Stone Ridge Asset Management’s Annaly Capital Management NLY Stock Holding History

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2019 Q4	–	Sell	-67,484	Closed	-$2.38M	–	1029
2019 Q3	$2.38M	Hold	67,484	–	–	0.14%	165
2019 Q2	$2.46M	Sell	67,484 -98,800	-59%	-$3.76M	0.15%	143
2019 Q1	$6.64M	Buy	166,284 +111,250	+202%	+$4.54M	0.38%	44
2018 Q4	$2.16M	Buy	+55,034	New	+$2.2M	0.13%	142
2018 Q2	–	Sell	-7,792	Closed	-$325K	–	1303
2018 Q1	$325K	Buy	+7,792	New	+$332K	0.02%	1004
2016 Q2	–	Sell	-3,150	Closed	-$129K	–	36
2016 Q1	$129K	Hold	3,150	–	–	0.78%	53
2015 Q4	$118K	Hold	3,150	–	–	0.4%	92
2015 Q3	$124K	Hold	3,150	–	–	0.49%	89
2015 Q2	$116K	Hold	3,150	–	–	0.27%	124
2015 Q1	$131K	Hold	3,150	–	–	0.33%	142
2014 Q4	$136K	Buy	+3,150	New	+$142K	0.29%	181