ANNALY CAPITAL MANAGEMENT IN

Ticker: NLY CUSIP: 035710839 Class: COM NEW

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

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

Q4 2025
Shares 1,200,864 Value ($000) $26,851 Avg Close — Range —
Q3 2025
Shares 1,102,008 Value ($000) $22,272 Avg Close — Range —
Q2 2025
Shares 1,018,074 Value ($000) $19,160 Avg Close — Range —
Q1 2025
Shares 857,601 Value ($000) $17,418 Avg Close — Range —
Q4 2024
Shares 802,027 Value ($000) $14,677 Avg Close — Range —
Q3 2024
Shares 830,617 Value ($000) $16,670 Avg Close — Range —
Q2 2024
Shares 811,277 Value ($000) $15,463 Avg Close — Range —
Q1 2024
Shares 672,288 Value ($000) $13,237 Avg Close — Range —
Q4 2023
Shares 720,237 Value ($000) $13,951 Avg Close — Range —
Q3 2023
Shares 748,607 Value ($000) $14,081 Avg Close — Range —
Q2 2023
Shares 695,933 Value ($000) $13,926 Avg Close — Range —
Q1 2023
Shares 879,431 Value ($000) $16,806 Avg Close — Range —
Q4 2022
Shares 934,586 Value ($000) $19,701 Avg Close — Range —
Q3 2022
Shares 865,385 Value ($000) $14,850 Avg Close — Range —