Annaly Capital Management. Inc. · as of 2026-03-31
| Fund | Ticker | Position value | % of fund | Balance | Fund net assets | Match |
|---|---|---|---|---|---|---|
| iShares Russell 3000 ETF iShares Trust | IWV | $3.92M | 0.02% | 185,143 NS | $17.05B | FIGI |
| SIMT Large Cap Value Fund SEI INSTITUTIONAL MANAGED TRUST | — | $3.86M | 0.29% | 182,448 NS | $1.35B | FIGI |
| State Street(R) SPDR(R) Russell 1000 Yield Fo… SPDR SERIES TRUST | ONEY | $3.49M | 0.41% | 164,943 NS | $848.45M | FIGI |
| THRIVENT MID CAP INDEX PORTFOLIO Thrivent Series Fund, Inc. | — | $3.42M | 0.48% | 161,858 NS | $719.76M | FIGI |
| EQ/400 Managed Volatility Portfolio EQ Advisors Trust | — | $3.25M | 0.43% | 153,784 NS | $759.28M | FIGI |
| Mid Value Trust John Hancock Variable Insurance Trust | — | $3.11M | 0.49% | 146,940 NS | $637.63M | FIGI |
| Victory Integrity Small/Mid-Cap Value Fund Victory Portfolios | — | $2.91M | 0.89% | 137,787 NS | $327.15M | FIGI |
| CVT S&P MidCap 400 Index Portfolio Calvert Variable Trust, Inc. | — | $2.80M | 0.46% | 132,342 NS | $613.37M | FIGI |
| VictoryShares US Value Momentum ETF Victory Portfolios II | ULVM | $2.58M | 1.10% | 122,121 NS | $234.13M | FIGI |
| Fidelity Mid Cap Value Index Fund Fidelity Salem Street Trust | — | $2.54M | 0.15% | 120,261 NS | $1.67B | FIGI |
| JPMorgan Small & Mid Cap Enhanced Equity ETF J.P. Morgan Exchange-Traded Fund Trust | JMEE | $2.47M | 0.10% | 116,780 NS | $2.38B | FIGI |
| AVIP S&P MidCap 400 Index Portfolio AuguStar Variable Insurance Products Fund… | — | $2.40M | 0.47% | 113,286 NS | $506.96M | FIGI |
| NEOS Real Estate High Income ETF NEOS ETF Trust | IYRI | $2.32M | 0.99% | 109,888 NS | $235.79M | FIGI |
| GraniteShares HIPS U.S. High Income ETF GraniteShares ETF Trust | — | $2.23M | 2.32% | 105,320 NS | $95.88M | FIGI |
| T. Rowe Price Balanced Fund, Inc. T. Rowe Price Balanced Fund, Inc. | — | $2.22M | 0.04% | 104,873 NS | $4.97B | FIGI |
| JNL/Mellon Real Estate Sector Fund JNL Series Trust | — | $2.14M | 1.08% | 101,141 NS | $197.76M | FIGI |
| T. Rowe Price Extended Equity Market Index Fu… T. ROWE PRICE INDEX TRUST, INC. | — | $2.13M | 0.21% | 100,760 NS | $1.00B | FIGI |
| LoCorr Spectrum Income Fund LoCorr Investment Trust | — | $2.09M | 3.01% | 98,780 NS | $69.52M | FIGI |
| AZL Mid Cap Index Fund Allianz Variable Insurance Products Trust | — | $2.08M | 0.46% | 98,577 NS | $448.48M | FIGI |
| State Street(R) SPDR(R) Portfolio S&P 1500(R)… SPDR SERIES TRUST | SPTM | $2.04M | 0.02% | 96,380 NS | $11.74B | FIGI |
| iShares ESG Select Screened S&P Mid-Cap ETF iShares Trust | XJH | $1.85M | 0.53% | 87,414 NS | $346.61M | FIGI |
| Victory Integrity Mid-Cap Value Fund Victory Portfolios | — | $1.80M | 0.53% | 85,057 NS | $336.31M | FIGI |
| Strategic Equity Allocation Trust John Hancock Variable Insurance Trust | — | $1.66M | 0.03% | 78,269 NS | $5.26B | FIGI |
| State Farm Balanced Fund Advisers Investment Trust | — | $1.60M | 0.06% | 75,600 NS | $2.62B | FIGI |
