AlphaCrest Capital Management’s Annaly Capital Management NLY Stock Holding History

AlphaCrest Capital Management’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
2022 Q3	–	Sell	-30,496	Closed	-$721K	–	1334
2022 Q2	$721K	Buy	+30,496	New	+$790K	0.03%	814
2022 Q1	–	Sell	-28,225	Closed	-$883K	–	1355
2021 Q4	$883K	Buy	+28,225	New	+$949K	0.03%	851
2021 Q3	–	Sell	-52,027	Closed	-$1.85M	–	1337
2021 Q2	$1.85M	Buy	+52,027	New	+$1.89M	0.08%	387
2020 Q2	–	Sell	-13,550	Closed	-$275K	–	1040
2020 Q1	$275K	Buy	13,550 +4,907	+57%	+$173K	0.03%	827
2019 Q4	$326K	Sell	8,643 -2,520	-23%	-$91.9K	0.03%	1020
2019 Q3	$393K	Buy	11,163 +3,870	+53%	+$139K	0.02%	1023
2019 Q2	$266K	Sell	7,293 -944	-11%	-$36K	0.02%	895
2019 Q1	$329K	Buy	+8,237	New	+$336K	0.05%	618

Other funds holding NLY

BlackRock New York $5.72T AUM 30.48% 1-Year Est. Return

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

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

Allspring Global Investments Charlotte, North Carolina $59.7B AUM 29.08% 1-Year Est. Return

Marshall Wace London, United Kingdom $100B AUM 35.1% 1-Year Est. Return

Geode Capital Management Boston, Massachusetts $1.61T AUM 30.72% 1-Year Est. Return

Northern Trust Chicago, Illinois $757B AUM 28.64% 1-Year Est. Return

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

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

Norges Bank Oslo, Norway $935B AUM

AlphaCrest Capital Management's NLY Position: Q3 2022 in Review

AlphaCrest Capital Management sold out of Annaly Capital Management (NLY) in Q3 2022, closing a stake of 30,496 shares — an estimated $721K sold.

AlphaCrest Capital Management first reported a position in NLY in Q1 2019 and held it in 8 quarters. The position peaked at $1.85M in Q2 2021. 554 funds tracked by Wall St. Rank hold NLY as of Q3 2022.

AlphaCrest Capital Management reported no remaining Annaly Capital Management position as of Q3 2022 after selling out during the quarter.
AlphaCrest Capital Management sold 30,496 Annaly Capital Management shares in Q3 2022, an estimated $721K.
AlphaCrest Capital Management first reported a position in Annaly Capital Management in Q1 2019 and held it in 8 quarters.
AlphaCrest Capital Management's Annaly Capital Management position peaked at $1.85M in Q2 2021.
554 funds tracked by Wall St. Rank held Annaly Capital Management as of Q3 2022.

Based on AlphaCrest Capital Management's 13F filing for Q3 2022, filed 14 Nov 2022.