Arrowstreet Capital
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Arrowstreet Capital’s Annaly Capital Management NLY Stock Holding History

Arrowstreet Capital’s Portfolio NLY Stock Details NLY Fund Activity
Bought
Maintained
Sold
Quarter Market Value Status Shares Change in
Stake 		Trade Value Portfolio Weight Portfolio Position
2022
Q4 		– Sell
-1,136,331
Closed -$19.5M – 1421
2022
Q3 		$19.5M Buy
1,136,331
+67,701
+6% +$1.71M 0.03% 379
2022
Q2 		$25.3M Buy
+1,068,630
New +$27.7M 0.04% 339
2022
Q1 		– Sell
-634,771
Closed -$19.9M – 1439
2021
Q4 		$19.9M Buy
634,771
+630,616
+15,177% +$21.2M 0.02% 481
2021
Q3 		$140K Sell
4,155
-1,052,344
-100% -$36.2M ﹤0.01% 1531
2021
Q2 		$37.5M Buy
1,056,499
+558,108
+112% +$20.3M 0.05% 412
2021
Q1 		$17.1M Sell
498,391
-1,041,237
-68% -$35.3M 0.02% 653
2020
Q4 		$52M Buy
1,539,628
+1,062,744
+223% +$32.9M 0.07% 270
2020
Q3 		$13.6M Sell
476,884
-379,742
-44% -$11M 0.02% 716
2020
Q2 		$22.5M Buy
+856,626
New +$21.2M 0.04% 463
2018
Q4 		– Sell
-1,187,711
Closed -$48.6M – 1451
2018
Q3 		$48.6M Buy
+1,187,711
New +$49.8M 0.11% 190
2018
Q2 		– Sell
-1,125,623
Closed -$47M – 1236
2018
Q1 		$47M Sell
1,125,623
-17,175
-2% -$732K 0.11% 196
2017
Q4 		$54.4M Sell
1,142,798
-1,122,921
-50% -$53.3M 0.13% 168
2017
Q3 		$110M Buy
2,265,719
+1,636,750
+260% +$80.1M 0.3% 83
2017
Q2 		$30.3M Buy
628,969
+304,969
+94% +$14.4M 0.09% 203
2017
Q1 		$14.4M Buy
+324,000
New +$13.8M 0.05% 330
2016
Q2 		– Sell
-485,675
Closed -$19.9M – 1448
2016
Q1 		$19.9M Buy
485,675
+405,200
+504% +$15.9M 0.08% 245
2015
Q4 		$3.02M Buy
80,475
+42,550
+112% +$1.66M 0.01% 683
2015
Q3 		$1.5M Buy
+37,925
New +$1.52M 0.01% 814
2015
Q1 		– Sell
-1,263,167
Closed -$54.6M – 1154
2014
Q4 		$54.6M Buy
1,263,167
+265,844
+27% +$12M 0.31% 74
2014
Q3 		$42.6M Buy
997,323
+913,178
+1,085% +$41.7M 0.23% 112
2014
Q2 		$3.85M Sell
84,145
-322,553
-79% -$14.9M 0.02% 466
2014
Q1 		$17.8M Buy
406,698
+385,470
+1,816% +$16.7M 0.11% 189
2013
Q4 		$847K Buy
+21,228
New +$922K ﹤0.01% 860

Other funds holding NLY

BlackRock
BlackRock New York $5.72T AUM 30.48% 1-Year Est. Return
Vanguard Group
Vanguard Group Malvern, Pennsylvania $6.9T AUM 27.45% 1-Year Est. Return
State Street
State Street Boston, Massachusetts $2.9T AUM 29.55% 1-Year Est. Return
Allspring Global Investments
Allspring Global Investments Charlotte, North Carolina $59.7B AUM 29.08% 1-Year Est. Return
Marshall Wace
Marshall Wace London, United Kingdom $100B AUM 35.1% 1-Year Est. Return
Geode Capital Management
Geode Capital Management Boston, Massachusetts $1.61T AUM 30.72% 1-Year Est. Return
Northern Trust
Northern Trust Chicago, Illinois $757B AUM 28.64% 1-Year Est. Return
Bank of New York Mellon
Bank of New York Mellon New York $544B AUM 28.31% 1-Year Est. Return
Legal & General Group
Legal & General Group London, United Kingdom $432B AUM 29.4% 1-Year Est. Return
LSV Asset Management
LSV Asset Management Chicago, Illinois $46.4B AUM 27.74% 1-Year Est. Return

Arrowstreet Capital's NLY Position: Q4 2022 in Review

Arrowstreet Capital sold out of Annaly Capital Management (NLY) in Q4 2022, closing a stake of 1,136,331 shares — an estimated $19.5M sold.

Arrowstreet Capital first reported a position in NLY in Q4 2013 and held it in 23 quarters. The position peaked at $110M in Q3 2017. 573 funds tracked by Wall St. Rank hold NLY as of Q4 2022.

  • Arrowstreet Capital reported no remaining Annaly Capital Management position as of Q4 2022 after selling out during the quarter.
  • Arrowstreet Capital sold 1,136,331 Annaly Capital Management shares in Q4 2022, an estimated $19.5M.
  • Arrowstreet Capital first reported a position in Annaly Capital Management in Q4 2013 and held it in 23 quarters.
  • Arrowstreet Capital's Annaly Capital Management position peaked at $110M in Q3 2017.
  • 573 funds tracked by Wall St. Rank held Annaly Capital Management as of Q4 2022.

Based on Arrowstreet Capital's 13F filing for Q4 2022, filed 14 Feb 2023.