10/16/12 14:22  | 10/15/12  | NLY | Annaly Capital Management Inc | MD | RlEst | REIT | Real Estate Investment Trusts | Diamond Jeremy | NY | O | MD | M.d | 66 | 13.25 | 33 | 5 | 6 | 93 | D | 14 | 10 | 5 | -7 | -8 | -8 | -6 | -4 | 1 | 2 | -9 | -2 | 7 | -14 | 
12/16/11 16:47  | 12/15/11  | NLY | Annaly Capital Management Inc | MD | RlEst | REIT | Real Estate Investment Trusts | Diamond Jeremy | NY | O | MD | M.d | 62 | 12.45 | 33 | 5 | 6 | 85 | D | 18 | 4 | -5 | -6 | -1 | 2 | 0 | 1 | 0 | 3 | 3 | 2 | 10 | -1 | 
8/4/11 16:15  | 8/3/11  | CIM | Chimera Investment Corp | DE | RlEst | REIT | Real Estate Investment Trusts | Diamond Jeremy | NY | D |  | P | 31 | 3.05 | 11 | 10 | 12 | 92 | D | 21 | -3 | -20 | -16 | -7 | -2 | -1 | 5 | 1 | 0 | -1 | 1 | 12 | -14 | 
7/25/11 16:41  | 7/25/11  | NLY | Annaly Capital Management Inc | MD | RlEst | REIT | Real Estate Investment Trusts | Diamond Jeremy | NY | O | MD | M.d | 59 | 11.72 | 33 | 5 | 7 | 80 | D | 47 | 16 | 10 | 6 | 3 | -1 | 0 | 0 | 0 | -4 | 3 | -5 | 1 | 12 | 
3/2/11 09:59  | 3/1/11  | NLY | Annaly Capital Management Inc | MD | RlEst | REIT | Real Estate Investment Trusts | Diamond Jeremy | NY | O | MD | M.d | 117 | 11.72 | 33 | 10 | 16 | 75 | D | 85 | 14 | 12 | 3 | 0 | 0 | 2 | 1 | 0 | -1 | 1 | 5 | 6 | 7 | 
11/18/10 20:43  | 11/17/10  | NLY | Annaly Capital Management Inc | MD | RlEst | REIT | Real Estate Investment Trusts | Diamond Jeremy | NY | O | MD | M.d | 59 | 11.72 | 33 | 5 | 9 | 63 | D | 87 | 17 | 26 | 6 | 1 | 2 | 1 | 0 | 0 | 2 | 2 | 3 | 8 | 6 | 
8/4/10 21:11  | 8/4/10  | NLY | Annaly Capital Management Inc | MD | RlEst | REIT | Real Estate Investment Trusts | Diamond Jeremy | NY | O | MD | M.d | 59 | 11.72 | 33 | 5 | 9 | 58 | D | 53 | 18 | 6 | 12 | 2 | 0 | -2 | 0 | -2 | 1 | 1 | 5 | 11 | 15 | 
2/12/10 17:30  | 2/12/10  | CIM | Chimera Investment Corp | DE | RlEst | REIT | Real Estate Investment Trusts | Diamond Jeremy | NY | D |  | P | 29 | 3.59 | 5 | 8 | 11 | 82 | D | -77 | 30 | 7 | -1 | -8 | -10 | -12 | -9 | 2 | -1 | 9 | 17 | 15 | 35 | 
8/13/09 11:39  | 8/12/09  | CIM | Chimera Investment Corp | DE | RlEst | REIT | Real Estate Investment Trusts | Diamond Jeremy | NY | D |  | P | 19 | 3.80 | 7 | 5 | 7 | 74 | D |  | -44 | 22 | 7 | 4 | -2 | 1 | -9 | 1 | 1 | 5 | 8 | 7 | 25 | 
8/10/09 19:50  | 8/7/09  | NLY | Annaly Capital Management Inc | MD | RlEst | REIT | Real Estate Investment Trusts | Diamond Jeremy | NY | O | MD | M.d | 47 | 11.72 | 33 | 4 | 9 | 51 | D | 43 | 40 | 20 | 20 | 13 | 5 | 5 | 1 | -1 | -2 | 4 | 5 | 14 | 20 | 
