Annaly Capital Management Inc

State of New Jersey Common Pension Fund D NLY

Report date

6/30/2022

Quarter

2022 Q2

Filed

8/4/2022

Shares

856,485

Value ($000)

5,062

Weight

0.0%

2019 Q4 - 2022 Q2 (11 filings)

Shares History

History scope: non-option holdings only (PUT/CALL rows excluded).

All 13F Holders	Filing date	Value ($000s)	% of Holdings	Shares	Reporting period
2022 Q2	8/4/2022	5,062	0.0%	856,485	6/30/2022
2022 Q1	5/3/2022	5,761	0.0%	818,304	3/31/2022
2021 Q4	1/31/2022	6,204	0.0%	793,294	12/31/2021
2021 Q3	10/27/2021	6,810	0.0%	808,776	9/30/2021
2021 Q2	7/23/2021	7,064	0.0%	795,442	6/30/2021
2021 Q1	4/27/2021	6,422	0.0%	746,779	3/31/2021
2020 Q4	2/3/2021	7,202	0.0%	852,254	12/31/2020
2020 Q3	10/27/2020	6,386	0.0%	896,915	9/30/2020
2020 Q2	8/4/2020	5,911	0.0%	901,142	6/30/2020
2020 Q1	6/19/2020	4,483	0.0%	884,311	3/31/2020
2019 Q4	1/31/2020	8,330	0.0%	884,311	12/31/2019