ANNALY CAPITAL MANAGEMENT IN

Ticker: NLY CUSIP: 035710839 Class: COM NEW

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

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

Q4 2025
Shares 187,001 Value ($000) $4,181 Avg Close — Range —
Q3 2025
Shares 183,788 Value ($000) $3,714 Avg Close — Range —
Q2 2025
Shares 164,056 Value ($000) $3,088 Avg Close — Range —
Q1 2025
Shares 139,663 Value ($000) $2,837 Avg Close — Range —
Q4 2024
Shares 162,798 Value ($000) $2,979 Avg Close — Range —
Q3 2024
Shares 162,798 Value ($000) $3,267 Avg Close — Range —
Q2 2024
Shares 170,574 Value ($000) $3,251 Avg Close — Range —
Q1 2024
Shares 271,290 Value ($000) $5,342 Avg Close — Range —
Q4 2023
Shares 271,290 Value ($000) $5,255 Avg Close — Range —
Q3 2023
Shares 271,290 Value ($000) $5,103 Avg Close — Range —
Q2 2023
Shares 271,290 Value ($000) $5,429 Avg Close — Range —
Q1 2023
Shares 271,290 Value ($000) $5,184 Avg Close — Range —
Q4 2022
Shares 271,290 Value ($000) $5,719 Avg Close — Range —
Q3 2022
Shares 246,089 Value ($000) $4,223 Avg Close — Range —