Annaly Capital Management. Inc. · as of 2026-03-31
| Fund | Ticker | Position value | % of fund | Balance | Fund net assets | Match |
|---|---|---|---|---|---|---|
| Calvert U.S. Large Cap Value Responsible Inde… Calvert Responsible Index Series, Inc. | — | $683.7K | 0.04% | 32,324 NS | $1.82B | FIGI |
| World Selection Index Fund Northern Funds | — | $680.9K | 0.04% | 32,194 NS | $1.94B | FIGI |
| SFT T. Rowe Price Value Fund Securian Funds Trust | — | $597.0K | 0.30% | 28,229 NS | $202.14M | FIGI |
| Goldman Sachs Absolute Return Tracker Fund GOLDMAN SACHS TRUST | — | $584.9K | 0.01% | 27,656 NS | $5.64B | FIGI |
| Calvert U.S. Mid Cap Core Responsible Index F… Calvert Responsible Index Series, Inc. | — | $581.8K | 0.14% | 27,506 NS | $425.33M | FIGI |
| Quantified Managed Income Fund Advisors Preferred Trust | — | $492.5K | 0.31% | 23,287 NS | $156.70M | FIGI |
| PRAXIS SMALL CAP INDEX FUND Praxis Mutual Funds | — | $479.2K | 0.24% | 22,655 NS | $202.01M | FIGI |
| EQ/Large Cap Value Index Portfolio EQ Advisors Trust | — | $461.3K | 0.05% | 21,811 NS | $980.51M | FIGI |
| Smart Earnings Growth 30 ETF Tidal Trust I | SGRT | $449.5K | 2.04% | 21,252 NS | $22.04M | FIGI |
| The Institutional U.S. Equity Portfolio HC Capital Trust | — | $443.7K | 0.02% | 20,981 NS | $2.87B | FIGI |
| PD Large-Cap Value Index Portfolio PACIFIC SELECT FUND | — | $437.5K | 0.05% | 20,685 NS | $901.68M | FIGI |
| Virtus Global Allocation Fund Virtus Strategy Trust | — | $436.5K | 0.30% | 20,637 NS | $146.65M | FIGI |
| SA Multi-Managed Mid Cap Value Portfolio SEASONS SERIES TRUST | — | $406.1K | 0.22% | 19,202 NS | $182.09M | FIGI |
| T. Rowe Price Total Equity Market Index Fund T. ROWE PRICE INDEX TRUST, INC. | — | $400.7K | 0.01% | 18,944 NS | $2.90B | FIGI |
| Franklin U.S. Equity Index ETF Franklin Templeton ETF Trust | USPX | $399.0K | 0.03% | 18,865 NS | $1.53B | FIGI |
| PIMCO Dividend and Income Fund PIMCO Equity Series | — | $387.5K | 0.14% | 18,322 NS | $269.42M | FIGI |
| State Street(R) SPDR(R) S&P(R) 1500 Value Til… SPDR SERIES TRUST | VLU | $364.2K | 0.06% | 17,219 NS | $621.35M | FIGI |
| VIP Total Market Index Portfolio Variable Insurance Products Fund II | — | $354.1K | 0.02% | 16,741 NS | $1.58B | FIGI |
| Voya VACS Index Series MC Portfolio Voya VARIABLE PORTFOLIOS INC | — | $343.8K | 0.12% | 16,253 NS | $293.14M | FIGI |
| VOYA INDEX PLUS MIDCAP PORTFOLIO Voya VARIABLE PORTFOLIOS INC | — | $343.3K | 0.05% | 16,232 NS | $744.07M | FIGI |
| PD Mid-Cap Index Portfolio PACIFIC SELECT FUND | — | $343.2K | 0.12% | 16,227 NS | $296.17M | FIGI |
| Calvert U.S. Large Cap Growth Responsible Ind… Calvert Responsible Index Series, Inc. | — | $341.2K | 0.04% | 16,133 NS | $908.30M | FIGI |
| JNL/RAFI Multi-Factor U.S. Equity Fund JNL Series Trust | — | $339.7K | 0.02% | 16,063 NS | $2.04B | FIGI |
| Value Equity Index Fund GuideStone Funds | — | $310.8K | 0.06% | 14,694 NS | $528.78M | FIGI |
