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Mount Lucas Management’s Annaly Capital Management NLY Stock Holding History

Mount Lucas Management’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
Q1 		– Sell
-132,000
Closed -$2.95M – 191
2025
Q4 		$2.95M Sell
132,000
-85,000
-39% -$1.85M 1.18% 14
2025
Q3 		$4.39M Sell
217,000
-74,600
-26% -$1.55M 1.8% 6
2025
Q2 		$5.49M Buy
291,600
+10,500
+4% +$200K 2.34% 4
2025
Q1 		$5.71M Buy
281,100
+19,100
+7% +$393K 1.84% 9
2024
Q4 		$4.79M Hold
262,000
– – 1.67% 8
2024
Q3 		$5.26M Buy
262,000
+8,000
+3% +$160K 1.79% 6
2024
Q2 		$4.84M Buy
254,000
+1,035
+0.4% +$20.1K 1.39% 15
2024
Q1 		$4.98M Buy
252,965
+8,333
+3% +$161K 1.36% 14
2023
Q4 		$4.74M Buy
244,632
+48,032
+24% +$857K 1.36% 13
2023
Q3 		$3.7M Buy
196,600
+43,800
+29% +$870K 1.31% 10
2023
Q2 		$3.06M Buy
152,800
+4,800
+3% +$93.3K 1.02% 21
2023
Q1 		$2.83M Buy
+148,000
New +$3.12M 0.75% 43

Other funds holding NLY

BlackRock
BlackRock New York $5.72T AUM 30.48% 1-Year Est. Return
VCM
Vanguard Capital Management Malvern, Pennsylvania $4.04T AUM
VPM
Vanguard Portfolio Management Malvern, Pennsylvania $1.91T AUM
State Street
State Street Boston, Massachusetts $2.9T AUM 29.55% 1-Year Est. Return
Geode Capital Management
Geode Capital Management Boston, Massachusetts $1.61T AUM 30.72% 1-Year Est. Return
T. Rowe Price Associates
T. Rowe Price Associates Baltimore, Maryland $865B AUM 30.76% 1-Year Est. Return
Fidelity Investments
Fidelity Investments Boston, Massachusetts $1.9T AUM 41.92% 1-Year Est. Return
Allspring Global Investments
Allspring Global Investments Charlotte, North Carolina $59.7B AUM 29.08% 1-Year Est. Return
Northern Trust
Northern Trust Chicago, Illinois $757B AUM 28.64% 1-Year Est. Return
Invesco
Invesco Atlanta, Georgia $1.02T AUM 30.18% 1-Year Est. Return

Mount Lucas Management's NLY Position: Q1 2026 in Review

Mount Lucas Management sold out of Annaly Capital Management (NLY) in Q1 2026, closing a stake of 132,000 shares — an estimated $2.95M sold.

Mount Lucas Management first reported a position in NLY in Q1 2023 and held it in 12 quarters. The position peaked at $5.71M in Q1 2025. 770 funds tracked by Wall St. Rank hold NLY as of Q1 2026.

  • Mount Lucas Management reported no remaining Annaly Capital Management position as of Q1 2026 after selling out during the quarter.
  • Mount Lucas Management sold 132,000 Annaly Capital Management shares in Q1 2026, an estimated $2.95M.
  • Mount Lucas Management first reported a position in Annaly Capital Management in Q1 2023 and held it in 12 quarters.
  • Mount Lucas Management's Annaly Capital Management position peaked at $5.71M in Q1 2025.
  • 770 funds tracked by Wall St. Rank held Annaly Capital Management as of Q1 2026.

Based on Mount Lucas Management's 13F filing for Q1 2026, filed 5 May 2026.