Avg Close — Range —
Q2 2024
Shares 104,725 Value ($000) $2 Avg Close — Range —
Q1 2024
Shares 104,725 Value ($000) $2 Avg Close — Range —
Q4 2023
Shares 95,725 Value ($000) $2 Avg Close — Range —
Q3 2023
Shares 95,725 Value ($000) $2 Avg Close — Range —
Q2 2023
Shares 95,725 Value ($000) $2 Avg Close — Range —
Q1 2023
Shares 84,725 Value ($000) $2 Avg Close — Range —
Q4 2022
Shares 74,325 Value ($000) $2 Avg Close — Range —
Q3 2022
Shares 67,225 Value ($000) $1,154 Avg Close — Range —