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

Two Sigma Securities’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
2023 Q2	–	Sell	-29,100	Closed	-$556K	–	3161
2023 Q1	$556K	Buy	29,100 +17,200	+145%	+$363K	0.01%	1197
2022 Q4	$251K	Buy	+11,900	New	+$234K	0.01%	1715
2021 Q3	–	Sell	-6,700	Closed	-$238K	–	1804
2021 Q2	$238K	Buy	+6,700	New	+$243K	0.01%	1175
2021 Q1	–	Sell	-3,250	Closed	-$110K	–	1456
2020 Q4	$110K	Sell	3,250 -1,300	-29%	-$40.2K	﹤0.01%	1490
2020 Q3	$130K	Sell	4,550 -950	-17%	-$27.5K	﹤0.01%	1164
2020 Q2	$144K	Buy	+5,500	New	+$136K	﹤0.01%	1185
2020 Q1	–	Sell	-5,825	Closed	-$219K	–	1996
2019 Q4	$219K	Buy	5,825 +2,425	+71%	+$88.4K	﹤0.01%	2027
2019 Q3	$120K	Sell	3,400 -450	-12%	-$16.2K	﹤0.01%	1925
2019 Q2	$141K	Buy	3,850 +75	+2%	+$2.86K	﹤0.01%	1801
2019 Q1	$151K	Buy	+3,775	New	+$154K	﹤0.01%	1519
2018 Q4	–	Sell	-11,250	Closed	-$460K	–	2603
2018 Q3	$460K	Sell	11,250 -1,100	-9%	-$46.1K	﹤0.01%	1469
2018 Q2	$508K	Buy	12,350 +3,500	+40%	+$146K	﹤0.01%	1741
2018 Q1	$369K	Buy	+8,850	New	+$377K	﹤0.01%	1870

Other funds holding NLY

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

Vanguard Capital Management Malvern, Pennsylvania $4.68T AUM

Vanguard Portfolio Management Malvern, Pennsylvania $2.22T 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

Fidelity Investments Boston, Massachusetts $2.3T AUM 54.33% 1-Year Est. Return

Allspring Global Investments Charlotte, North Carolina $65.2B AUM 39.42% 1-Year Est. Return

Norges Bank Oslo, Norway $1T AUM

Northern Trust Chicago, Illinois $860B AUM 41.15% 1-Year Est. Return

Invesco Atlanta, Georgia $1.26T AUM 61.52% 1-Year Est. Return

Two Sigma Securities's NLY Position: Q2 2026 in Review

Two Sigma Securities opened a new position in Annaly Capital Management (NLY) in Q2 2026: 40,858 shares worth $914K. The stake represents 0.08% of the portfolio and ranks #327 among its holdings. This is a return to the name: Two Sigma Securities previously reported a position in NLY as recently as Q1 2025.

Two Sigma Securities first reported a position in NLY in Q4 2014 and has held it in 27 quarters since. The position peaked at $2.32M in Q3 2018. 790 funds tracked by Wall St. Rank hold NLY as of Q2 2026.

Two Sigma Securities held 40,858 shares of Annaly Capital Management worth $914K as of Q2 2026.
Annaly Capital Management was a new Two Sigma Securities position in Q2 2026.
Annaly Capital Management made up 0.08% of Two Sigma Securities's portfolio in Q2 2026, its #327 holding.
Two Sigma Securities first reported a position in Annaly Capital Management in Q4 2014 and has held it in 27 quarters since.
Two Sigma Securities's Annaly Capital Management position peaked at $2.32M in Q3 2018.
790 funds tracked by Wall St. Rank held Annaly Capital Management as of Q2 2026.

Based on Two Sigma Securities's 13F filing for Q2 2026, filed 14 Aug 2026.