Illinois Municipal Retirement Fund
PensionPosition in NLY — Annaly Capital Management Inc
CIK 1541910
OAK BROOK, IL
Position in NLY
as of Jun 30, 2026
· filed Aug 12, 2026
Position Value
$13,960,823
+$9,642,268 QoQ
Shares Held
624,366
+205.8% QoQ
Ownership
0.083%
of shares outstanding
% of Portfolio
0.16%
of 13F equity value
Holder Rank
#69
of 781 holders
Holding Since
Jun 2021
21 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, 2026Illinois Municipal Retirement Fund holds $30,099,159 across 10 REIT - Mortgage names. NLY ranks #1 (46.4% of the industry book) .
| # | Ticker | Company | Shares | Value (USD) | Open |
|---|---|---|---|---|---|
| 1 | NLY |
Annaly Capital Management Inc
This page
|
624,366 | $13,960,823 | |
| 2 | RITM |
Rithm Capital Corp.
|
612,310 | $5,749,590 | |
| 3 | AGNC |
AGNC Investment Corp.
|
467,809 | $5,099,118 | |
| 4 | BXMT |
Blackstone Mortgage Trust, Inc.
|
82,562 | $1,399,425 | |
| 5 | ARR |
Armour Residential REIT, Inc.
|
59,714 | $1,042,009 | |
| 6 | EFC |
Ellington Financial Inc.
|
63,804 | $868,372 | |
| 7 | ABR |
Arbor Realty Trust Inc
|
114,663 | $621,473 | |
| 8 | PMT |
PennyMac Mortgage Investment Trust
|
49,530 | $558,698 |
All Filings in NLY
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21 filing rows on record
| Report Date | Value (USD) | Shares | Type | Discretion | Filed | |
|---|---|---|---|---|---|---|
| 2026-06-30 | $13,960,823 | 624,366 | Shares | Sole | 2026-08-12 | |
| 2026-03-31 | $4,318,555 | 204,187 | Shares | Sole | 2026-05-05 | |
| 2025-12-31 | $3,059,966 | 136,850 | Shares | Sole | 2026-02-11 | |
| 2025-09-30 | $1,201,646 | 59,458 | Shares | Sole | 2025-11-06 | |
| 2025-06-30 | $1,570,717 | 83,460 | Shares | Sole | 2025-08-07 | |
| 2025-03-31 | $1,308,167 | 64,410 | Shares | Sole | 2025-04-24 | |
| 2024-12-31 | $1,178,703 | 64,410 | Shares | Sole | 2025-02-04 | |
| 2024-09-30 | $809,744 | 40,346 | Shares | Sole | 2024-11-04 | |
| 2024-06-30 | $768,994 | 40,346 | Shares | Sole | 2024-08-05 | |
| 2024-03-31 | $4,272,178 | 216,972 | Shares | Sole | 2024-05-07 | |
| 2023-12-31 | $4,202,747 | 216,972 | Shares | Sole | 2024-02-01 | |
| 2023-09-30 | $3,663,303 | 194,753 | Shares | Sole | 2023-11-06 | |
| 2023-06-30 | $6,319,958 | 315,840 | Shares | Sole | 2023-08-03 | |
| 2023-03-31 | $4,633,659 | 242,473 | Shares | Sole | 2023-05-05 | |
| 2022-12-31 | $5,312,370 | 252,010 | Shares | Sole | 2023-02-03 | |
| 2022-09-30 | $4,873,165 | 283,984 | Shares | Sole | 2022-11-03 | |
| 2022-06-30 | $3,626,807 | 613,673 | Shares | Sole | 2022-08-05 | |
| 2022-03-31 | $719,593 | 102,215 | Shares | Sole | 2022-04-29 | |
| 2021-12-31 | $799,321 | 102,215 | Shares | Sole | 2022-01-31 | |
| 2021-09-30 | $555,080 | 65,924 | Shares | Sole | 2021-10-28 | |
| 2021-06-30 | $317,557 | 35,761 | Shares | Sole | 2021-08-04 | |
| No filing history on record for this holder in this stock. | ||||||