NLY Dark Pool Activity
ATS off-exchange volume intelligence · Week of 2026-07-20
NLY dark pool volume for the week of 2026-07-20: 7.5M shares traded across 26 ATS venues with a total notional value of $169.2M. Volume is up 60.9% week-over-week. Off-exchange dark pool transactions account for 19.1% of total NLY market volume — elevated above the typical 10–14% institutional baseline, potentially signaling active accumulation or distribution. Primary routing venues include , INTELLIGENT CROSS LLC, MS TRAJECTORY CROSS (ATS-1).
Dark pool activity in NLY reflects institutional order flow executing on Alternative Trading Systems (ATS) registered with the SEC — private venues where large-block trades are matched away from public exchanges to minimize price impact. StonkWhisper ingests FINRA-published ATS volume data to track these off-exchange flows. Sustained elevation in dark pool percentage — particularly when concentrated at specific venues — can indicate institutional accumulation or distribution ahead of significant price moves. The interactive charts below show 12-week historical volume and complete venue breakdown for NLY.
Weekly History
| Week | Shares | DP % | WoW |
|---|---|---|---|
| 2026-07-20 | 7.5M | 19.1% | +60.9% |
| 2026-07-13 | 4.7M | — | -4.7% |
| 2026-07-06 | 4.9M | — | -19.0% |
| 2026-06-29 | 6.1M | — | -5.8% |
| 2026-06-22 | 6.4M | — | +60.7% |
| 2026-06-15 | 4.0M | — | -31.8% |
| 2026-06-08 | 5.9M | — | +2.5% |
| 2026-06-01 | 5.7M | — | +2.9% |
| 2026-05-25 | 5.6M | 12.7% | +69.2% |
| 2026-05-18 | 3.3M | — | -23.1% |
| 2026-05-11 | 4.3M | — | +4.1% |
| 2026-05-04 | 4.1M | — | -14.0% |