Annaly Capital Management Inc

CALIFORNIA PUBLIC EMPLOYEES RETIREMENT SYSTEM NLY

Report date

6/30/2022

Quarter

2022 Q2

Filed

8/10/2022

Shares

3,016,037

Value ($000)

17,825

Weight

0.0%

2013 Q4 - 2022 Q2 (13 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	8/10/2022	17,825	0.0%	3,016,037	6/30/2022
2022 Q1	5/4/2022	21,007	0.0%	2,983,993	3/31/2022
2021 Q4	2/10/2022	24,004	0.0%	3,069,594	12/31/2021
2021 Q3	11/10/2021	26,563	0.0%	3,154,732	9/30/2021
2021 Q2	8/13/2021	28,285	0.0%	3,185,275	6/30/2021
2021 Q1	5/14/2021	28,333	0.0%	3,294,553	3/31/2021
2020 Q4	2/2/2021	29,687	0.0%	3,513,269	12/31/2020
2020 Q3	11/5/2020	23,202	0.0%	3,258,699	9/30/2020
2020 Q2	8/12/2020	79,132	0.1%	12,062,848	6/30/2020
2020 Q1	5/12/2020	60,409	0.1%	11,915,014	3/31/2020
2019 Q4	1/27/2020	114,565	0.1%	12,161,933	12/31/2019
2014 Q1	4/18/2014	37,227	0.1%	3,297,363	3/31/2014
2013 Q4	2/13/2014	24,903	0.0%	2,460,767	12/31/2013