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	-46,800	Closed	-$894K	–	3163
2023 Q1	$894K	Buy	46,800 +3,200	+7%	+$67.5K	0.02%	886
2022 Q4	$919K	Buy	+43,600	New	+$858K	0.03%	729
2021 Q3	–	Sell	-8,800	Closed	-$313K	–	1805
2021 Q2	$313K	Buy	+8,800	New	+$320K	0.01%	951
2021 Q1	–	Sell	-2,525	Closed	-$85K	–	1458
2020 Q4	$85K	Buy	+2,525	New	+$78.1K	﹤0.01%	1514
2020 Q2	–	Sell	-6,325	Closed	-$128K	–	1606
2020 Q1	$128K	Buy	6,325 +1,200	+23%	+$42.2K	﹤0.01%	1121
2019 Q4	$193K	Sell	5,125 -2,425	-32%	-$88.4K	﹤0.01%	2101
2019 Q3	$266K	Sell	7,550 -5,000	-40%	-$180K	﹤0.01%	1648
2019 Q2	$458K	Buy	12,550 +7,400	+144%	+$282K	﹤0.01%	1173
2019 Q1	$206K	Buy	5,150 +1,925	+60%	+$78.6K	﹤0.01%	1469
2018 Q4	$127K	Sell	3,225 -35,450	-92%	-$1.42M	﹤0.01%	1830
2018 Q3	$1.58M	Sell	38,675 -36,475	-49%	-$1.53M	0.01%	825
2018 Q2	$3.09M	Buy	75,150 +55,350	+280%	+$2.31M	0.02%	688
2018 Q1	$826K	Buy	+19,800	New	+$844K	﹤0.01%	1378

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.