Winton Group’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	-15,334	Closed	-$293K	–	1002
2023 Q1	$293K	Buy	+15,334	New	+$324K	0.02%	824
2022 Q4	–	Sell	-99,066	Closed	-$1.7M	–	1000
2022 Q3	$1.7M	Buy	99,066 +83,265	+527%	+$2.1M	0.11%	247
2022 Q2	$374K	Buy	+15,801	New	+$409K	0.02%	758
2021 Q4	–	Sell	-86,812	Closed	-$2.92M	–	1274
2021 Q3	$2.92M	Buy	86,812 +15,208	+21%	+$523K	0.16%	105
2021 Q2	$2.54M	Buy	71,604 +29,625	+71%	+$1.08M	0.14%	104
2021 Q1	$1.44M	Buy	41,979 +7,256	+21%	+$246K	0.08%	270
2020 Q4	$1.17M	Sell	34,723 -77,775	-69%	-$2.41M	0.08%	324
2020 Q3	$3.2M	Buy	+112,498	New	+$3.26M	0.1%	301
2020 Q2	–	Sell	-250,816	Closed	-$5.09M	–	1541
2020 Q1	$5.09M	Buy	250,816 +71,000	+39%	+$2.5M	0.13%	247
2019 Q4	$6.78M	Buy	179,816 +10,986	+7%	+$400K	0.1%	369
2019 Q3	$5.94M	Buy	168,830 +143,935	+578%	+$5.19M	0.07%	316
2019 Q2	$909K	Sell	24,895 -12,644	-34%	-$482K	0.02%	441
2019 Q1	$1.5M	Buy	37,539 +33,604	+854%	+$1.37M	0.03%	291
2018 Q4	$155K	Sell	3,935 -592	-13%	-$23.7K	﹤0.01%	830
2018 Q3	$185K	Sell	4,527 -2,925	-39%	-$123K	﹤0.01%	981
2018 Q2	$307K	Sell	7,452 -12,115	-62%	-$505K	0.01%	815
2018 Q1	$816K	Sell	19,567 -3	-0%	-$128	0.02%	584
2017 Q4	$931K	Buy	19,570 +1,135	+6%	+$53.9K	0.03%	413
2017 Q3	$899K	Buy	+18,435	New	+$903K	0.03%	428