State of Tennessee, Department of Treasury’s Annaly Capital Management NLY Stock Holding History

State of Tennessee, Department of Treasury’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	$5.5M	Hold	259,956	–	–	0.02%	536
2025 Q4	$5.98M	Buy	259,956 +28,493	+12%	+$620K	0.02%	528
2025 Q3	$4.68M	Buy	231,463 +26,480	+13%	+$549K	0.02%	591
2025 Q2	$3.86M	Hold	204,983	–	–	0.01%	620
2025 Q1	$4.16M	Hold	204,983	–	–	0.02%	577
2024 Q4	$3.75M	Sell	204,983 -5,785	-3%	-$113K	0.01%	634
2024 Q3	$4.23M	Sell	210,768 -104,505	-33%	-$2.09M	0.01%	603
2024 Q2	$6.01M	Sell	315,273 -10,000	-3%	-$194K	0.02%	484
2024 Q1	$6.4M	Hold	325,273	–	–	0.02%	505
2023 Q4	$6.3M	Sell	325,273 -20,400	-6%	-$364K	0.02%	461
2023 Q3	$6.5M	Buy	345,673 +106,300	+44%	+$2.11M	0.03%	458
2023 Q2	$4.79M	Hold	239,373	–	–	0.02%	482
2023 Q1	$4.57M	Sell	239,373 -15,627	-6%	-$330K	0.02%	506
2022 Q4	$5.38M	Buy	255,000 +90,000	+55%	+$1.77M	0.03%	462
2022 Q3	$2.83M	Buy	+165,000	New	+$4.16M	0.01%	672

Other funds holding NLY

BlackRock New York $6.73T AUM 46.02% 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 $3.37T AUM 44.26% 1-Year Est. Return

Geode Capital Management Boston, Massachusetts $1.88T AUM 44.46% 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 Tennessee, Department of Treasury's NLY Position: Q1 2026 in Review

State of Tennessee, Department of Treasury held its Annaly Capital Management (NLY) position steady in Q1 2026 at 259,956 shares worth $5.5M. The position accounts for 0.02% of the portfolio, ranked #536.

State of Tennessee, Department of Treasury first reported a position in NLY in Q3 2022 and has held it in 15 quarters since. The position peaked at $6.5M in Q3 2023. 771 funds tracked by Wall St. Rank hold NLY as of Q1 2026.

State of Tennessee, Department of Treasury held 259,956 shares of Annaly Capital Management worth $5.5M as of Q1 2026.
State of Tennessee, Department of Treasury left its Annaly Capital Management share count unchanged in Q1 2026.
Annaly Capital Management made up 0.02% of State of Tennessee, Department of Treasury's portfolio in Q1 2026, its #536 holding.
State of Tennessee, Department of Treasury first reported a position in Annaly Capital Management in Q3 2022 and has held it in 15 quarters since.
State of Tennessee, Department of Treasury's Annaly Capital Management position peaked at $6.5M in Q3 2023.
771 funds tracked by Wall St. Rank held Annaly Capital Management as of Q1 2026.

Based on State of Tennessee, Department of Treasury's 13F filing for Q1 2026, filed 15 May 2026.