Ruffer LLP’s Annaly Capital Management NLY Stock Holding History

Ruffer LLP’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
2015 Q2	–	Sell	-29,636	Closed	-$1.24M	–	100
2015 Q1	$1.24M	Sell	29,636 -40,650	-58%	-$1.73M	0.05%	69
2014 Q4	$3.04M	Sell	70,286 -12,000	-15%	-$543K	0.1%	42
2014 Q3	$3.51M	Sell	82,286 -453,412	-85%	-$20.7M	0.13%	39
2014 Q2	$24.1M	Sell	535,698 -3,797,839	-88%	-$175M	0.78%	19
2014 Q1	$190M	Sell	4,333,537 -82,226	-2%	-$3.55M	5.81%	7
2013 Q4	$176M	Buy	4,415,763 +1,509,817	+52%	+$65.5M	6.24%	7
2013 Q3	$136M	Buy	2,905,946 +2,402,375	+477%	+$113M	6.3%	6
2013 Q2	$25.4M	Buy	+503,571	New	+$29.4M	1.37%	16

Other funds holding NLY

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

Fidelity Investments Boston, Massachusetts $1.9T AUM 41.92% 1-Year Est. Return

BFA

BlackRock Fund Advisors San Francisco, California $542B AUM 18.13% 1-Year Est. Return

PRCM

Pine River Capital Management Minnetonka, Minnesota $32.9M AUM 4.47% 1-Year Est. Return

BIT

BlackRock Institutional Trust San Francisco, California $675B AUM 16.07% 1-Year Est. Return

State Street Boston, Massachusetts $2.9T AUM 29.55% 1-Year Est. Return

Citigroup New York $235B AUM 32.99% 1-Year Est. Return

D.E. Shaw & Co New York $166B AUM 43.98% 1-Year Est. Return

Bank of New York Mellon New York $544B AUM 28.31% 1-Year Est. Return

APG Asset Management Amsterdam, Netherlands $31.6B AUM 19.33% 1-Year Est. Return

Ruffer LLP's NLY Position: Q2 2015 in Review

Ruffer LLP sold out of Annaly Capital Management (NLY) in Q2 2015, closing a stake of 29,636 shares — an estimated $1.24M sold.

Ruffer LLP first reported a position in NLY in Q2 2013 and held it in 8 quarters. The position peaked at $190M in Q1 2014. 463 funds tracked by Wall St. Rank hold NLY as of Q2 2015.

Ruffer LLP reported no remaining Annaly Capital Management position as of Q2 2015 after selling out during the quarter.
Ruffer LLP sold 29,636 Annaly Capital Management shares in Q2 2015, an estimated $1.24M.
Ruffer LLP first reported a position in Annaly Capital Management in Q2 2013 and held it in 8 quarters.
Ruffer LLP's Annaly Capital Management position peaked at $190M in Q1 2014.
463 funds tracked by Wall St. Rank held Annaly Capital Management as of Q2 2015.

Based on Ruffer LLP's 13F filing for Q2 2015, filed 12 Aug 2015.