O'Shaughnessy Asset Management’s Annaly Capital Management NLY Stock Holding History

O'Shaughnessy Asset 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 Q2	$256K	Sell	11,427 -17,452	-60%	-$385K	﹤0.01%	1917
2026 Q1	$611K	Sell	28,879 -1,776	-6%	-$40.5K	﹤0.01%	1435
2025 Q4	$685K	Buy	30,655 +8,677	+39%	+$189K	﹤0.01%	1332
2025 Q3	$444K	Sell	21,978 -1,734	-7%	-$36K	﹤0.01%	1553
2025 Q2	$446K	Sell	23,712 -3,457	-13%	-$65.7K	﹤0.01%	1440
2025 Q1	$552K	Buy	27,169 +10,277	+61%	+$211K	﹤0.01%	1266
2024 Q4	$309K	Buy	16,892 +1,439	+9%	+$28.1K	﹤0.01%	1513
2024 Q3	$306K	Buy	15,453 +1,496	+11%	+$30K	﹤0.01%	1481
2024 Q2	$266K	Buy	+13,957	New	+$271K	﹤0.01%	1428
2022 Q4	–	Sell	-415,821	Closed	-$7.14M	–	1444
2022 Q3	$7.14M	Sell	415,821 -387,319	-48%	-$9.76M	0.13%	183
2022 Q2	$19M	Sell	803,140 -48,840	-6%	-$1.27M	0.35%	84
2022 Q1	$24M	Sell	851,980 -150,124	-15%	-$4.46M	0.4%	67
2021 Q4	$31.3M	Buy	1,002,104 +75,067	+8%	+$2.52M	0.56%	44
2021 Q3	$31.2M	Buy	927,037 +127,811	+16%	+$4.4M	0.64%	40
2021 Q2	$28.4M	Buy	799,226 +180,942	+29%	+$6.57M	0.56%	45
2021 Q1	$21.3M	Sell	618,284 -286,320	-32%	-$9.7M	0.47%	60
2020 Q4	$30.6M	Buy	904,604 +309,847	+52%	+$9.59M	0.83%	33
2020 Q3	$16.9M	Buy	594,757 +594,635	+487,406%	+$17.2M	0.51%	52
2020 Q2	$3K	Buy	+122	New	+$3.01K	﹤0.01%	1446

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

O'Shaughnessy Asset Management's NLY Position: Q2 2026 in Review

O'Shaughnessy Asset Management reduced its Annaly Capital Management (NLY) stake by 60% in Q2 2026, selling an estimated $385K and leaving 11,427 shares worth $256K. The position accounts for ﹤0.01% of the portfolio, ranked #1917.

O'Shaughnessy Asset Management first reported a position in NLY in Q2 2020 and has held it in 19 quarters since. The position peaked at $31.3M in Q4 2021. 784 funds tracked by Wall St. Rank hold NLY as of Q2 2026.

O'Shaughnessy Asset Management held 11,427 shares of Annaly Capital Management worth $256K as of Q2 2026.
O'Shaughnessy Asset Management sold 17,452 Annaly Capital Management shares in Q2 2026, an estimated $385K.
Annaly Capital Management made up ﹤0.01% of O'Shaughnessy Asset Management's portfolio in Q2 2026, its #1917 holding.
O'Shaughnessy Asset Management first reported a position in Annaly Capital Management in Q2 2020 and has held it in 19 quarters since.
O'Shaughnessy Asset Management's Annaly Capital Management position peaked at $31.3M in Q4 2021.
784 funds tracked by Wall St. Rank held Annaly Capital Management as of Q2 2026.

Based on O'Shaughnessy Asset Management's 13F filing for Q2 2026, filed 13 Aug 2026.