State of Michigan Retirement System’s Annaly Capital Management NLY Stock Holding History

State of Michigan Retirement System’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	$4.01M	Buy	189,531 +11,500	+6%	+$262K	0.02%	479
2025 Q4	$3.98M	Buy	178,031 +10,900	+7%	+$237K	0.02%	477
2025 Q3	$3.38M	Buy	167,131 +7,400	+5%	+$153K	0.02%	514
2025 Q2	$3.01M	Buy	159,731 +7,400	+5%	+$141K	0.02%	530
2025 Q1	$3.09M	Buy	152,331 +5,700	+4%	+$117K	0.02%	514
2024 Q4	$2.68M	Buy	146,631 +14,700	+11%	+$287K	0.01%	563
2024 Q3	$2.65M	Sell	131,931 -1,600	-1%	-$32K	0.01%	569
2024 Q2	$2.55M	Sell	133,531 -3,500	-3%	-$68K	0.01%	557
2024 Q1	$2.7M	Buy	137,031 +2,800	+2%	+$54K	0.01%	556
2023 Q4	$2.6M	Buy	134,231 +200	+0.1%	+$3.57K	0.02%	547
2023 Q3	$2.52M	Sell	134,031 -6,600	-5%	-$131K	0.02%	529
2023 Q2	$2.81M	Buy	140,631 +1,300	+0.9%	+$25.3K	0.02%	522
2023 Q1	$2.66M	Sell	139,331 -800	-0.6%	-$16.9K	0.02%	530
2022 Q4	$2.95M	Buy	140,131 +16,500	+13%	+$325K	0.02%	498
2022 Q3	$2.12M	Buy	123,631 +108,675	+727%	+$2.74M	0.02%	553
2022 Q2	$354K	Buy	14,956 +1,375	+10%	+$35.6K	﹤0.01%	961
2022 Q1	$382K	Hold	13,581	–	–	﹤0.01%	939
2021 Q4	$425K	Buy	13,581 +8,031	+145%	+$270K	﹤0.01%	963
2021 Q3	$187K	Hold	5,550	–	–	﹤0.01%	975
2021 Q2	$197K	Buy	5,550 +50	+0.9%	+$1.82K	﹤0.01%	969
2021 Q1	$189K	Hold	5,500	–	–	﹤0.01%	975
2020 Q4	$186K	Sell	5,500 -3,350	-38%	-$104K	﹤0.01%	962
2020 Q3	$252K	Buy	+8,850	New	+$256K	﹤0.01%	953
2020 Q1	–	Sell	-4,175,000	Closed	-$157M	–	951
2019 Q4	$157M	Sell	4,175,000 -600,000	-13%	-$21.9M	1.3%	10
2019 Q3	$168M	Sell	4,775,000 -3,501,798	-42%	-$126M	1.52%	7
2019 Q2	$302M	Buy	8,276,798 +1,250,000	+18%	+$47.6M	2.73%	4
2019 Q1	$281M	Buy	7,026,798 +131,229	+2%	+$5.36M	2.25%	5
2018 Q4	$271M	Hold	6,895,569	–	–	2.43%	4
2018 Q3	$282M	Buy	+6,895,569	New	+$289M	2.06%	6

Other funds holding NLY

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 Boston, Massachusetts $2.9T AUM 29.55% 1-Year Est. Return

Geode Capital Management Boston, Massachusetts $1.61T AUM 30.72% 1-Year Est. Return

T. Rowe Price Associates Baltimore, Maryland $865B AUM 30.76% 1-Year Est. Return

Fidelity Investments Boston, Massachusetts $1.9T AUM 41.92% 1-Year Est. Return

Allspring Global Investments Charlotte, North Carolina $59.7B AUM 29.08% 1-Year Est. Return

Northern Trust Chicago, Illinois $757B AUM 28.64% 1-Year Est. Return

Invesco Atlanta, Georgia $1.02T AUM 30.18% 1-Year Est. Return

State of Michigan Retirement System's NLY Position: Q1 2026 in Review

State of Michigan Retirement System increased its Annaly Capital Management (NLY) stake by 6.5% in Q1 2026, buying an estimated $262K and bringing the position to 189,531 shares worth $4.01M. The position accounts for 0.02% of the portfolio, ranked #479.

State of Michigan Retirement System first reported a position in NLY in Q3 2018 and has held it in 29 quarters since. The position peaked at $302M in Q2 2019. 770 funds tracked by Wall St. Rank hold NLY as of Q1 2026.

State of Michigan Retirement System held 189,531 shares of Annaly Capital Management worth $4.01M as of Q1 2026.
State of Michigan Retirement System bought 11,500 Annaly Capital Management shares in Q1 2026, an estimated $262K.
Annaly Capital Management made up 0.02% of State of Michigan Retirement System's portfolio in Q1 2026, its #479 holding.
State of Michigan Retirement System first reported a position in Annaly Capital Management in Q3 2018 and has held it in 29 quarters since.
State of Michigan Retirement System's Annaly Capital Management position peaked at $302M in Q2 2019.
770 funds tracked by Wall St. Rank held Annaly Capital Management as of Q1 2026.

Based on State of Michigan Retirement System's 13F filing for Q1 2026, filed 4 May 2026.