Analytic Investors’s Annaly Capital Management NLY Stock Holding History

Analytic Investors’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
2016 Q3	$29.8M	Buy	708,706 +25,031	+4%	+$1.08M	0.33%	80
2016 Q2	$30.3M	Buy	683,675 +642,914	+1,577%	+$27.4M	0.36%	77
2016 Q1	$1.67M	Hold	40,761	–	–	0.02%	329
2015 Q4	$1.53M	Sell	40,761 -191,322	-82%	-$7.46M	0.02%	330
2015 Q3	$9.16M	Sell	232,083 -308,526	-57%	-$12.3M	0.12%	152
2015 Q2	$19.9M	Sell	540,609 -1,719,869	-76%	-$69.5M	0.28%	90
2015 Q1	$94M	Sell	2,260,478 -35,031	-2%	-$1.49M	1.28%	20
2014 Q4	$99.3M	Sell	2,295,509 -698,690	-23%	-$31.6M	1.41%	15
2014 Q3	$128M	Buy	2,994,199 +1,293,027	+76%	+$59.1M	1.83%	7
2014 Q2	$77.8M	Buy	1,701,172 +1,590,984	+1,444%	+$73.3M	1.26%	20
2014 Q1	$4.83M	Sell	110,188 -637,594	-85%	-$27.6M	0.07%	189
2013 Q4	$29.8M	Buy	747,782 +356,537	+91%	+$15.5M	0.49%	59
2013 Q3	$18.1M	Sell	391,245 -357,399	-48%	-$16.8M	0.29%	107
2013 Q2	$37.6M	Buy	+748,644	New	+$43.8M	0.62%	42

Other funds holding NLY

Vanguard Group Malvern, Pennsylvania $6.9T AUM 27.45% 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 $3.37T AUM 44.26% 1-Year Est. Return

Fidelity Investments Boston, Massachusetts $2.3T AUM 54.33% 1-Year Est. Return

LSV Asset Management Chicago, Illinois $55.1B AUM 45.38% 1-Year Est. Return

APG Asset Management Amsterdam, Netherlands $40.7B AUM 39.97% 1-Year Est. Return

Invesco Atlanta, Georgia $1.26T AUM 61.52% 1-Year Est. Return

Norges Bank Oslo, Norway $1T AUM

BlackRock Group London, United Kingdom $210B AUM 15.5% 1-Year Est. Return

Analytic Investors's NLY Position: Q3 2016 in Review

Analytic Investors increased its Annaly Capital Management (NLY) stake by 3.7% in Q3 2016, buying an estimated $1.08M and bringing the position to 708,706 shares worth $29.8M. The position accounts for 0.33% of the portfolio, ranked #80.

Analytic Investors first reported a position in NLY in Q2 2013 and has held it in 14 quarters since. The position peaked at $128M in Q3 2014. 520 funds tracked by Wall St. Rank hold NLY as of Q3 2016.

Analytic Investors held 708,706 shares of Annaly Capital Management worth $29.8M as of Q3 2016.
Analytic Investors bought 25,031 Annaly Capital Management shares in Q3 2016, an estimated $1.08M.
Annaly Capital Management made up 0.33% of Analytic Investors's portfolio in Q3 2016, its #80 holding.
Analytic Investors first reported a position in Annaly Capital Management in Q2 2013 and has held it in 14 quarters since.
Analytic Investors's Annaly Capital Management position peaked at $128M in Q3 2014.
520 funds tracked by Wall St. Rank held Annaly Capital Management as of Q3 2016.

Based on Analytic Investors's 13F filing for Q3 2016, filed 14 Nov 2016.