SecurityNLY / Annaly Capital Management, Inc.
InstitutionVident Investment Advisory, LLC
Shares89,848
Value $ 925,000
Related NLY.PRECL / Annaly Capital Management, Inc.
NLY.PRG / Annaly Capital Management, Inc.
NLY.PRE / Annaly Capital Management, Inc.
NLY.PRF / Annaly Capital Management, Inc.
NLY.PRC / Annaly Capital Management, Inc.
NLY.PRA / Annaly Capital Management, Inc.
NLY.PRD / Annaly Capital Management, Inc.
035710AA0 / Annaly Capital Management, Inc. 4% Bond due 2015-02-15
035710AB8 / Annaly Capital Management, Inc. 5% Bond due 2015-05-15

Vident Investment Advisory, LLC reports 4.49% decrease in ownership of NLY / Annaly Capital Management, Inc.

August 14, 2018 - Vident Investment Advisory, LLC has filed a 13F-HR form disclosing ownership of 89,848 shares of Annaly Capital Management, Inc. (NYSE:NLY) with total holdings valued at $925,000 USD as of June 30, 2018. Vident Investment Advisory, LLC had filed a previous 13F-HR on May 14, 2018 disclosing 94,069 shares of Annaly Capital Management, Inc. at a value of $970,000 USD. This represents a change in shares of -4.49 percent and a change in value of -4.64 percent during the quarter.

Other investors with positions similar to Vident Investment Advisory, LLC include Sumitomo Mitsui Asset Management Company, LTD, Aqr Capital Management Llc, Edmond De Rothschild Holding S.a., Sheaff Brock Investment Advisors, LLC, KBC Group NV, and Mml Investors Services, Llc.

Annaly Capital Management, Inc. has declared a standard industrial code (sic) of 6798 which is the "Real Estate Investment Trusts" industry. Vident Investment Advisory, LLC's top industries are "Agriculture production livestock and animal specialties" (sic 02), "Mining And Quarrying Of Nonmetallic Minerals, Except Fuels" (sic 14), and "Metal Mining" (sic 10).

13F Filings

The Security, Class, and CUSIP columns in the table below are shown exactly as filed by the investor. We do our best to track continuity of investments through acquisitions, and this will be reflected in the table as changes in names and cusips.

In addition to descriptive data, performance of the investment is shown over time. To calculate quarterly performance, we first calculate cost basis of the shares purchased during the quarter, then use that to calculate gross profit. Quarterly return is Gross Profit / Starting Portfolio value.

Note that cost basis is calculated and stored in thousands, so small quarterly changes in shares frequently result in a cost basis of zero.

Effective
Date
Form Security Class CUSIP Share
Price
Shares Change
(%)
Value
(x1000)
Change
(%)
Cost
(x1000)
Profit
(x1000)
Return
(%)
2018-06-30 13F-HR ANNALY CAP MGMT COM 035710409 10.30 89,848 -4.49 925 -4.64 -43 -2 -0.16
2018-03-31 13F-HR ANNALY CAP MGMT COM 035710409 11.10 94,069 -6.56 970 -18.96 -73 -154 -12.84
2017-12-31 13F-HR ANNALY CAP MGMT COM 035710409 12.04 100,678 2.69 1,197 0.17 32 -30 -2.49
2017-09-30 13F-HR ANNALY CAP MGMT COM 035710409 12.11 98,040 806.94 1,195 819.23 1,056 9 6.82
2017-06-30 13F-HR ANNALY CAP MGMT COM 035710409 11.59 10,810 -9.37 130 -2.26 -13 10 7.49
2017-03-31 13F-HR ANNALY CAP MGMT COM 035710409 11,928 133 133 0
2016-06-30 13F-HR ANNALY CAP MGMT COM 035710409 0 -100.00 0 -100.00 0 0
2016-03-31 13F-HR ANNALY CAP MGMT COM 035710409 24,112 2 2 0
2015-12-31 13F-HR ANNALY CAP MGMT COM 035710409 0 -100.00 0 -100.00 0 0
2015-09-30 13F-HR ANNALY CAP MGMT COM 035710409 9.53 114,808 50.30 1,133 61.40 366 65 9.24
2015-06-30 13F-HR ANNALY CAP MGMT COM 035710409 9.80 76,387 5.13 702 -7.14 37 -91 -11.97
2015-03-31 13F-HR ANNALY CAP MGMT COM 035710409 72,661 756


CUSIP: 035710409