CALIFORNIA STATE TEACHERS RETIREMENT SYSTEM

Pension

Position in NLY — Annaly Capital Management Inc

CIK 1081019 WEST SACRAMENTO, CA

Back to NLY Full portfolio

Position in NLY

as of Jun 30, 2026 · filed Aug 24, 2026 Compact

Position Value

$29,412,858

-$5,075,812 QoQ

Shares Held

1,315,423

-19.3% QoQ

Ownership

0.175%

of shares outstanding

% of Portfolio

0.03%

of 13F equity value

Holder Rank

—

not a current holder

Holding Since

Mar 2020

26 quarters on record

Voting authority Sole 100% Shared 0% None 0%

Common Shares in NLY Over Time

Shares Held

Position Value (USD)

Position in REIT - Mortgage

Real Estate · as of Jun 30, 2026

CALIFORNIA STATE TEACHERS RETIREMENT SYSTEM holds $84,160,083 across 32 REIT - Mortgage names. NLY ranks #1 (34.9% of the industry book) .

#	Ticker	Company	Shares	Value (USD)
1	NLY	Annaly Capital Management Inc This page	1,315,423	$29,412,858
2	AGNC	AGNC Investment Corp.	1,314,930	$14,332,737
3	STWD	Starwood Property Trust, Inc.	410,809	$6,729,051
4	RITM	Rithm Capital Corp.	650,094	$6,104,382
5	BXMT	Blackstone Mortgage Trust, Inc.	192,757	$3,267,231
6	DX	Dynex Capital Inc	243,492	$3,192,180
7	TWO-PC	Two Harbors Investment Corp.	119,969	$2,993,226
8	ARR	Armour Residential REIT, Inc.	144,590	$2,523,095

All Filings in NLY

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26 filing rows on record

Report Date	Value (USD)	Shares	Change	Type	Discretion	Filed
2026-06-30	$29,412,858	1,315,423	-19.3%	Shares	Sole	2026-08-24
2026-03-31	$34,488,670	1,630,670	+2.4%	Shares	Sole	2026-05-18
2025-12-31	$35,617,758	1,592,923	+7.2%	Shares	Sole	2026-02-17
2025-09-30	$30,020,661	1,485,436	+15.2%	Shares	Sole	2025-11-14
2025-06-30	$24,273,132	1,289,752	+27.2%	Shares	Sole	2025-08-14
2025-03-31	$20,588,247	1,013,700	+3.4%	Shares	Sole	2025-05-15
2024-12-31	$17,945,638	980,636	+18.6%	Shares	Sole	2025-03-18
2024-09-30	$16,591,788	826,696	+1.1%	Shares	Sole	2025-04-04
2024-06-30	$15,582,941	817,573	+4.7%	Shares	Sole	2025-04-08
2024-03-31	$15,378,342	781,023	+1.3%	Shares	Sole	2024-05-16
2023-12-31	$14,927,354	770,643	-4.0%	Shares	Sole	2024-02-13
2023-09-30	$15,095,438	802,522	-2.1%	Shares	Sole	2023-11-14
2023-06-30	$16,407,899	819,985	-1.6%	Shares	Sole	2023-08-21
2023-03-31	$15,925,394	833,354	-0.9%	Shares	Sole	2023-05-09
2022-12-31	$17,720,396	840,626	+8.8%	Shares	Sole	2023-02-14
2022-09-30	$13,264,474	772,988	-72.7%	Shares	Sole	2022-11-21
2022-06-30	$16,738,461	2,832,227	+9.2%	Shares	Sole	2022-08-15
2022-03-31	$18,261,760	2,594,000	-4.1%	Shares	Sole	2022-05-16
2021-12-31	$21,146,499	2,704,156	+4.5%	Shares	Sole	2022-02-15
2021-09-30	$21,783,710	2,587,139	-1.9%	Shares	Sole	2021-11-15
2021-06-30	$23,425,244	2,637,978	-3.4%	Shares	Sole	2021-08-16
2021-03-31	$23,475,437	2,729,702	+2.3%	Shares	Sole	2021-05-18
2020-12-31	$22,548,968	2,668,517	+0.8%	Shares	Sole	2021-02-16
2020-09-30	$18,854,550	2,648,111	-0.3%	Shares	Sole	2020-11-17
2020-06-30	$17,418,367	2,655,239	+2.7%	Shares	Sole	2020-08-17
2020-03-31	$13,106,654	2,585,139	—	Shares	Sole	2020-05-13
No filing history on record for this holder in this stock.