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	-46,800	Closed	-$894K	–	3294
2023 Q1	$894K	Buy	46,800 +3,200	+7%	+$67.5K	0.07%	886
2022 Q4	$919K	Buy	+43,600	New	+$858K	0.13%	729
2021 Q3	–	Sell	-8,800	Closed	-$313K	–	1907
2021 Q2	$313K	Buy	+8,800	New	+$320K	0.08%	951
2021 Q1	–	Sell	-2,525	Closed	-$85K	–	1610
2020 Q4	$85K	Buy	+2,525	New	+$78.1K	0.02%	1514
2020 Q2	–	Sell	-6,325	Closed	-$128K	–	1765
2020 Q1	$128K	Buy	6,325 +1,200	+23%	+$42.2K	0.01%	1121
2019 Q4	$193K	Sell	5,125 -2,425	-32%	-$88.4K	0.02%	2101
2019 Q3	$266K	Sell	7,550 -5,000	-40%	-$180K	0.03%	1648
2019 Q2	$458K	Buy	12,550 +7,400	+144%	+$282K	0.07%	1173
2019 Q1	$206K	Buy	5,150 +1,925	+60%	+$78.6K	0.04%	1469
2018 Q4	$127K	Sell	3,225 -35,450	-92%	-$1.42M	0.02%	1830
2018 Q3	$1.58M	Sell	38,675 -36,475	-49%	-$1.53M	0.22%	825
2018 Q2	$3.09M	Buy	75,150 +55,350	+280%	+$2.31M	0.27%	688
2018 Q1	$826K	Buy	+19,800	New	+$844K	0.07%	1378