| Calvert U.S. Large Cap Core Responsible Index… Calvert Responsible Index Series, Inc. | — | $1.60M | 0.03% | 75,432 NS | $5.55B | FIGI |
| Franklin U.S. Large Cap Multifactor Index ETF Franklin Templeton ETF Trust | FLQL | $1.59M | 0.10% | 75,306 NS | $1.65B | FIGI |
| Guardian Mid Cap Relative Value VIP Fund Guardian Variable Products Trust | — | $1.54M | 1.76% | 72,943 NS | $87.58M | FIGI |
| EQ/Common Stock Index Portfolio EQ Advisors Trust | — | $1.47M | 0.02% | 69,288 NS | $7.43B | FIGI |
| Six Circles Managed Equity Portfolio U.S. Unc… SIX CIRCLES TRUST | — | $1.28M | 0.00% | 60,743 NS | $27.78B | FIGI |
| SIMT Tax-Managed Large Cap Fund SEI INSTITUTIONAL MANAGED TRUST | — | $1.28M | 0.03% | 60,492 NS | $4.17B | FIGI |
| ATM Mid Cap Managed Volatility Portfolio EQ Advisors Trust | — | $1.27M | 0.43% | 59,966 NS | $295.38M | FIGI |
| T. Rowe Price Mid-Cap Index Fund T. ROWE PRICE INDEX TRUST, INC. | — | $1.24M | 0.33% | 58,753 NS | $373.51M | FIGI |
| EQ/Mid Cap Value Managed Volatility Portfolio EQ Advisors Trust | — | $1.16M | 0.08% | 54,757 NS | $1.50B | FIGI |
| Venerable Mid Cap Index Fund Venerable Variable Insurance Trust | — | $1.16M | 0.11% | 54,706 NS | $1.02B | FIGI |
| SFT Index 400 Mid-Cap Fund Securian Funds Trust | — | $1.12M | 0.46% | 52,952 NS | $241.27M | FIGI |
| Optimum Small-Mid Cap Value Fund Optimum Fund Trust | — | $1.11M | 0.15% | 52,450 NS | $724.27M | FIGI |
| BlackRock Advantage SMID Cap Fund, Inc. BlackRock Advantage SMID Cap Fund, Inc. | — | $1.07M | 0.14% | 50,631 NS | $755.81M | FIGI |
| GuideMark Large Cap Core Fund GPS Funds I | — | $1.07M | 0.15% | 50,409 NS | $727.26M | FIGI |
| Simplify Opportunistic Income ETF Simplify Exchange Traded Funds | CRDT | $1.04M | 2.87% | 49,403 NS | $36.38M | FIGI |
| JNL/Mellon U.S. Stock Market Index Fund JNL Series Trust | — | $1.04M | 0.02% | 49,105 NS | $4.47B | FIGI |
| VIP Extended Market Index Portfolio Variable Insurance Products Fund II | — | $964.9K | 0.21% | 45,622 NS | $460.74M | FIGI |
| Mercer US Small/Mid Cap Equity Fund Mercer Funds | — | $946.5K | 0.06% | 44,750 NS | $1.71B | FIGI |
| U.S. Strategic Equity Fund RUSSELL INVESTMENT FUNDS | — | $905.7K | 0.15% | 42,824 NS | $596.62M | FIGI |
| TCW STRATEGIC INCOME FUND INC — | — | $876.5K | 0.28% | 41,441 NS | $310.91M | FIGI |
| EQ/Large Cap Value Managed Volatility Portfol… EQ Advisors Trust | — | $866.1K | 0.02% | 40,949 NS | $3.47B | FIGI |
| THRIVENT REAL ESTATE SECURITIES PORTFOLIO Thrivent Series Fund, Inc. | — | $799.3K | 0.60% | 37,794 NS | $132.59M | FIGI |
| State Street(R) SPDR(R) Russell 1000 Low Vola… SPDR SERIES TRUST | ONEV | $754.4K | 0.14% | 35,668 NS | $522.23M | FIGI |
| DoubleLine Shiller Cape U.S. Equities ETF DoubleLine ETF Trust | CAPE | $747.1K | 0.29% | 35,324 NS | $260.73M | FIGI |
| Voya RussellTM Mid Cap Index Portfolio Voya VARIABLE PORTFOLIOS INC | — | $747.1K | 0.12% | 35,322 NS | $636.65M | FIGI |
| John Hancock Diversified Income Fund — | — | $695.4K | 0.48% | 32,879 NS | $143.93M | FIGI |