Ellington Management Group’s Annaly Capital Management NLY Stock Holding History

Ellington Management 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
2021 Q1	–	Sell	-513,490	Closed	-$17.4M	–	173
2020 Q4	$17.4M	Buy	513,490 +120,494	+31%	+$3.73M	4.28%	4
2020 Q3	$11.2M	Buy	392,996 +312,575	+389%	+$9.05M	3.91%	8
2020 Q2	$2.11M	Sell	80,421 -47,825	-37%	-$1.18M	0.89%	13
2020 Q1	$2.6M	Buy	128,246 +104,050	+430%	+$3.66M	0.61%	15
2019 Q4	$912K	Buy	+24,196	New	+$882K	0.19%	96
2019 Q1	–	Sell	-4,300	Closed	-$169K	–	656
2018 Q4	$169K	Buy	+4,300	New	+$172K	0.05%	326
2018 Q3	–	Sell	-4,850	Closed	-$200K	–	620
2018 Q2	$200K	Buy	+4,850	New	+$202K	0.01%	418
2016 Q2	–	Sell	-4,875	Closed	-$200K	–	417
2016 Q1	$200K	Buy	+4,875	New	+$191K	0.09%	400
2015 Q4	–	Sell	-7,675	Closed	-$303K	–	736
2015 Q3	$303K	Buy	+7,675	New	+$307K	0.09%	408

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

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

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

Norges Bank Oslo, Norway $935B AUM

Nuveen Charlotte, North Carolina $369B AUM 31.66% 1-Year Est. Return

Legal & General Group London, United Kingdom $432B AUM 29.4% 1-Year Est. Return

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

Credit Suisse Zurich, Switzerland $104B AUM 34.76% 1-Year Est. Return

Ellington Management Group's NLY Position: Q1 2021 in Review

Ellington Management Group sold out of Annaly Capital Management (NLY) in Q1 2021, closing a stake of 513,490 shares — an estimated $17.4M sold.

Ellington Management Group first reported a position in NLY in Q3 2015 and held it in 9 quarters. The position peaked at $17.4M in Q4 2020. 700 funds tracked by Wall St. Rank hold NLY as of Q1 2021.

Ellington Management Group reported no remaining Annaly Capital Management position as of Q1 2021 after selling out during the quarter.
Ellington Management Group sold 513,490 Annaly Capital Management shares in Q1 2021, an estimated $17.4M.
Ellington Management Group first reported a position in Annaly Capital Management in Q3 2015 and held it in 9 quarters.
Ellington Management Group's Annaly Capital Management position peaked at $17.4M in Q4 2020.
700 funds tracked by Wall St. Rank held Annaly Capital Management as of Q1 2021.

Based on Ellington Management Group's 13F filing for Q1 2021, filed 17 May 2021.