Two Sigma Securities’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
2023 Q2	–	Sell	-29,100	Closed	-$556K	–	3292
2023 Q1	$556K	Buy	29,100 +17,200	+145%	+$363K	0.05%	1197
2022 Q4	$251K	Buy	+11,900	New	+$234K	0.04%	1715
2021 Q3	–	Sell	-6,700	Closed	-$238K	–	1906
2021 Q2	$238K	Buy	+6,700	New	+$243K	0.06%	1175
2021 Q1	–	Sell	-3,250	Closed	-$110K	–	1608
2020 Q4	$110K	Sell	3,250 -1,300	-29%	-$40.2K	0.02%	1490
2020 Q3	$130K	Sell	4,550 -950	-17%	-$27.5K	0.02%	1164
2020 Q2	$144K	Buy	+5,500	New	+$136K	0.02%	1185
2020 Q1	–	Sell	-5,825	Closed	-$219K	–	2225
2019 Q4	$219K	Buy	5,825 +2,425	+71%	+$88.4K	0.02%	2027
2019 Q3	$120K	Sell	3,400 -450	-12%	-$16.2K	0.01%	1925
2019 Q2	$141K	Buy	3,850 +75	+2%	+$2.86K	0.02%	1801
2019 Q1	$151K	Buy	+3,775	New	+$154K	0.03%	1519
2018 Q4	–	Sell	-11,250	Closed	-$460K	–	2709
2018 Q3	$460K	Sell	11,250 -1,100	-9%	-$46.1K	0.06%	1469
2018 Q2	$508K	Buy	12,350 +3,500	+40%	+$146K	0.04%	1741
2018 Q1	$369K	Buy	+8,850	New	+$377K	0.03%	1870