NLY · Annaly Capital Management Inc

$23.04 -0.02 (-0.09%) At close · Aug 28

S&P 400 member Russell 1000 member Rebalance outlook locked

Market Cap

$17.37B

753.71M

Shares sold short and not yet covered, reported twice monthly. Days to cover is the reported short position divided by average daily volume.

NLY Short Interest Forecast

Equibles' model estimates 20,320,954 shares sold short for the August 31, 2026 settlement, -0.4% versus the latest reported position. This model prediction uses FINRA data through August 21, 2026; FINRA's official release is expected September 10, 2026.

Model estimate

Expected Aug 31 short interest

as of Aug 21

20,320,954 -0.4% vs reported

The latest estimate appears in the chart below. Official release expected Sep 10. Methodology

Short Squeeze Score

47/100

Short interest 2.7% of shares — P57 Days to cover 2.9 — P48 Price vs VWAP +2.3% — P61 Short-volume trend -10.1% — P19 Short interest change -2.5% — P43 Worst FTD 0.00% of shares — P36

Peer-relative percentile rank across all stocks reporting short interest at the latest settlement date (2026-08-14). Weighted mean of the available factors (short interest 30%, days to cover 20%, price vs VWAP 15%, short-volume trend 15%, short-interest change 10%, fails-to-deliver 10%) plus catalyst boosts (price spike, volume surge, earnings within days), capped at +20 and clamped to 100.

1M 3M 6M 1Y 5Y All

Short Interest History

Settlement Date	Current Position	Previous Position	Change	Avg Daily Volume	Days to Cover
2026-09-15 Scheduled FINRA publishes Sep 24	—	—	—	—	—
2026-08-31 Scheduled FINRA publishes Sep 10	—	—	—	—	—
2026-08-14	20,406,723	20,919,794	-513,071	7,039,060	2.90
2026-07-31	20,919,794	19,600,233	+1,319,561	7,951,303	2.63
2026-07-15	19,600,233	23,487,119	-3,886,886	6,638,244	2.95
2026-06-30	23,487,119	16,577,349	+6,909,770	10,293,992	2.28
2026-06-15	16,577,349	14,218,683	+2,358,666	7,254,085	2.29
2026-05-29	14,218,683	16,133,841	-1,915,158	8,056,320	1.76
2026-05-15	16,133,841	16,627,862	-494,021	5,067,708	3.18
2026-04-30	16,627,862	17,410,192	-782,330	5,717,321	2.91
2026-04-15	17,410,192	21,670,917	-4,260,725	5,565,809	3.13
2026-03-31	21,670,917	14,532,723	+7,138,194	10,838,195	2.00
2026-03-13	14,532,723	13,909,928	+622,795	7,411,057	1.96
2026-02-27	13,909,928	13,558,689	+351,239	6,934,421	2.01
2026-02-13	13,558,689	13,267,182	+291,507	8,022,668	1.69
2026-01-30	13,267,182	11,987,882	+1,279,300	8,058,475	1.65
2026-01-15	11,987,882	20,015,708	-8,027,826	10,371,170	1.16
2025-12-31	20,015,708	13,083,573	+6,932,135	8,825,795	2.27
2025-12-15	13,083,573	11,767,179	+1,316,394	6,486,915	2.02
2025-11-28	11,767,179	12,027,831	-260,652	7,062,216	1.67
2025-11-14	12,027,831	11,184,482	+843,349	6,766,963	1.78
2025-10-31	11,184,482	9,880,385	+1,304,097	6,872,838	1.63
2025-10-15	9,880,385	15,547,558	-5,667,173	6,568,055	1.50
2025-09-30	15,547,558	14,122,727	+1,424,831	9,615,954	1.62
2025-09-15	14,122,727	13,648,723	+474,004	7,870,634	1.79

Full FINRA short interest reporting calendar

Showing 1–23 of 23 settlements

Key facts CIK 1043219 CUSIP 035710839 13F (30d) 497 filings 476 filers Visit website Investor relations