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
2026 Q2	$3.41M	Buy	+152,426	New	+$3.37M	﹤0.01%	1406
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 New York $6.73T AUM 46.02% 1-Year Est. Return

Vanguard Capital Management Malvern, Pennsylvania $4.68T AUM

Vanguard Portfolio Management Malvern, Pennsylvania $2.22T AUM

State Street Boston, Massachusetts $3.37T AUM 44.26% 1-Year Est. Return

Geode Capital Management Boston, Massachusetts $1.88T AUM 44.46% 1-Year Est. Return

Fidelity Investments Boston, Massachusetts $2.3T AUM 54.33% 1-Year Est. Return

Allspring Global Investments Charlotte, North Carolina $65.2B AUM 39.42% 1-Year Est. Return

Norges Bank Oslo, Norway $1T AUM

Northern Trust Chicago, Illinois $860B AUM 41.15% 1-Year Est. Return

Invesco Atlanta, Georgia $1.26T AUM 61.52% 1-Year Est. Return

Arrowstreet Capital's NLY Position: Q2 2026 in Review

Arrowstreet Capital opened a new position in Annaly Capital Management (NLY) in Q2 2026: 152,426 shares worth $3.41M. The stake represents ﹤0.01% of the portfolio and ranks #1406 among its holdings. This is a return to the name: Arrowstreet Capital previously reported a position in NLY as recently as Q3 2022.

Arrowstreet Capital first reported a position in NLY in Q4 2013 and has held it in 24 quarters since. The position peaked at $110M in Q3 2017. 789 funds tracked by Wall St. Rank hold NLY as of Q2 2026.

Arrowstreet Capital held 152,426 shares of Annaly Capital Management worth $3.41M as of Q2 2026.
Annaly Capital Management was a new Arrowstreet Capital position in Q2 2026.
Annaly Capital Management made up ﹤0.01% of Arrowstreet Capital's portfolio in Q2 2026, its #1406 holding.
Arrowstreet Capital first reported a position in Annaly Capital Management in Q4 2013 and has held it in 24 quarters since.
Arrowstreet Capital's Annaly Capital Management position peaked at $110M in Q3 2017.
789 funds tracked by Wall St. Rank held Annaly Capital Management as of Q2 2026.

Based on Arrowstreet Capital's 13F filing for Q2 2026, filed 13 Aug 2026.