First Quadrant’s Annaly Capital Management NLY Stock Holding History

First Quadrant’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
2018 Q2	–	Sell	-234,419	Closed	-$9.78M	–	819
2018 Q1	$9.78M	Buy	+234,419	New	+$9.99M	0.19%	171
2015 Q1	–	Sell	-233	Closed	-$10K	–	776
2014 Q4	$10K	Hold	233	–	–	﹤0.01%	740
2014 Q3	$10K	Buy	233 +151	+184%	+$6.9K	﹤0.01%	774
2014 Q2	$4K	Buy	+82	New	+$3.78K	﹤0.01%	797
2013 Q4	–	Sell	-89	Closed	-$4K	–	809
2013 Q3	$4K	Buy	89 +45	+102%	+$2.12K	﹤0.01%	780
2013 Q2	$2K	Buy	+44	New	+$2.57K	﹤0.01%	791

Other funds holding NLY

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

BlackRock New York $6.73T AUM 46.02% 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

Skandinaviska Enskilda Banken (SEB) Stockholm, Sweden $2.66B AUM 26.2% 1-Year Est. Return

Geode Capital Management Boston, Massachusetts $1.88T AUM 44.46% 1-Year Est. Return

Norges Bank Oslo, Norway $1T AUM

Principal Financial Group Des Moines, Iowa $204B AUM 27.99% 1-Year Est. Return

First Quadrant's NLY Position: Q2 2018 in Review

First Quadrant sold out of Annaly Capital Management (NLY) in Q2 2018, closing a stake of 234,419 shares — an estimated $9.78M sold.

First Quadrant first reported a position in NLY in Q2 2013 and held it in 6 quarters. The position peaked at $9.78M in Q1 2018. 576 funds tracked by Wall St. Rank hold NLY as of Q2 2018.

First Quadrant reported no remaining Annaly Capital Management position as of Q2 2018 after selling out during the quarter.
First Quadrant sold 234,419 Annaly Capital Management shares in Q2 2018, an estimated $9.78M.
First Quadrant first reported a position in Annaly Capital Management in Q2 2013 and held it in 6 quarters.
First Quadrant's Annaly Capital Management position peaked at $9.78M in Q1 2018.
576 funds tracked by Wall St. Rank held Annaly Capital Management as of Q2 2018.

Based on First Quadrant's 13F filing for Q2 2018, filed 27 Jul 2018.