Absolute Return Capital’s Annaly Capital Management NLY Stock Holding History

Absolute Return Capital’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
2015 Q4	–	Sell	-1,599	Closed	-$63K	–	231
2015 Q3	$63K	Buy	1,599 +291	+22%	+$11.6K	﹤0.01%	489
2015 Q2	$48K	Sell	1,308 -3,080	-70%	-$124K	﹤0.01%	562
2015 Q1	$183K	Buy	4,388 +1,463	+50%	+$62.2K	﹤0.01%	547
2014 Q4	$126K	Sell	2,925 -6,730	-70%	-$304K	﹤0.01%	605
2014 Q3	$412K	Buy	+9,655	New	+$441K	0.01%	588
2014 Q2	–	Sell	-24,254	Closed	-$1.06M	–	1321
2014 Q1	$1.06M	Buy	24,254 +17,014	+235%	+$735K	0.02%	618
2013 Q4	$289K	Sell	7,240 -103,838	-93%	-$4.51M	﹤0.01%	666
2013 Q3	$5.14M	Buy	111,078 +15,559	+16%	+$732K	0.07%	328
2013 Q2	$4.8M	Buy	+95,519	New	+$5.58M	0.06%	363

Other funds holding NLY

Vanguard Group Malvern, Pennsylvania $6.9T AUM 27.45% 1-Year Est. Return

ACM

Americafirst Capital Management Roseville, California $74M AUM 13.49% 1-Year Est. Return

Fidelity Investments Boston, Massachusetts $1.9T AUM 41.92% 1-Year Est. Return

BFA

BlackRock Fund Advisors San Francisco, California $542B AUM 18.13% 1-Year Est. Return

BIT

BlackRock Institutional Trust San Francisco, California $675B AUM 16.07% 1-Year Est. Return

State Street Boston, Massachusetts $2.9T AUM 29.55% 1-Year Est. Return

LSV Asset Management Chicago, Illinois $46.4B AUM 27.74% 1-Year Est. Return

D.E. Shaw & Co New York $166B AUM 43.98% 1-Year Est. Return

Bank of New York Mellon New York $544B AUM 28.31% 1-Year Est. Return

Prudential Financial Newark, New Jersey $81.2B AUM 27.81% 1-Year Est. Return

Absolute Return Capital's NLY Position: Q4 2015 in Review

Absolute Return Capital sold out of Annaly Capital Management (NLY) in Q4 2015, closing a stake of 1,599 shares — an estimated $63K sold.

Absolute Return Capital first reported a position in NLY in Q2 2013 and held it in 9 quarters. The position peaked at $5.14M in Q3 2013. 482 funds tracked by Wall St. Rank hold NLY as of Q4 2015.

Absolute Return Capital reported no remaining Annaly Capital Management position as of Q4 2015 after selling out during the quarter.
Absolute Return Capital sold 1,599 Annaly Capital Management shares in Q4 2015, an estimated $63K.
Absolute Return Capital first reported a position in Annaly Capital Management in Q2 2013 and held it in 9 quarters.
Absolute Return Capital's Annaly Capital Management position peaked at $5.14M in Q3 2013.
482 funds tracked by Wall St. Rank held Annaly Capital Management as of Q4 2015.

Based on Absolute Return Capital's 13F filing for Q4 2015.