Two Sigma Investments’s Annaly Capital Management NLY Stock Holding History
Bought
Maintained
Sold
| Quarter | Market Value | Status | Shares |
Change in Stake | Trade Value | Portfolio Weight | Portfolio Position | |
|---|---|---|---|---|---|---|---|---|
|
2026
Q1 | $5.49M | Sell |
259,600
-350,574
| -57% | -$7.98M | ﹤0.01% | 1898 |
|
|
2025
Q4 | $13.6M | Buy |
+610,174
| New | +$13.3M | 0.02% | 933 |
|
|
2024
Q4 | – | Sell |
-33,099
| Closed | -$664K | – | 3397 |
|
|
2024
Q3 | $664K | Buy |
+33,099
| New | +$663K | ﹤0.01% | 2337 |
|
|
2021
Q2 | – | Sell |
-169,680
| Closed | -$5.84M | – | 4411 |
|
|
2021
Q1 | $5.84M | Sell |
169,680
-854,549
| -83% | -$28.9M | 0.02% | 959 |
|
|
2020
Q4 | $34.6M | Buy |
1,024,229
+528,355
| +107% | +$16.4M | 0.1% | 232 |
|
|
2020
Q3 | $14.1M | Buy |
+495,874
| New | +$14.4M | 0.05% | 400 |
|
|
2020
Q2 | – | Sell |
-158,444
| Closed | -$3.91M | – | 3331 |
|
|
2020
Q1 | $3.21M | Buy |
158,444
+155,752
| +5,786% | +$5.48M | 0.03% | 719 |
|
|
2019
Q4 | $101K | Sell |
2,692
-105,158
| -98% | -$3.83M | ﹤0.01% | 3523 |
|
|
2019
Q3 | $3.8M | Sell |
107,850
-1,546,101
| -93% | -$55.7M | 0.01% | 1017 |
|
|
2019
Q2 | $60.4M | Sell |
1,653,951
-1,236,216
| -43% | -$47.1M | 0.2% | 119 |
|
|
2019
Q1 | $115M | Buy |
2,890,167
+1,188,948
| +70% | +$48.5M | 0.37% | 39 |
|
|
2018
Q4 | $66.8M | Sell |
1,701,219
-1,115,940
| -40% | -$44.6M | 0.26% | 82 |
|
|
2018
Q3 | $115M | Buy |
2,817,159
+2,234,530
| +384% | +$93.6M | 0.31% | 71 |
|
|
2018
Q2 | $24M | Buy |
582,629
+500,983
| +614% | +$20.9M | 0.07% | 357 |
|
|
2018
Q1 | $3.41M | Sell |
81,646
-1,580,476
| -95% | -$67.4M | 0.01% | 1171 |
|
|
2017
Q4 | $79.1M | Buy |
1,662,122
+624,447
| +60% | +$29.6M | 0.26% | 96 |
|
|
2017
Q3 | $50.6M | Sell |
1,037,675
-234,422
| -18% | -$11.5M | 0.18% | 156 |
|
|
2017
Q2 | $61.3M | Sell |
1,272,097
-442,658
| -26% | -$20.9M | 0.22% | 107 |
|
|
2017
Q1 | $76.2M | Buy |
1,714,755
+526,262
| +44% | +$22.4M | 0.26% | 83 |
|
|
2016
Q4 | $47.4M | Buy |
1,188,493
+490,173
| +70% | +$19.9M | 0.18% | 140 |
|
|
2016
Q3 | $29.3M | Sell |
698,320
-489,652
| -41% | -$21.2M | 0.11% | 213 |
|
|
2016
Q2 | $52.6M | Buy |
1,187,972
+878,108
| +283% | +$37.4M | 0.23% | 96 |
|
|
2016
Q1 | $12.7M | Buy |
309,864
+305,403
| +6,846% | +$12M | 0.06% | 375 |
|
|
2015
Q4 | $167K | Buy |
+4,461
| New | +$174K | ﹤0.01% | 2502 |
|
|
2015
Q3 | – | Sell |
-5,325
| Closed | -$196K | – | 2550 |
|
|
2015
Q2 | $196K | Sell |
5,325
-1,434,046
| -100% | -$58M | ﹤0.01% | 2634 |
|
|
2015
Q1 | $59.9M | Buy |
1,439,371
+748,579
| +108% | +$31.8M | 0.28% | 77 |
|
|
2014
Q4 | $29.9M | Buy |
+690,792
| New | +$31.2M | 0.17% | 166 |
|
|
2014
Q3 | – | Sell |
-1,173,598
| Closed | -$53.7M | – | 1952 |
|
|
2014
Q2 | $53.7M | Buy |
+1,173,598
| New | +$54.1M | 0.24% | 100 |
|
|
2014
Q1 | – | Sell |
-1,269,057
| Closed | -$50.6M | – | 2170 |
|
|
2013
Q4 | $50.6M | Buy |
+1,269,057
| New | +$55.1M | 0.28% | 75 |
|
|
2013
Q3 | – | Sell |
-480,319
| Closed | -$24.1M | – | 2016 |
|
|
2013
Q2 | $24.1M | Buy |
+480,319
| New | +$28.1M | 0.17% | 166 |
|
Other funds holding NLY
VCM
VPM
Two Sigma Investments's NLY Position: Q1 2026 in Review
Two Sigma Investments reduced its Annaly Capital Management (NLY) stake by 57% in Q1 2026, selling an estimated $7.98M and leaving 259,600 shares worth $5.49M. The position accounts for ﹤0.01% of the portfolio, ranked #1898.
Two Sigma Investments first reported a position in NLY in Q2 2013 and has held it in 30 quarters since. The position peaked at $115M in Q1 2019. 768 funds tracked by Wall St. Rank hold NLY as of Q1 2026.
- Two Sigma Investments held 259,600 shares of Annaly Capital Management worth $5.49M as of Q1 2026.
- Two Sigma Investments sold 350,574 Annaly Capital Management shares in Q1 2026, an estimated $7.98M.
- Annaly Capital Management made up ﹤0.01% of Two Sigma Investments's portfolio in Q1 2026, its #1898 holding.
- Two Sigma Investments first reported a position in Annaly Capital Management in Q2 2013 and has held it in 30 quarters since.
- Two Sigma Investments's Annaly Capital Management position peaked at $115M in Q1 2019.
- 768 funds tracked by Wall St. Rank held Annaly Capital Management as of Q1 2026.
Based on Two Sigma Investments's 13F filing for Q1 2026, filed 15 May 2026.