California Public Employees Retirement System

Pension

Position in AGNC — AGNC Investment Corp.

CIK 919079 Sacramento, CA

Back to AGNC Full portfolio

Position in AGNC

as of Jun 30, 2026 · filed Aug 14, 2026 Compact

Position Value

$29,627,486

+$14,223,834 QoQ

Shares Held

2,718,118

+77.0% QoQ

Ownership

0.229%

of shares outstanding

% of Portfolio

0.02%

of 13F equity value

Holder Rank

#32

of 698 holders

Holding Since

Mar 2020

26 quarters on record

Voting authority Sole 100% Shared 0% None 0%

Common Shares in AGNC Over Time

Shares Held

Position Value (USD)

Position in REIT - Mortgage

Real Estate · as of Jun 30, 2026

California Public Employees Retirement System holds $76,126,828 across 4 REIT - Mortgage names. AGNC ranks #1 (38.9% of the industry book) .

#	Ticker	Company	Shares	Value (USD)
1	AGNC	AGNC Investment Corp. This page	2,718,118	$29,627,486
2	NLY	Annaly Capital Management Inc	1,279,502	$28,609,664
3	STWD	Starwood Property Trust, Inc.	616,586	$10,099,678
4	RITM	Rithm Capital Corp.	829,606	$7,790,000

All Filings in AGNC

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26 filing rows on record

Report Date	Value (USD)	Shares	Change	Type	Discretion	Filed
2026-06-30	$29,627,486	2,718,118	+77.0%	Shares	Sole	2026-08-14
2026-03-31	$15,403,652	1,535,758	+3.4%	Shares	Sole	2026-05-06
2025-12-31	$15,925,246	1,485,564	+2.6%	Shares	Sole	2026-02-12
2025-09-30	$14,168,920	1,447,285	+18.3%	Shares	Sole	2025-11-14
2025-06-30	$11,240,353	1,223,107	+9.1%	Shares	Sole	2025-08-13
2025-03-31	$10,743,845	1,121,487	+9.7%	Shares	Sole	2025-05-13
2024-12-31	$9,419,260	1,022,721	+0.3%	Shares	Sole	2025-04-23
2024-09-30	$10,670,371	1,020,112	-14.8%	Shares	Sole	2024-11-13
2024-06-30	$11,416,441	1,196,692	+20.4%	Shares	Sole	2024-08-14
2024-03-31	$9,842,936	994,236	-13.5%	Shares	Sole	2024-04-30
2023-12-31	$11,269,531	1,148,780	+3.0%	Shares	Sole	2024-02-01
2023-09-30	$10,528,337	1,115,290	+1.6%	Shares	Sole	2023-11-02
2023-06-30	$11,121,463	1,097,874	-2.2%	Shares	Sole	2023-08-09
2023-03-31	$11,315,414	1,122,561	-10.8%	Shares	Sole	2023-05-12
2022-12-31	$13,027,027	1,258,650	+5.5%	Shares	Sole	2023-02-08
2022-09-30	$10,044,933	1,192,985	+12.1%	Shares	Sole	2022-11-09
2022-06-30	$11,784,059	1,064,504	-0.2%	Shares	Sole	2022-08-10
2022-03-31	$13,971,569	1,066,532	-7.7%	Shares	Sole	2022-05-04
2021-12-31	$17,373,350	1,155,143	-4.6%	Shares	Sole	2022-02-10
2021-09-30	$19,099,567	1,211,133	+0.1%	Shares	Sole	2021-11-10
2021-06-30	$20,439,416	1,210,149	-71.2%	Shares	Sole	2021-08-13
2021-03-31	$70,410,922	4,201,129	-6.7%	Shares	Sole	2021-05-14
2020-12-31	$70,217,737	4,501,137	-4.6%	Shares	Sole	2021-02-02
2020-09-30	$65,600,074	4,716,037	+1.9%	Shares	Sole	2020-11-05
2020-06-30	$59,694,517	4,627,482	+1.3%	Shares	Sole	2020-08-12
2020-03-31	$48,352,388	4,570,169	—	Shares	Sole	2020-05-12
No filing history on record for this holder in this stock.