Annaly Capital Management. Inc. · as of 2026-03-31
| Fund | Ticker | Position value | % of fund | Balance | Fund net assets | Match |
|---|---|---|---|---|---|---|
| iShares Core S&P Mid-Cap ETF iShares Trust | IJH | $503.05M | 0.47% | 23,784,855 NS | $106.05B | FIGI |
| VANGUARD TOTAL STOCK MARKET INDEX FUND VANGUARD INDEX FUNDS | VTI | $481.38M | 0.02% | 22,760,086 NS | $1.99T | FIGI |
| VANGUARD SMALL-CAP INDEX FUND VANGUARD INDEX FUNDS | VB | $350.34M | 0.21% | 16,564,342 NS | $164.60B | FIGI |
| Allspring Special Mid Cap Value Fund ALLSPRING FUNDS TRUST | — | $223.29M | 1.74% | 10,557,380 NS | $12.85B | FIGI |
| VANGUARD SMALL-CAP VALUE INDEX FUND VANGUARD INDEX FUNDS | VBR | $223.09M | 0.37% | 10,548,072 NS | $60.64B | FIGI |
| VANGUARD EXTENDED MARKET INDEX FUND VANGUARD INDEX FUNDS | VXF | $169.34M | 0.21% | 8,006,472 NS | $81.50B | FIGI |
| iShares Mortgage Real Estate ETF iShares Trust | REM | $118.45M | 21.72% | 5,600,670 NS | $545.35M | FIGI |
| State Street SPDR S&P MidCap 400SM ETF Trust — | — | $114.52M | 0.47% | 5,414,553 NS | $24.22B | FIGI |
| T. Rowe Price Value Fund, Inc. T. ROWE PRICE VALUE FUND, INC. | — | $93.60M | 0.29% | 4,425,577 NS | $31.88B | FIGI |
| iShares S&P Mid-Cap 400 Value ETF iShares Trust | IJJ | $77.26M | 0.97% | 3,653,110 NS | $7.98B | FIGI |
| State Street(R) SPDR(R) Portfolio S&P 400(TM)… SPDR SERIES TRUST | SPMD | $74.23M | 0.48% | 3,509,567 NS | $15.63B | FIGI |
| T. Rowe Price Mid-Cap Value Fund, Inc. T. ROWE PRICE MID-CAP VALUE FUND, INC. | — | $73.40M | 0.50% | 3,470,308 NS | $14.78B | FIGI |
| VanEck Mortgage REIT Income ETF VanEck ETF Trust | MORT | $65.41M | 16.64% | 3,092,786 NS | $393.22M | FIGI |
| iShares Russell Mid-Cap ETF iShares Trust | IWR | $57.32M | 0.12% | 2,710,035 NS | $48.22B | FIGI |
| iShares U.S. Real Estate ETF iShares Trust | IYR | $48.01M | 1.21% | 2,270,097 NS | $3.97B | FIGI |
| iShares Russell 1000 Value ETF iShares Trust | IWD | $34.32M | 0.05% | 1,622,620 NS | $69.79B | FIGI |
| State Street(R) SPDR(R) S & P 400(TM) Mid Cap… SPDR SERIES TRUST | MDYV | $23.36M | 0.97% | 1,104,573 NS | $2.41B | FIGI |
| iShares Russell Mid-Cap Value ETF iShares Trust | IWS | $21.50M | 0.15% | 1,016,770 NS | $14.16B | FIGI |
| iShares Core S&P Total U.S. Stock Market ETF iShares Trust | ITOT | $17.90M | 0.02% | 846,463 NS | $79.62B | FIGI |
| JNL Mid Cap Index Fund JNL Series Trust | — | $15.33M | 0.47% | 724,872 NS | $3.26B | FIGI |
| N/A — | — | $12.89M | 0.71% | 609,500 NS | $1.83B | FIGI |
| iShares Core S&P U.S. Value ETF iShares Trust | IUSV | $12.80M | 0.05% | 605,058 NS | $24.08B | FIGI |
| EQ/Mid Cap Index Portfolio EQ Advisors Trust | — | $12.45M | 0.47% | 588,848 NS | $2.64B | FIGI |
| Bridge Builder Tax Managed Small/Mid Cap Fund Bridge Builder Trust | — | $12.12M | 0.40% | 572,984 NS | $3.03B | FIGI |
| JNL/T. Rowe Price Value Fund JNL Series Trust | — | $12.11M | 0.30% | 572,645 NS | $4.10B | FIGI |
