California Public Employees Retirement System’s Annaly Capital Management NLY Stock Holding History

California Public Employees Retirement System’s Portfolio NLY Stock Details NLY Fund Activity

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2026 Q1	$25.4M	Buy	1,202,606 +1,742	+0.1%	+$39.7K	0.02%	544
2025 Q4	$26.9M	Buy	1,200,864 +98,856	+9%	+$2.15M	0.02%	540
2025 Q3	$22.3M	Buy	1,102,008 +83,934	+8%	+$1.74M	0.01%	599
2025 Q2	$19.2M	Buy	1,018,074 +160,473	+19%	+$3.05M	0.01%	631
2025 Q1	$17.4M	Buy	857,601 +55,574	+7%	+$1.14M	0.01%	642
2024 Q4	$14.7M	Sell	802,027 -28,590	-3%	-$559K	0.01%	711
2024 Q3	$16.7M	Buy	830,617 +19,340	+2%	+$387K	0.01%	693
2024 Q2	$15.5M	Buy	811,277 +138,989	+21%	+$2.7M	0.01%	689
2024 Q1	$13.2M	Sell	672,288 -47,949	-7%	-$925K	0.01%	769
2023 Q4	$14M	Sell	720,237 -28,370	-4%	-$506K	0.01%	746
2023 Q3	$14.1M	Buy	748,607 +52,674	+8%	+$1.05M	0.01%	710
2023 Q2	$13.9M	Sell	695,933 -183,498	-21%	-$3.56M	0.01%	729
2023 Q1	$16.8M	Sell	879,431 -55,155	-6%	-$1.16M	0.01%	654
2022 Q4	$19.7M	Buy	934,586 +69,201	+8%	+$1.36M	0.02%	616
2022 Q3	$14.8M	Buy	865,385 +111,376	+15%	+$2.81M	0.01%	693
2022 Q2	$17.8M	Buy	754,009 +8,011	+1%	+$208K	0.02%	583
2022 Q1	$21M	Sell	745,998 -21,401	-3%	-$636K	0.02%	587
2021 Q4	$24M	Sell	767,399 -21,284	-3%	-$715K	0.02%	603
2021 Q3	$26.6M	Sell	788,683 -7,636	-1%	-$263K	0.02%	565
2021 Q2	$28.3M	Sell	796,319 -27,319	-3%	-$992K	0.02%	564
2021 Q1	$28.3M	Sell	823,638 -54,679	-6%	-$1.85M	0.02%	570
2020 Q4	$29.7M	Buy	878,317 +63,642	+8%	+$1.97M	0.02%	539
2020 Q3	$23.2M	Sell	814,675 -2,201,037	-73%	-$63.7M	0.02%	541
2020 Q2	$79.1M	Buy	3,015,712 +36,958	+1%	+$913K	0.08%	253
2020 Q1	$60.4M	Sell	2,978,754 -61,729	-2%	-$2.17M	0.07%	264
2019 Q4	$115M	Sell	3,040,483 -117,136	-4%	-$4.27M	0.1%	210
2019 Q3	$111M	Buy	3,157,619 +525,462	+20%	+$18.9M	0.11%	198
2019 Q2	$96.1M	Buy	2,632,157 +492,306	+23%	+$18.8M	0.11%	201
2019 Q1	$85.5M	Buy	2,139,851 +556,789	+35%	+$22.7M	0.11%	211
2018 Q4	$62.2M	Buy	1,583,062 +450,088	+40%	+$18M	0.09%	250
2018 Q3	$46.4M	Buy	1,132,974 +220,588	+24%	+$9.24M	0.06%	346
2018 Q2	$37.6M	Buy	912,386 +109,002	+14%	+$4.54M	0.05%	377
2018 Q1	$33.5M	Sell	803,384 -123,867	-13%	-$5.28M	0.05%	387
2017 Q4	$44.1M	Buy	927,251 +107,550	+13%	+$5.1M	0.06%	316
2017 Q3	$40M	Buy	819,701 +55,975	+7%	+$2.74M	0.06%	309
2017 Q2	$36.8M	Buy	763,726 +21,025	+3%	+$992K	0.06%	316
2017 Q1	$33M	Buy	742,701 +7,050	+1%	+$300K	0.05%	334
2016 Q4	$29.3M	Sell	735,651 -30,775	-4%	-$1.25M	0.05%	364
2016 Q3	$32.2M	Sell	766,426 -24,324	-3%	-$1.05M	0.05%	350
2016 Q2	$35M	Sell	790,750 -40,350	-5%	-$1.72M	0.06%	324
2016 Q1	$34.1M	Buy	831,100 +25,225	+3%	+$990K	0.06%	334
2015 Q4	$30.2M	Buy	805,875 +9,000	+1%	+$351K	0.05%	391
2015 Q3	$31.5M	Buy	796,875 +6,075	+0.8%	+$243K	0.05%	358
2015 Q2	$29.1M	Sell	790,800 -790,293	-50%	-$31.9M	0.04%	421
2015 Q1	$67.4M	Hold	1,581,093	–	–	0.09%	229
2014 Q4	$67.4M	Buy	1,581,093 +649,517	+70%	+$29.4M	0.09%	229
2014 Q3	$39.8M	Buy	931,576 +51,734	+6%	+$2.36M	0.06%	360
2014 Q2	$40.2M	Buy	879,842 +55,501	+7%	+$2.56M	0.05%	360
2014 Q1	$37.2M	Buy	824,341 +209,149	+34%	+$9.04M	0.05%	371
2013 Q4	$24.9M	Buy	615,192 +44,192	+8%	+$1.92M	0.04%	501
2013 Q3	$26.4M	Buy	571,000 +5,934	+1%	+$279K	0.05%	381
2013 Q2	$28.4M	Buy	+565,066	New	+$33M	0.06%	344