SEC 13F Intelligence

Mount Lucas Management LP / NLY

Mount Lucas Management LP’s Annaly Capital Management In Position

Does Mount Lucas Management LP own Annaly Capital Management In (NLY)? Not currently — the last reported position was 132.0K shares worth $3M in Q4 2025; the fund’s latest 13F (Q1 2026) no longer reports it.

Position Value
$3M
Q4 2025
Shares
132.0K
% of Portfolio
+1.18%
Quarters Held
12
position exited

Position History NLY

Reported value by quarter
Q1 ’23: $3MQ1 ’23Q2 ’23: $3MQ3 ’23: $4MQ3 ’23Q4 ’23: $5MQ1 ’24: $5MQ1 ’24Q2 ’24: $5MQ3 ’24: $5MQ3 ’24Q4 ’24: $5MQ1 ’25: $6MQ1 ’25Q2 ’25: $5MQ3 ’25: $4MQ3 ’25Q4 ’25: $3Mfilingsflow.com
QuarterSharesValue% of Portfolio
Q4 2025132.0K$3M+1.18%
Q3 2025217.0K$4M+1.80%
Q2 2025291.6K$5M+2.34%
Q1 2025281.1K$6M+1.84%
Q4 2024262.0K$5M+1.67%
Q3 2024262.0K$5M+1.79%
Q2 2024254.0K$5M+1.39%
Q1 2024253.0K$5M+1.36%
Q4 2023244.6K$5M+1.36%
Q3 2023196.6K$4M+1.31%
Q2 2023152.8K$3M+1.02%
Q1 2023148.0K$3M+0.75%

Common-stock position only; options are excluded. Quarters where the fund filed no 13F or reported no position are absent. See Mount Lucas Management LP’s full portfolio or all institutional holders of NLY.