O'SHAUGHNESSY ASSET MANAGEMENT, LLC
Position in NLY — Annaly Capital Management Inc
CIK 1423442
Stamford, CT
Position in NLY
as of Jun 30, 2026
· filed Aug 13, 2026
Position Value
$255,507
-$355,283 QoQ
Shares Held
11,427
-60.4% QoQ
Ownership
0.002%
of shares outstanding
% of Portfolio
0.00%
of 13F equity value
Holder Rank
#532
of 781 holders
Holding Since
Jun 2020
19 quarters on record
Voting authority
Sole 100%
Shared 0%
None 0%
Common Shares in NLY Over Time
Shares Held
Position Value (USD)
Position in REIT - Mortgage
Real Estate · as of Jun 30, 2026O'SHAUGHNESSY ASSET MANAGEMENT, LLC holds $4,289,760 across 7 REIT - Mortgage names. NLY ranks #5 (6.0% of the industry book) .
| # | Ticker | Company | Shares | Value (USD) | Open |
|---|---|---|---|---|---|
| 1 | NREF |
NexPoint Real Estate Finance, Inc.
|
155,328 | $2,407,584 | |
| 2 | ACR |
ACRES Commercial Realty Corp.
|
41,956 | $746,397 | |
| 3 | MITT |
TPG Mortgage Investment Trust, Inc.
|
39,028 | $309,101 | |
| 4 | SEVN |
Seven Hills Realty Trust
|
30,650 | $258,379 | |
| 5 | NLY |
Annaly Capital Management Inc
This page
|
11,427 | $255,507 | |
| 6 | AGNC |
AGNC Investment Corp.
|
18,996 | $207,056 | |
| 7 | AOMR |
Angel Oak Mortgage REIT, Inc.
|
11,645 | $105,736 |
All Filings in NLY
Export CSV
19 filing rows on record
| Report Date | Value (USD) | Shares | Type | Discretion | Filed | |
|---|---|---|---|---|---|---|
| 2026-06-30 | $255,507 | 11,427 | Shares | Sole | 2026-08-13 | |
| 2026-03-31 | $610,790 | 28,879 | Shares | Sole | 2026-05-13 | |
| 2025-12-31 | $685,445 | 30,655 | Shares | Sole | 2026-02-11 | |
| 2025-09-30 | $444,175 | 21,978 | Shares | Sole | 2025-11-13 | |
| 2025-06-30 | $446,259 | 23,712 | Shares | Sole | 2025-08-12 | |
| 2025-03-31 | $551,802 | 27,169 | Shares | Sole | 2025-05-13 | |
| 2024-12-31 | $309,123 | 16,892 | Shares | Sole | 2025-02-12 | |
| 2024-09-30 | $310,141 | 15,453 | Shares | Sole | 2024-11-12 | |
| 2024-06-30 | $266,020 | 13,957 | Shares | Sole | 2024-08-14 | |
| 2022-09-30 | $7,135,488 | 415,821 | Shares | Defined | 2022-11-14 | |
| 2022-06-30 | $18,986,228 | 3,212,560 | Shares | Defined | 2022-08-11 | |
| 2022-03-31 | $23,991,755 | 3,407,920 | Shares | Defined | 2022-05-13 | |
| 2021-12-31 | $31,345,804 | 4,008,415 | Shares | Defined | 2022-02-11 | |
| 2021-09-30 | $31,222,606 | 3,708,148 | Shares | Other | 2021-11-10 | |
| 2021-06-30 | $28,388,489 | 3,196,902 | Shares | Other | 2021-08-09 | |
| 2021-03-31 | $21,268,969 | 2,473,136 | Shares | Other | 2021-05-14 | |
| 2020-12-31 | $30,575,623 | 3,618,417 | Shares | Other | 2021-02-11 | |
| 2020-09-30 | $16,938,686 | 2,379,029 | Shares | Other | 2020-11-12 | |
| 2020-06-30 | $3,201 | 488 | Shares | Sole | 2020-08-13 | |
| No filing history on record for this holder in this stock. | ||||||