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CALIFORNIA PUBLIC EMPLOYEES RETIREMENT SYSTEM
> NLY
| Date | Name | Ticker | Shares | Change | Value | Change | Price |
| 06/30/2023 | ANNALY CAPITAL MANAGEMENT INC | NLY | 695,933 | -183,498 | 13,925,619,000 | -2,880,307,000 | $20,010.00 |
| 03/31/2023 | ANNALY CAPITAL MANAGEMENT INC | NLY | 879,431 | -55,155 | 16,805,926,000 | -2,895,147,000 | $19,110.00 |
| 12/31/2022 | ANNALY CAPITAL MANAGEMENT INC | NLY | 934,586 | 69,201 | 19,701,073,000 | 19,686,223,000 | $21,080.00 |
| 09/30/2022 | ANNALY CAPITAL MANAGEMENT INC | NLY | 865,385 | 865,385 | 14,850,000 | 14,850,000 | $17.16 |
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