California Public Employees Retirement System

Pension

Position in NLY — Annaly Capital Management Inc

CIK 919079 Sacramento, CA

Back to NLY Full portfolio

Position in NLY

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

Position Value

$28,609,664

+$3,174,548 QoQ

Shares Held

1,279,502

+6.4% QoQ

Ownership

0.170%

of shares outstanding

% of Portfolio

0.02%

of 13F equity value

Holder Rank

#52

of 781 holders

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 Public Employees Retirement System holds $76,126,828 across 4 REIT - Mortgage names. NLY ranks #2 (37.6% of the industry book) .

#	Ticker	Company	Shares	Value (USD)
1	AGNC	AGNC Investment Corp.	2,718,118	$29,627,486
2	NLY	Annaly Capital Management Inc This page	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 NLY

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26 filing rows on record

Report Date	Value (USD)	Shares	Change	Type	Discretion	Filed
2026-06-30	$28,609,664	1,279,502	+6.4%	Shares	Sole	2026-08-14
2026-03-31	$25,435,116	1,202,606	+0.1%	Shares	Sole	2026-05-06
2025-12-31	$26,851,319	1,200,864	+9.0%	Shares	Sole	2026-02-12
2025-09-30	$22,271,581	1,102,008	+8.2%	Shares	Sole	2025-11-14
2025-06-30	$19,160,152	1,018,074	+18.7%	Shares	Sole	2025-08-13
2025-03-31	$17,417,876	857,601	+6.9%	Shares	Sole	2025-05-13
2024-12-31	$14,677,094	802,027	-3.4%	Shares	Sole	2025-04-23
2024-09-30	$16,670,483	830,617	+2.4%	Shares	Sole	2024-11-13
2024-06-30	$15,462,939	811,277	+20.7%	Shares	Sole	2024-08-14
2024-03-31	$13,237,350	672,288	-6.7%	Shares	Sole	2024-04-30
2023-12-31	$13,950,990	720,237	-3.8%	Shares	Sole	2024-02-01
2023-09-30	$14,081,297	748,607	+7.6%	Shares	Sole	2023-11-02
2023-06-30	$13,925,619	695,933	-20.9%	Shares	Sole	2023-08-09
2023-03-31	$16,805,926	879,431	-5.9%	Shares	Sole	2023-05-12
2022-12-31	$19,701,072	934,586	+8.0%	Shares	Sole	2023-02-08
2022-09-30	$14,850,006	865,385	-71.3%	Shares	Sole	2022-11-09
2022-06-30	$17,824,778	3,016,037	+1.1%	Shares	Sole	2022-08-10
2022-03-31	$21,007,310	2,983,993	-2.8%	Shares	Sole	2022-05-04
2021-12-31	$24,004,225	3,069,594	-2.7%	Shares	Sole	2022-02-10
2021-09-30	$26,562,843	3,154,732	-1.0%	Shares	Sole	2021-11-10
2021-06-30	$28,285,242	3,185,275	-3.3%	Shares	Sole	2021-08-13
2021-03-31	$28,333,155	3,294,553	-6.2%	Shares	Sole	2021-05-14
2020-12-31	$29,687,123	3,513,269	+7.8%	Shares	Sole	2021-02-02
2020-09-30	$23,201,936	3,258,699	-73.0%	Shares	Sole	2020-11-05
2020-06-30	$79,132,282	12,062,848	+1.2%	Shares	Sole	2020-08-12
2020-03-31	$60,409,120	11,915,014	—	Shares	Sole	2020-05-12
No filing history on record for this holder in this stock.