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State of New Jersey Common Pension Fund D
> NLY
| Date | Name | Ticker | Shares | Change | Value | Change | Price |
| 06/30/2022 | ANNALY CAPITAL MANAGEMENT INC | NLY | 856,485 | 38,181 | 5,062,000 | -699,000 | $5.91 |
| 03/31/2022 | ANNALY CAPITAL MANAGEMENT INC | NLY | 818,304 | 25,010 | 5,761,000 | -443,000 | $7.04 |
| 12/31/2021 | ANNALY CAPITAL MANAGEMENT INC | NLY | 793,294 | -15,482 | 6,204,000 | -606,000 | $7.82 |
| 09/30/2021 | ANNALY CAPITAL MANAGEMENT INC | NLY | 808,776 | 13,334 | 6,810,000 | -254,000 | $8.42 |
| 06/30/2021 | ANNALY CAPITAL MANAGEMENT INC | NLY | 795,442 | -56,812 | 7,064,000 | -138,000 | $8.88 |
| 12/31/2020 | ANNALY CAPITAL MANAGEMENT INC | NLY | 852,254 | -44,661 | 7,202,000 | 816,000 | $8.45 |
| 09/30/2020 | ANNALY CAPITAL MANAGEMENT INC | NLY | 896,915 | -4,227 | 6,386,000 | 475,000 | $7.12 |
| 06/30/2020 | ANNALY CAPITAL MANAGEMENT INC | NLY | 901,142 | 16,831 | 5,911,000 | 1,428,000 | $6.56 |
| 03/31/2020 | ANNALY CAPITAL MANAGEMENT INC | NLY | 884,311 | 0 | 4,483,000 | -3,847,000 | $5.07 |
| 12/31/2019 | ANNALY CAPITAL MANAGEMENT INC | NLY | 884,311 | 157,511 | 8,330,000 | 1,934,000 | $9.42 |
| 09/30/2019 | ANNALY CAPITAL MANAGEMENT INC | NLY | 726,800 | 726,800 | 6,396,000 | 6,396,000 | $8.80 |
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