WorldQuant Millennium Advisors
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WorldQuant Millennium Advisors’s Annaly Capital Management NLY Stock Holding History

WorldQuant Millennium Advisors’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
Q2 		$5.1M Buy
228,224
+165,945
+266% +$3.66M 0.02% 398
2026
Q1 		$1.32M Sell
62,279
-83,606
-57% -$1.9M 0.01% 472
2025
Q4 		$3.26M Buy
+145,885
New +$3.18M 0.01% 375
2025
Q2 		– Sell
-13,750
Closed -$279K – 551
2025
Q1 		$279K Buy
+13,750
New +$283K ﹤0.01% 409
2024
Q4 		– Sell
-102,144
Closed -$2.05M – 486
2024
Q3 		$2.05M Buy
102,144
+48,961
+92% +$981K 0.02% 343
2024
Q2 		$1.01M Buy
+53,183
New +$1.03M 0.01% 349
2022
Q4 		– Sell
-655,301
Closed -$11.2M – 377
2022
Q3 		$11.2M Buy
+655,301
New +$16.5M 0.27% 111
2020
Q2 		– Sell
-60,846
Closed -$1.23M – 354
2020
Q1 		$1.23M Sell
60,846
-40,625
-40% -$1.43M 0.03% 289
2019
Q4 		$3.82M Sell
101,471
-30,416
-23% -$1.11M 0.07% 238
2019
Q3 		$4.64M Sell
131,887
-4,093
-3% -$148K 0.09% 209
2019
Q2 		$4.97M Buy
135,980
+22,988
+20% +$876K 0.09% 183
2019
Q1 		$4.51M Buy
112,992
+6,174
+6% +$252K 0.11% 183
2018
Q4 		$4.2M Buy
106,818
+23,062
+28% +$922K 0.12% 177
2018
Q3 		$3.43M Buy
83,756
+4,453
+6% +$187K 0.11% 181
2018
Q2 		$3.26M Buy
+79,303
New +$3.3M 0.13% 177

Other funds holding NLY

BlackRock
BlackRock New York $6.73T AUM 46.02% 1-Year Est. Return
Vanguard Capital Management
Vanguard Capital Management Malvern, Pennsylvania $4.68T AUM
Vanguard Portfolio Management
Vanguard Portfolio Management Malvern, Pennsylvania $2.22T AUM
State Street
State Street Boston, Massachusetts $3.37T AUM 44.26% 1-Year Est. Return
Geode Capital Management
Geode Capital Management Boston, Massachusetts $1.88T AUM 44.46% 1-Year Est. Return
Fidelity Investments
Fidelity Investments Boston, Massachusetts $2.3T AUM 54.33% 1-Year Est. Return
Allspring Global Investments
Allspring Global Investments Charlotte, North Carolina $65.2B AUM 39.42% 1-Year Est. Return
Norges Bank
Norges Bank Oslo, Norway $1T AUM
Northern Trust
Northern Trust Chicago, Illinois $860B AUM 41.15% 1-Year Est. Return
Invesco
Invesco Atlanta, Georgia $1.26T AUM 61.52% 1-Year Est. Return

WorldQuant Millennium Advisors's NLY Position: Q2 2026 in Review

WorldQuant Millennium Advisors increased its Annaly Capital Management (NLY) stake by 266% in Q2 2026, buying an estimated $3.66M and bringing the position to 228,224 shares worth $5.1M. The position accounts for 0.02% of the portfolio, ranked #398.

WorldQuant Millennium Advisors first reported a position in NLY in Q2 2018 and has held it in 15 quarters since. The position peaked at $11.2M in Q3 2022. 789 funds tracked by Wall St. Rank hold NLY as of Q2 2026.

  • WorldQuant Millennium Advisors held 228,224 shares of Annaly Capital Management worth $5.1M as of Q2 2026.
  • WorldQuant Millennium Advisors bought 165,945 Annaly Capital Management shares in Q2 2026, an estimated $3.66M.
  • Annaly Capital Management made up 0.02% of WorldQuant Millennium Advisors's portfolio in Q2 2026, its #398 holding.
  • WorldQuant Millennium Advisors first reported a position in Annaly Capital Management in Q2 2018 and has held it in 15 quarters since.
  • WorldQuant Millennium Advisors's Annaly Capital Management position peaked at $11.2M in Q3 2022.
  • 789 funds tracked by Wall St. Rank held Annaly Capital Management as of Q2 2026.

Based on WorldQuant Millennium Advisors's 13F filing for Q2 2026, filed 14 Aug 2026.