6/25/08 16:09  | 6/25/08  | NLY | Annaly Capital Management Inc | MD | RlEst | REIT | Real Estate Investment Trusts | Diamond Jeremy | NY | O | MD | M.d | 29 | 11.72 | 33 | 3 | 6 | 43 | D | 51 | 23 | -6 | 0 | -1 | -6 | 0 | -2 | -2 | -3 | -8 | -4 | 4 | 8 | 
3/7/08 15:40  | 3/7/08  | NLY | Annaly Capital Management Inc | MD | RlEst | REIT | Real Estate Investment Trusts | Diamond Jeremy | NY | O | MD | M.d | 25 | 11.72 | 33 | 2 | 6 | 40 | D | 50 | 24 | 15 | -6 | -19 | -22 | -24 | -21 | -5 | -3 | 6 | 14 | -2 | -7 | 
8/13/07 16:08  | 8/10/07  | NLY | Annaly Capital Management Inc | MD | RlEst | REIT | Real Estate Investment Trusts | Diamond Jeremy | NY | O | MD | P.dm | 5 | 14.92 | 33 | 0 | 1 | 38 | I | 8 | 24 | 13 | -4 | 4 | 6 | 2 | -1 | -12 | 0 | 3 | 21 | 44 | 7 | 
8/6/07 15:07  | 8/6/07  | NLY | Annaly Capital Management Inc | MD | RlEst | REIT | Real Estate Investment Trusts | Diamond Jeremy | NY | O | MD | M.d | 23 | 11.72 | 33 | 2 | 6 | 38 | D | 5 | 23 | 11 | -3 | 6 | 5 | 7 | 4 | 4 | 0 | -3 | 16 | 37 | 11 | 
11/21/06 09:39  | 11/20/06  | NLY | Annaly Capital Management Inc | MD | RlEst | REIT | Real Estate Investment Trusts | Diamond Jeremy | NY | O | MD | P.d | 3 | 13.85 | 24 | 0 | 1 | 35 | D | -17 | 26 | 11 | 13 | 5 | 5 | -1 | 1 | 2 | 0 | 2 | 0 | 13 | 27 | 
5/5/06 14:48  | 5/4/06  | NLY | Annaly Mortgage Management Inc | MD | RlEst | REIT | Real Estate Investment Trusts | Diamond Jeremy | NY | O | MD | P.d | 3 | 13.50 | 33 | 0 | 1 | 35 | B |  |  |  |  |  |  |  |  | 4 | 1 | -2 | -5 | -1 | 23 | 
1/19/06 11:59  | 1/17/06  | NLY | Annaly Mortgage Management Inc | MD | RlEst | REIT | Real Estate Investment Trusts | Diamond Jeremy | NY | O | MD | P.d | 11 | 12.41 | 20 | 1 | 3 | 35 | B |  |  |  |  |  |  |  |  | 0 | 2 | 1 | 10 | 6 | 17 | 
11/4/05 12:42  | 11/4/05  | NLY | Annaly Mortgage Management Inc | MD | RlEst | REIT | Real Estate Investment Trusts | Diamond Jeremy | NY | O | EVP | P.d | 6 | 11.29 | 18 | 1 | 2 | 34 | D | -17 | -34 | -39 | -28 | -12 | -6 | -3 | -2 | 0 | -2 | 2 | 8 | 27 | 24 | 
8/1/05 11:27  | 7/29/05  | NLY | Annaly Mortgage Management Inc | MD | RlEst | REIT | Real Estate Investment Trusts | Diamond Jeremy | NY | O | EVP | P.d | 8 | 16.05 | 27 | 1 | 2 | 33 | D | 0 | 7 | -15 | -15 | -19 | -9 | -8 | -7 | -2 | 0 | -8 | -28 | -20 | -16 | 
5/3/05 14:22  | 5/2/05  | NLY | Annaly Mortgage Management Inc | MD | RlEst | REIT | Real Estate Investment Trusts | Diamond Jeremy | NY | O | EVP | P.d | 11 | 19.07 | 12 | 1 | 2 | 32 | D | 22 | 23 | 12 | 0 | 7 | 2 | 2 | 1 | -1 | 0 | -1 | -16 | -38 | -27 |