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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
Q2 		$4.29M Buy
191,931
+2,400
+1% +$53K 0.02% 491
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

Swedbank
Swedbank Stockholm, Sweden $116B AUM 46.87% 1-Year Est. Return
Sumitomo Mitsui Trust Group
Sumitomo Mitsui Trust Group Minato-Ku, Tokyo, Japan $175B AUM 40.63% 1-Year Est. Return
Retirement Systems of Alabama
Retirement Systems of Alabama Montgomery, Alabama $33.2B AUM 38.15% 1-Year Est. Return
MIF
Mediolanum International Funds Dublin 1, Ireland $11.7B AUM 47.18% 1-Year Est. Return
IWA
IBEX Wealth Advisors Bedminster, New Jersey $1.28B AUM 61% 1-Year Est. Return
Wealth Enhancement Advisory Services
Wealth Enhancement Advisory Services Plymouth, Minnesota $59.8B AUM 29.42% 1-Year Est. Return
CM
Columbus Macro New Castle, Pennsylvania $1.03B AUM 17.77% 1-Year Est. Return
QCM
QRG Capital Management Chicago, Illinois $12.1B AUM 44.98% 1-Year Est. Return
New York State Teachers Retirement System (NYSTRS)
New York State Teachers Retirement System (NYSTRS) Albany, New York $54.2B AUM 43.77% 1-Year Est. Return
New York State Common Retirement Fund
New York State Common Retirement Fund Albany, New York $79.3B AUM 43.63% 1-Year Est. Return

State of Michigan Retirement System's NLY Position: Q2 2026 in Review

State of Michigan Retirement System increased its Annaly Capital Management (NLY) stake by 1.3% in Q2 2026, buying an estimated $53K and bringing the position to 191,931 shares worth $4.29M. The position accounts for 0.02% of the portfolio, ranked #491.

State of Michigan Retirement System first reported a position in NLY in Q3 2018 and has held it in 30 quarters since. The position peaked at $302M in Q2 2019. 297 funds tracked by Wall St. Rank hold NLY as of Q2 2026.

  • State of Michigan Retirement System held 191,931 shares of Annaly Capital Management worth $4.29M as of Q2 2026.
  • State of Michigan Retirement System bought 2,400 Annaly Capital Management shares in Q2 2026, an estimated $53K.
  • Annaly Capital Management made up 0.02% of State of Michigan Retirement System's portfolio in Q2 2026, its #491 holding.
  • State of Michigan Retirement System first reported a position in Annaly Capital Management in Q3 2018 and has held it in 30 quarters since.
  • State of Michigan Retirement System's Annaly Capital Management position peaked at $302M in Q2 2019.
  • 297 funds tracked by Wall St. Rank held Annaly Capital Management as of Q2 2026.

Based on State of Michigan Retirement System's 13F filing for Q2 2026, filed 30 Jul 2026.