AlphaSimPlex Group’s Annaly Capital Management NLY Stock Holding History

AlphaSimPlex Group’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
2020 Q2	–	Sell	-9,080	Closed	-$184K	–	272
2020 Q1	$184K	Buy	+9,080	New	+$319K	0.28%	92
2019 Q4	–	Sell	-14,422	Closed	-$508K	–	265
2019 Q3	$508K	Sell	14,422 -1,209	-8%	-$43.6K	0.19%	144
2019 Q2	$571K	Hold	15,631	–	–	0.18%	201
2019 Q1	$625K	Buy	+15,631	New	+$638K	0.21%	159

Other funds holding NLY

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

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

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

Wells Fargo San Francisco, California $530B AUM 22.01% 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

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

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

Norges Bank Oslo, Norway $935B AUM

California Public Employees Retirement System Sacramento, California $162B AUM 25.78% 1-Year Est. Return

AlphaSimPlex Group's NLY Position: Q2 2020 in Review

AlphaSimPlex Group sold out of Annaly Capital Management (NLY) in Q2 2020, closing a stake of 9,080 shares — an estimated $184K sold.

AlphaSimPlex Group first reported a position in NLY in Q1 2019 and held it in 4 quarters. The position peaked at $625K in Q1 2019. 665 funds tracked by Wall St. Rank hold NLY as of Q2 2020.

AlphaSimPlex Group reported no remaining Annaly Capital Management position as of Q2 2020 after selling out during the quarter.
AlphaSimPlex Group sold 9,080 Annaly Capital Management shares in Q2 2020, an estimated $184K.
AlphaSimPlex Group first reported a position in Annaly Capital Management in Q1 2019 and held it in 4 quarters.
AlphaSimPlex Group's Annaly Capital Management position peaked at $625K in Q1 2019.
665 funds tracked by Wall St. Rank held Annaly Capital Management as of Q2 2020.

Based on AlphaSimPlex Group's 13F filing for Q2 2020, filed 14 Aug 2020.