Pine River Capital Management’s Annaly Capital Management NLY Stock Holding History

Pine River 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
2016 Q1	–	Sell	-5,057	Closed	-$190K	–	750
2015 Q4	$190K	Sell	5,057 -7,668	-60%	-$299K	﹤0.01%	634
2015 Q3	$502K	Sell	12,725 -8,127,323	-100%	-$325M	0.01%	516
2015 Q2	$299M	Buy	8,140,048 +8,091,173	+16,555%	+$327M	3.26%	4
2015 Q1	$2.03M	Buy	48,875 +43,875	+878%	+$1.87M	0.02%	305
2014 Q4	$216K	Buy	+5,000	New	+$226K	﹤0.01%	668
2014 Q1	–	Sell	-4,241,067	Closed	-$169M	–	699
2013 Q4	$169M	Buy	+4,241,067	New	+$184M	2.06%	6

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

Pine River Capital Management's NLY Position: Q1 2016 in Review

Pine River Capital Management sold out of Annaly Capital Management (NLY) in Q1 2016, closing a stake of 5,057 shares — an estimated $190K sold.

Pine River Capital Management first reported a position in NLY in Q4 2013 and held it in 6 quarters. The position peaked at $299M in Q2 2015. 501 funds tracked by Wall St. Rank hold NLY as of Q1 2016.

Pine River Capital Management reported no remaining Annaly Capital Management position as of Q1 2016 after selling out during the quarter.
Pine River Capital Management sold 5,057 Annaly Capital Management shares in Q1 2016, an estimated $190K.
Pine River Capital Management first reported a position in Annaly Capital Management in Q4 2013 and held it in 6 quarters.
Pine River Capital Management's Annaly Capital Management position peaked at $299M in Q2 2015.
501 funds tracked by Wall St. Rank held Annaly Capital Management as of Q1 2016.

Based on Pine River Capital Management's 13F filing for Q1 2016, filed 16 May 2016.