WorldQuant Millennium Advisors’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
2026 Q1	$1.32M	Sell	62,279 -83,606	-57%	-$1.9M	0.01%	472
2025 Q4	$3.26M	Buy	+145,885	New	+$3.18M	0.01%	375
2025 Q2	–	Sell	-13,750	Closed	-$279K	–	551
2025 Q1	$279K	Buy	+13,750	New	+$283K	﹤0.01%	409
2024 Q4	–	Sell	-102,144	Closed	-$2.05M	–	486
2024 Q3	$2.05M	Buy	102,144 +48,961	+92%	+$981K	0.02%	343
2024 Q2	$1.01M	Buy	+53,183	New	+$1.03M	0.01%	349
2022 Q4	–	Sell	-655,301	Closed	-$11.2M	–	377
2022 Q3	$11.2M	Buy	+655,301	New	+$16.5M	0.27%	111
2020 Q2	–	Sell	-60,846	Closed	-$1.23M	–	354
2020 Q1	$1.23M	Sell	60,846 -40,625	-40%	-$1.43M	0.03%	289
2019 Q4	$3.82M	Sell	101,471 -30,416	-23%	-$1.11M	0.07%	238
2019 Q3	$4.64M	Sell	131,887 -4,093	-3%	-$148K	0.09%	209
2019 Q2	$4.97M	Buy	135,980 +22,988	+20%	+$876K	0.09%	183
2019 Q1	$4.51M	Buy	112,992 +6,174	+6%	+$252K	0.11%	183
2018 Q4	$4.2M	Buy	106,818 +23,062	+28%	+$922K	0.12%	177
2018 Q3	$3.43M	Buy	83,756 +4,453	+6%	+$187K	0.11%	181
2018 Q2	$3.26M	Buy	+79,303	New	+$3.3M	0.13%	177