Grantham, Mayo, Van Otterloo & Co (GMO)
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Grantham, Mayo, Van Otterloo & Co (GMO)’s Annaly Capital Management NLY Stock Holding History

Grantham, Mayo, Van Otterloo & Co (GMO)’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 		– Sell
-114,442
Closed -$2.42M – 701
2026
Q1 		$2.42M Buy
114,442
+1,963
+2% +$44.7K 0.01% 415
2025
Q4 		$2.52M Buy
112,479
+38,360
+52% +$835K 0.01% 393
2025
Q3 		$1.5M Buy
+74,119
New +$1.54M ﹤0.01% 398

Other funds holding NLY

BlackRock
BlackRock New York $6.73T AUM 46.02% 1-Year Est. Return
Vanguard Capital Management
Vanguard Capital Management Malvern, Pennsylvania $4.68T AUM
Vanguard Portfolio Management
Vanguard Portfolio Management Malvern, Pennsylvania $2.22T AUM
State Street
State Street Boston, Massachusetts $3.37T AUM 44.26% 1-Year Est. Return
Geode Capital Management
Geode Capital Management Boston, Massachusetts $1.88T AUM 44.46% 1-Year Est. Return
Fidelity Investments
Fidelity Investments Boston, Massachusetts $2.3T AUM 54.33% 1-Year Est. Return
Allspring Global Investments
Allspring Global Investments Charlotte, North Carolina $65.2B AUM 39.42% 1-Year Est. Return
Norges Bank
Norges Bank Oslo, Norway $1T AUM
Northern Trust
Northern Trust Chicago, Illinois $860B AUM 41.15% 1-Year Est. Return
Invesco
Invesco Atlanta, Georgia $1.26T AUM 61.52% 1-Year Est. Return

Grantham, Mayo, Van Otterloo & Co (GMO)'s NLY Position: Q2 2026 in Review

Grantham, Mayo, Van Otterloo & Co (GMO) sold out of Annaly Capital Management (NLY) in Q2 2026, closing a stake of 114,442 shares — an estimated $2.42M sold.

Grantham, Mayo, Van Otterloo & Co (GMO) first reported a position in NLY in Q3 2025 and held it in 3 quarters. The position peaked at $2.52M in Q4 2025. 784 funds tracked by Wall St. Rank hold NLY as of Q2 2026.

  • Grantham, Mayo, Van Otterloo & Co (GMO) reported no remaining Annaly Capital Management position as of Q2 2026 after selling out during the quarter.
  • Grantham, Mayo, Van Otterloo & Co (GMO) sold 114,442 Annaly Capital Management shares in Q2 2026, an estimated $2.42M.
  • Grantham, Mayo, Van Otterloo & Co (GMO) first reported a position in Annaly Capital Management in Q3 2025 and held it in 3 quarters.
  • Grantham, Mayo, Van Otterloo & Co (GMO)'s Annaly Capital Management position peaked at $2.52M in Q4 2025.
  • 784 funds tracked by Wall St. Rank held Annaly Capital Management as of Q2 2026.

Based on Grantham, Mayo, Van Otterloo & Co (GMO)'s 13F filing for Q2 2026, filed 13 Aug 2026.