O'SHAUGHNESSY ASSET MANAGEMENT, LLC

Position in NLY — Annaly Capital Management Inc

CIK 1423442 Stamford, CT

Position in NLY

as of Mar 31, 2026 · filed May 13, 2026 Compact

Position Value

$610,790

-$74,655 QoQ

Shares Held

28,879

-5.8% QoQ

Ownership

0.004%

of shares outstanding

% of Portfolio

0.00%

of 13F equity value

Holder Rank

—

not a current holder

Holding Since

Sep 2022

9 quarters on record

Voting authority Sole 100.ToString("F0")% Shared 0.ToString("F0")% None 0.ToString("F0")%

Real Estate · as of Mar 31, 2026

O'SHAUGHNESSY ASSET MANAGEMENT, LLC holds $5,635,083 across 10 REIT - Mortgage names. NLY ranks #3 (10.8% of the industry book) .

#	Ticker	Company	Shares	Value (USD)
1	NREF	NexPoint Real Estate Finance, Inc.	155,715	$2,097,481
2	ACR	ACRES Commercial Realty Corp.	54,949	$1,061,614
3	NLY	Annaly Capital Management Inc This page	28,879	$610,790
4	RITM	Rithm Capital Corp.	54,432	$516,015
5	MITT	TPG Mortgage Investment Trust, Inc.	46,177	$337,553
6	ABR	Arbor Realty Trust Inc	34,672	$267,321
7	AOMR	Angel Oak Mortgage REIT, Inc.	28,682	$235,766
8	SEVN	Seven Hills Realty Trust	28,282	$232,478

9 filing rows on record

Report Date	Value (USD)	Shares	Change	Type	Discretion	Filed
2026-03-31	$610,790	28,879	-5.8%	Shares	Sole	2026-05-13
2025-12-31	$685,445	30,655	+39.5%	Shares	Sole	2026-02-11
2025-09-30	$444,175	21,978	-7.3%	Shares	Sole	2025-11-13
2025-06-30	$446,259	23,712	-12.7%	Shares	Sole	2025-08-12
2025-03-31	$551,802	27,169	+60.8%	Shares	Sole	2025-05-13
2024-12-31	$309,123	16,892	+9.3%	Shares	Sole	2025-02-12
2024-09-30	$310,141	15,453	+10.7%	Shares	Sole	2024-11-12
2024-06-30	$266,020	13,957	-96.6%	Shares	Sole	2024-08-14
2022-09-30	$7,135,488	415,821	—	Shares	Defined	2022-11-14
No filing history on record for this holder in this stock.