Two Sigma Investments
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Two Sigma Investments’s Annaly Capital Management NLY Stock Holding History

Two Sigma Investments’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 		$277K Buy
+13,100
New +$298K ﹤0.01% 4124
2020
Q3 		– Sell
-4,400
Closed -$115K – 3403
2020
Q2 		$115K Buy
+4,400
New +$109K ﹤0.01% 2771
2019
Q4 		– Sell
-6,925
Closed -$244K – 3880
2019
Q3 		$244K Buy
+6,925
New +$250K ﹤0.01% 3087
2016
Q4 		– Sell
-6,550
Closed -$275K – 3386
2016
Q3 		$275K Buy
+6,550
New +$284K ﹤0.01% 2802

Other funds holding NLY

BlackRock
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
State Street Boston, Massachusetts $2.9T AUM 29.55% 1-Year Est. Return
Geode Capital Management
Geode Capital Management Boston, Massachusetts $1.61T AUM 30.72% 1-Year Est. Return
T. Rowe Price Associates
T. Rowe Price Associates Baltimore, Maryland $865B AUM 30.76% 1-Year Est. Return
Fidelity Investments
Fidelity Investments Boston, Massachusetts $1.9T AUM 41.92% 1-Year Est. Return
Allspring Global Investments
Allspring Global Investments Charlotte, North Carolina $59.7B AUM 29.08% 1-Year Est. Return
Northern Trust
Northern Trust Chicago, Illinois $757B AUM 28.64% 1-Year Est. Return
Invesco
Invesco Atlanta, Georgia $1.02T AUM 30.18% 1-Year Est. Return

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. 770 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.
  • 770 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.