Quantitative Systematic Strategies’s Annaly Capital Management NLY Stock Holding History

Quantitative Systematic Strategies’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 Q4	–	Sell	-5,321	Closed	-$152K	–	709
2020 Q3	$152K	Buy	+5,321	New	+$154K	0.03%	545
2018 Q2	–	Sell	-64,902	Closed	-$2.71M	–	737
2018 Q1	$2.71M	Buy	64,902 +29,039	+81%	+$1.24M	0.58%	15
2017 Q4	$1.71M	Buy	+35,863	New	+$1.7M	0.43%	53
2017 Q1	–	Sell	-2,680	Closed	-$107K	–	411
2016 Q4	$107K	Buy	+2,680	New	+$109K	0.04%	284

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

Wells Fargo San Francisco, California $617B AUM 30.33% 1-Year Est. Return

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

D.E. Shaw & Co New York $210B AUM 57.28% 1-Year Est. Return

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

Nuveen Charlotte, North Carolina $419B AUM 43.02% 1-Year Est. Return

Norges Bank Oslo, Norway $1T AUM

Prudential Financial Newark, New Jersey $91.8B AUM 38.24% 1-Year Est. Return

Quantitative Systematic Strategies's NLY Position: Q4 2020 in Review

Quantitative Systematic Strategies sold out of Annaly Capital Management (NLY) in Q4 2020, closing a stake of 5,321 shares — an estimated $152K sold.

Quantitative Systematic Strategies first reported a position in NLY in Q4 2016 and held it in 4 quarters. The position peaked at $2.71M in Q1 2018. 699 funds tracked by Wall St. Rank hold NLY as of Q4 2020.

Quantitative Systematic Strategies reported no remaining Annaly Capital Management position as of Q4 2020 after selling out during the quarter.
Quantitative Systematic Strategies sold 5,321 Annaly Capital Management shares in Q4 2020, an estimated $152K.
Quantitative Systematic Strategies first reported a position in Annaly Capital Management in Q4 2016 and held it in 4 quarters.
Quantitative Systematic Strategies's Annaly Capital Management position peaked at $2.71M in Q1 2018.
699 funds tracked by Wall St. Rank held Annaly Capital Management as of Q4 2020.

Based on Quantitative Systematic Strategies's 13F filing for Q4 2020, filed 9 Feb 2021.