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
2021 Q2	–	Sell	-6,225	Closed	-$214K	–	4412
2021 Q1	$214K	Buy	6,225 +2,050	+49%	+$69.4K	﹤0.01%	3590
2020 Q4	$141K	Sell	4,175 -4,125	-50%	-$128K	﹤0.01%	3171
2020 Q3	$236K	Sell	8,300 -3,825	-32%	-$111K	﹤0.01%	2718
2020 Q2	$318K	Buy	+12,125	New	+$299K	﹤0.01%	2337
2019 Q4	–	Sell	-9,575	Closed	-$337K	–	3881
2019 Q3	$337K	Buy	+9,575	New	+$345K	﹤0.01%	2881
2017 Q3	–	Sell	-68,050	Closed	-$3.28M	–	3049
2017 Q2	$3.28M	Buy	68,050 +65,550	+2,622%	+$3.09M	0.01%	1103
2017 Q1	$111K	Sell	2,500 -6,600	-73%	-$281K	﹤0.01%	2785
2016 Q4	$363K	Buy	9,100 +5,575	+158%	+$227K	﹤0.01%	2667
2016 Q3	$148K	Buy	+3,525	New	+$153K	﹤0.01%	3000

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

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.