ANNALY CAP MGMT INC

CUSIP: 035710409 Class: COM

CALIFORNIA PUBLIC EMPLOYEES RETIREMENT SYSTEM's Holding History (CIK: 0000919079)

Note: Option positions (PUT/CALL) are excluded.

Q2 2022
Shares 3,016,037 Value ($000) $17,825 Avg Close — Range —
Q1 2022
Shares 2,983,993 Value ($000) $21,007 Avg Close — Range —
Q4 2021
Shares 3,069,594 Value ($000) $24,004 Avg Close — Range —
Q3 2021
Shares 3,154,732 Value ($000) $26,563 Avg Close — Range —
Q2 2021
Shares 3,185,275 Value ($000) $28,285 Avg Close — Range —
Q1 2021
Shares 3,294,553 Value ($000) $28,333 Avg Close — Range —
Q4 2020
Shares 3,513,269 Value ($000) $29,687 Avg Close — Range —
Q3 2020
Shares 3,258,699 Value ($000) $23,202 Avg Close — Range —
Q2 2020
Shares 12,062,848 Value ($000) $79,132 Avg Close — Range —
Q1 2020
Shares 11,915,014 Value ($000) $60,409 Avg Close — Range —
Q4 2019
Shares 12,161,933 Value ($000) $114,565 Avg Close — Range —
Q3 2019
Shares 12,630,477 Value ($000) $111,148 Avg Close — Range —
Q2 2019
Shares 10,528,626 Value ($000) $96,126 Avg Close — Range —
Q1 2019
Shares 8,559,404 Value ($000) $85,508 Avg Close — Range —
Q4 2018
Shares 6,332,246 Value ($000) $62,183 Avg Close — Range —
Q3 2018
Shares 4,531,895 Value ($000) $46,361 Avg Close — Range —
Q2 2018
Shares 3,649,545 Value ($000) $37,554 Avg Close — Range —
Q1 2018
Shares 3,213,537 Value ($000) $33,517 Avg Close — Range —
Q4 2017
Shares 3,709,003 Value ($000) $44,100 Avg Close — Range —
Q3 2017
Shares 3,278,803 Value ($000) $39,969 Avg Close — Range —
Q2 2017
Shares 3,054,903 Value ($000) $36,812 Avg Close — Range —
Q1 2017
Shares 2,970,803 Value ($000) $33,006 Avg Close — Range —
Q4 2016
Shares 2,942,603 Value ($000) $29,338 Avg Close — Range —
Q3 2016
Shares 3,065,703 Value ($000) $32,190 Avg Close — Range —
Q2 2016
Shares 3,163,000 Value ($000) $35,014 Avg Close — Range —
Q1 2016
Shares 3,324,400 Value ($000) $34,108 Avg Close — Range —
Q4 2015
Shares 3,223,500 Value ($000) $30,236 Avg Close — Range —
Q3 2015
Shares 3,187,500 Value ($000) $31,461 Avg Close — Range —
Q2 2015
Shares 3,163,200 Value ($000) $29,070 Avg Close — Range —
Q1 2015
Shares 6,324,373 Value ($000) $67,355 Avg Close — Range —
Q4 2014
Shares 6,324,373 Value ($000) $67,355 Avg Close — Range —
Q3 2014
Shares 3,726,304 Value ($000) $39,797 Avg Close — Range —
Q2 2014
Shares 3,519,369 Value ($000) $40,226 Avg Close — Range —
Q1 2014
Shares 3,297,363 Value ($000) $37,227 Avg Close — Range —
Q4 2013
Shares 2,460,767 Value ($000) $24,903 Avg Close — Range —
Q3 2013
Shares 2,284,000 Value ($000) $26,449 Avg Close — Range —
Q2 2013
Shares 2,260,264 Value ($000) $28,412 Avg Close — Range —