California Public Employees Retirement System

Pension

Position in NLY — Annaly Capital Management Inc

CIK 919079 Sacramento, CA

Position in NLY

as of Mar 31, 2026 · filed May 6, 2026 Compact

Position Value

$25,435,116

-$1,416,203 QoQ

Shares Held

1,202,606

+0.1% QoQ

Ownership

0.164%

of shares outstanding

% of Portfolio

0.02%

of 13F equity value

Holder Rank

—

not a current holder

Holding Since

Sep 2022

15 quarters on record

Voting authority Sole 100.ToString("F0")% Shared 0.ToString("F0")% None 0.ToString("F0")%

Real Estate · as of Mar 31, 2026

California Public Employees Retirement System holds $61,359,580 across 4 REIT - Mortgage names. NLY ranks #1 (41.5% of the industry book) .

#	Ticker	Company	Shares	Value (USD)
1	NLY	Annaly Capital Management Inc This page	1,202,606	$25,435,116
2	AGNC	AGNC Investment Corp.	1,535,758	$15,403,652
3	STWD	Starwood Property Trust, Inc.	622,391	$10,717,573
4	RITM	Rithm Capital Corp.	1,034,097	$9,803,239

15 filing rows on record

Report Date	Value (USD)	Shares	Change	Type	Discretion	Filed
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	—	Shares	Sole	2022-11-09
No filing history on record for this holder in this stock.