ARIZONA STATE RETIREMENT SYSTEM
PensionPosition in NLY — Annaly Capital Management Inc
CIK 1558481
PHOENIX, AZ
Position in NLY
as of Jun 30, 2026
· filed Aug 7, 2026
Position Value
$4,605,489
+$680,176 QoQ
Shares Held
205,970
+11.0% QoQ
Ownership
0.027%
of shares outstanding
% of Portfolio
0.02%
of 13F equity value
Holder Rank
#154
of 781 holders
Holding Since
Mar 2020
26 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, 2026ARIZONA STATE RETIREMENT SYSTEM holds $17,010,273 across 21 REIT - Mortgage names. NLY ranks #1 (27.1% of the industry book) .
| # | Ticker | Company | Shares | Value (USD) | Open |
|---|---|---|---|---|---|
| 1 | NLY |
Annaly Capital Management Inc
This page
|
205,970 | $4,605,489 | |
| 2 | AGNC |
AGNC Investment Corp.
|
309,935 | $3,378,291 | |
| 3 | STWD |
Starwood Property Trust, Inc.
|
97,167 | $1,591,595 | |
| 4 | RITM |
Rithm Capital Corp.
|
153,387 | $1,440,303 | |
| 5 | BXMT |
Blackstone Mortgage Trust, Inc.
|
44,232 | $749,732 | |
| 6 | DX |
Dynex Capital Inc
|
57,103 | $748,620 | |
| 7 | ARR |
Armour Residential REIT, Inc.
|
33,875 | $591,118 | |
| 8 | EFC |
Ellington Financial Inc.
|
33,534 | $456,397 |
All Filings in NLY
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26 filing rows on record
| Report Date | Value (USD) | Shares | Type | Discretion | Filed | |
|---|---|---|---|---|---|---|
| 2026-06-30 | $4,605,489 | 205,970 | Shares | Sole | 2026-08-07 | |
| 2026-03-31 | $3,925,313 | 185,594 | Shares | Sole | 2026-05-01 | |
| 2025-12-31 | $3,941,173 | 176,260 | Shares | Sole | 2026-01-28 | |
| 2025-09-30 | $3,608,172 | 178,534 | Shares | Sole | 2025-11-03 | |
| 2025-06-30 | $3,286,969 | 174,653 | Shares | Sole | 2025-08-13 | |
| 2025-03-31 | $3,292,291 | 162,102 | Shares | Sole | 2025-05-01 | |
| 2024-12-31 | $2,860,747 | 156,325 | Shares | Sole | 2025-02-06 | |
| 2024-09-30 | $2,877,536 | 143,375 | Shares | Sole | 2024-11-12 | |
| 2024-06-30 | $2,620,178 | 137,470 | Shares | Sole | 2024-08-05 | |
| 2024-03-31 | $2,708,339 | 137,549 | Shares | Sole | 2024-05-07 | |
| 2023-12-31 | $2,629,400 | 135,746 | Shares | Sole | 2024-01-24 | |
| 2023-09-30 | $2,534,478 | 134,741 | Shares | Sole | 2023-11-07 | |
| 2023-06-30 | $2,697,027 | 134,784 | Shares | Sole | 2023-08-01 | |
| 2023-03-31 | $2,599,380 | 136,022 | Shares | Sole | 2023-04-27 | |
| 2022-12-31 | $2,792,488 | 132,471 | Shares | Sole | 2023-02-08 | |
| 2022-09-30 | $2,031,057 | 118,360 | Shares | Sole | 2022-11-07 | |
| 2022-06-30 | $2,573,728 | 435,487 | Shares | Sole | 2022-07-28 | |
| 2022-03-31 | $2,841,717 | 403,653 | Shares | Sole | 2022-05-04 | |
| 2021-12-31 | $3,075,003 | 393,223 | Shares | Sole | 2022-02-04 | |
| 2021-09-30 | $3,304,622 | 392,473 | Shares | Sole | 2021-11-12 | |
| 2021-06-30 | $3,510,113 | 395,283 | Shares | Sole | 2021-08-02 | |
| 2021-03-31 | $3,467,038 | 403,144 | Shares | Sole | 2021-05-06 | |
| 2020-12-31 | $3,399,147 | 402,266 | Shares | Sole | 2021-01-28 | |
| 2020-09-30 | $3,099,015 | 435,255 | Shares | Sole | 2020-11-05 | |
| 2020-06-30 | $2,185,634 | 333,176 | Shares | Sole | 2020-08-04 | |
| 2020-03-31 | $4,725,240 | 932,000 | Shares | Sole | 2020-05-05 | |
| No filing history on record for this holder in this stock. | ||||||