| TIAA Separate Account VA-1 - Stock Index Acco… TIAA Separate Account VA-1 | — | $298.0K | 0.02% | 14,091 NS | $1.29B | FIGI |
| AST PGIM Aggressive Multi-Asset Portfolio Advanced Series Trust | — | $293.3K | 0.00% | 13,867 NS | $12.51B | FIGI |
| SIMT LARGE CAP INDEX FUND SEI INSTITUTIONAL MANAGED TRUST | — | $287.5K | 0.02% | 13,593 NS | $1.17B | FIGI |
| AZL Russell 1000 Value Index Fund Allianz Variable Insurance Products Trust | — | $286.9K | 0.05% | 13,565 NS | $613.75M | FIGI |
| JNL/T. Rowe Price Balanced Fund JNL Series Trust | — | $256.9K | 0.04% | 12,148 NS | $575.09M | FIGI |
| Calvert US Large-Cap Core Responsible Index E… Morgan Stanley ETF Trust | CVLC | $245.2K | 0.04% | 11,594 NS | $695.91M | FIGI |
| State Street(R) SPDR(R) MSCI USA StrategicFac… SPDR SERIES TRUST | QUS | $243.8K | 0.02% | 11,527 NS | $1.46B | FIGI |
| Total Stock Market Index Trust John Hancock Variable Insurance Trust | — | $211.0K | 0.02% | 9,978 NS | $1.08B | FIGI |
| Sterling Capital Behavioral Small Cap Value F… Sterling Capital Funds | — | $208.1K | 0.30% | 9,840 NS | $69.48M | FIGI |
| Nuveen Life Stock Index Fund TIAA-CREF Life Funds | — | $208.1K | 0.02% | 9,837 NS | $883.82M | FIGI |
| GuideMark Small/Mid Cap Core Fund GPS Funds I | — | $195.7K | 0.20% | 9,254 NS | $95.70M | FIGI |
| JNL/Mellon World Index Fund JNL Series Trust | — | $165.5K | 0.02% | 7,826 NS | $843.30M | FIGI |
| TFA AlphaGen Growth Fund Tactical Investment Series Trust | — | $130.5K | 0.29% | 6,170 NS | $45.63M | FIGI |
| Calvert US Mid-Cap Core Responsible Index ETF Morgan Stanley ETF Trust | CVMC | $118.4K | 0.14% | 5,599 NS | $83.19M | FIGI |
| Nuveen S&P 500 Dynamic Overwrite Fund — | — | $116.4K | 0.00% | 5,502 NS | $2.53B | FIGI |
| WisdomTree Private Credit and Alternative Inc… WisdomTree Digital Trust | — | $115.5K | 3.22% | 5,460 NS | $3.59M | FIGI |
| TFA Quantitative Fund Tactical Investment Series Trust | — | $97.3K | 0.16% | 4,600 NS | $59.74M | FIGI |
| State Street(R) SPDR(R) Portfolio MSCI Global… SPDR INDEX SHARES FUNDS | SPGM | $97.0K | 0.01% | 4,586 NS | $1.42B | FIGI |
| PROFUND VP MIDCAP VALUE ProFunds | — | $95.4K | 0.97% | 4,510 NS | $9.83M | FIGI |
| Franklin U.S. Core Dividend Tilt Index ETF Franklin Templeton ETF Trust | UDIV | $91.1K | 0.09% | 4,305 NS | $105.87M | FIGI |
| State Street(R) SPDR(R) MSCI ACWI Climate Par… SPDR INDEX SHARES FUNDS | NZAC | $85.4K | 0.05% | 4,037 NS | $165.30M | FIGI |
| State Street Total Return V.I.S. Fund STATE STREET VARIABLE INSURANCE SERIES FU… | — | $84.1K | 0.01% | 3,975 NS | $1.02B | FIGI |
| T. Rowe Price Moderate Allocation Portfolio T. ROWE PRICE EQUITY SERIES, INC. | — | $77.5K | 0.04% | 3,662 NS | $216.25M | FIGI |
| State Street Balanced Index Fund STATE STREET INSTITUTIONAL INVESTMENT TRU… | — | $71.1K | 0.01% | 3,362 NS | $583.77M | FIGI |
| Wilshire 5000 Index Fund Wilshire Mutual Funds Inc | — | $61.6K | 0.02% | 2,914 NS | $278.15M | FIGI |
| Transamerica Morgan Stanley Global Allocation… TRANSAMERICA SERIES TRUST | — | $61.2K | 0.01% | 2,894 NS | $828.51M | FIGI |