| iShares Russell 1000 ETF iShares Trust | IWB | $10.68M | 0.02% | 504,888 NS | $42.78B | FIGI |
| Mid Cap Index Fund Northern Funds | — | $9.54M | 0.46% | 451,218 NS | $2.05B | FIGI |
| Large Cap Index Master Portfolio Master Investment Portfolio | — | $8.86M | 0.02% | 418,970 NS | $36.29B | FIGI |
| VANGUARD BALANCED INDEX FUND VANGUARD VALLEY FORGE FUNDS | — | $8.53M | 0.01% | 403,291 NS | $58.89B | FIGI |
| VANGUARD INSTITUTIONAL TOTAL STOCK MARKET IND… VANGUARD INSTITUTIONAL INDEX FUNDS | — | $7.42M | 0.02% | 350,713 NS | $30.28B | FIGI |
| Index 400 Stock Portfolio NORTHWESTERN MUTUAL SERIES FUND INC | — | $7.07M | 0.47% | 334,115 NS | $1.50B | FIGI |
| Empower S&P Mid Cap 400 Index Fund EMPOWER FUNDS, INC. | — | $7.06M | 0.47% | 333,817 NS | $1.50B | FIGI |
| College Retirement Equities Fund - Total Glob… College Retirement Equities Fund | — | $6.33M | 0.00% | 299,327 NS | $129.17B | FIGI |
| Bridge Builder Large Cap Value Fund Bridge Builder Trust | — | $6.08M | 0.02% | 287,341 NS | $25.99B | FIGI |
| MOA MID CAP EQUITY INDEX FUND MoA Funds Corp | — | $5.73M | 0.47% | 270,812 NS | $1.22B | FIGI |
| iShares Russell 2500 ETF iShares Trust | SMMD | $5.58M | 0.22% | 264,032 NS | $2.59B | FIGI |
| Mid Cap Index Trust John Hancock Variable Insurance Trust | — | $5.40M | 0.46% | 255,175 NS | $1.17B | FIGI |
| STATE STREET SMALL/MID CAP EQUITY INDEX PORTF… STATE STREET INSTITUTIONAL INVESTMENT TRU… | — | $5.26M | 0.20% | 248,925 NS | $2.63B | FIGI |
| NVIT Mid Cap Index Fund Nationwide Variable Insurance Trust | — | $5.18M | 0.47% | 245,142 NS | $1.11B | FIGI |
| MetLife Mid Cap Stock Index Portfolio Brighthouse Funds Trust II | — | $5.16M | 0.46% | 243,803 NS | $1.13B | FIGI |
| Multi-Asset Diversified Income Index Fund First Trust Exchange-Traded Fund VI | MDIV | $5.11M | 1.30% | 241,663 NS | $394.66M | FIGI |
| Allspring Mid Cap Value Portfolio Brighthouse Funds Trust I | — | $5.10M | 1.76% | 240,912 NS | $289.71M | FIGI |
| First Trust BuyWrite Income ETF First Trust Exchange-Traded Fund VI | FTHI | $4.86M | 0.24% | 229,649 NS | $2.04B | FIGI |
| Atlas U.S. Tactical Income Fund Atlas U.S. Tactical Income Fund, Inc. | — | $4.85M | 6.29% | 229,351 NS | $77.14M | FIGI |
| LVIP SSGA Mid-Cap Index Fund LINCOLN VARIABLE INSURANCE PRODUCTS TRUST | — | $4.45M | 0.47% | 210,254 NS | $937.53M | FIGI |
| Bridge Builder Small/Mid Cap Value Fund Bridge Builder Trust | — | $4.34M | 0.05% | 205,073 NS | $9.06B | FIGI |
| Franklin U.S. Mid Cap Multifactor Index ETF Franklin Templeton ETF Trust | FLQM | $4.13M | 0.25% | 195,168 NS | $1.67B | FIGI |
| Six Circles U.S. Unconstrained Equity Fund SIX CIRCLES TRUST | — | $4.11M | 0.01% | 194,402 NS | $30.85B | FIGI |
| SIMT Large Cap Fund SEI INSTITUTIONAL MANAGED TRUST | — | $4.09M | 0.29% | 193,418 NS | $1.42B | FIGI |
| iShares U.S. Large Cap Premium Income Active … BlackRock ETF Trust | — | $3.99M | 0.47% | 188,572 NS | $849.78M | FIGI |