2/17/10 14:57  | 2/17/10  | NLY | Annaly Capital Management Inc | MD | RlEst | REIT | Real Estate Investment Trusts | Farrell Michael A J | NY | DO | P,CB,CEO | P.d | 52 | 17.45 | 33 | 3 | 0 | 2,216 | D | 14 | 35 | 12 | 3 | 0 | 2 | -2 | 1 | 1 | 3 | 7 | -4 | 8 | 20 | 
2/9/09 14:21  | 2/6/09  | NLY | Annaly Capital Management Inc | MD | RlEst | REIT | Real Estate Investment Trusts | Farrell Michael A J | NY | DO | P,CB,CEO | P.d | 113 | 20.57 | 33 | 6 | 0 | 2,045 | I | 33 | -16 | 17 | 20 | -1 | 0 | -5 | 0 | 0 | -2 | -10 | 0 | 20 | 35 | 
11/25/08 14:05  | 11/20/08  | NLY | Annaly Capital Management Inc | MD | RlEst | REIT | Real Estate Investment Trusts | Farrell Michael A J | NY | DO | P,CB,CEO | P.d | 36 | 17.78 | 33 | 2 | 0 | 2,039 | D | 17 | -3 | -15 | 0 | 3 | -3 | -1 | 11 | 8 | -1 | 17 | 6 | 8 | 52 | 
8/6/07 13:35  | 8/3/07  | NLY | Annaly Capital Management Inc | MD | RlEst | REIT | Real Estate Investment Trusts | Farrell Michael A J | NY | DO | P,Chair  | P.d | 120 | 24.00 | 33 | 5 | 0 | 1,935 | M | 5 | 23 | 11 | -3 | 6 | 5 | 7 | 4 | 4 | 0 | -3 | 16 | 37 | 11 | 
8/31/06 19:04  | 8/30/06  | NLY | Annaly Capital Management Inc | MD | RlEst | REIT | Real Estate Investment Trusts | Farrell Michael A J | NY | DO | P,Chair, | P.dm | 253 | 24.80 | 30 | 10 | 1 | 1,924 | I | -19 | -11 | 8 | -4 | 0 | -1 | 1 | 0 | 0 | 1 | 6 | 11 | 13 | 19 | 
5/5/06 10:57  | 5/4/06  | NLY | Annaly Mortgage Management Inc | MD | RlEst | REIT | Real Estate Investment Trusts | Farrell Michael A J | NY | DO | P,CB of  | P.d | 12 | 24.05 | 33 | 1 | 0 | 1,919 |  |  |  |  |  |  |  |  |  | 4 | 1 | -2 | -5 | -1 | 23 | 
1/12/06 14:53  | 1/12/06  | NLY | Annaly Mortgage Management Inc | MD | RlEst | REIT | Real Estate Investment Trusts | Farrell Michael A J | NY | DO | P,CB,CEO | P.d | 76 | 12.69 | 22 | 6 | 0 | 1,918 |  |  |  |  |  |  |  |  |  | -3 | -3 | -9 | -6 | -2 | 12 |