8/14/13 15:28  | 8/13/13  | NLY | Annaly Capital Management Inc | MD | RlEst | REIT | Real Estate Investment Trusts | Konrad Kristopher Robert | NY | O | Co-CIO | P.d | 199 | 11.72 | 33 | 17 | 8 | 217 | D | -14 | -22 | -18 | -19 | -5 | -1 | -1 | -4 | 1 | -5 | 1 | -8 | -1 | 11 | 
3/25/13 16:26  | 3/21/13  | NLY | Annaly Capital Management Inc | MD | RlEst | REIT | Real Estate Investment Trusts | Konrad Kristopher Robert | NY | O | Co-CIO | M.d | 265 | 13.25 | 33 | 20 | 11 | 200 | D | 17 | 14 | -1 | 14 | 10 | 5 | 5 | 4 | 0 | 2 | 0 | -19 | -21 | -20 | 
10/22/12 12:26  | 10/18/12  | NLY | Annaly Capital Management Inc | MD | RlEst | REIT | Real Estate Investment Trusts | Konrad Kristopher Robert | NY | O | MD,Head  | M.d | 232 | 13.25 | 33 | 18 | 11 | 180 | D | 15 | 13 | 5 | -4 | -6 | -5 | -1 | 2 | 0 | -1 | -8 | -4 | 4 | -15 | 
3/29/12 17:18  | 3/27/12  | NLY | Annaly Capital Management Inc | MD | RlEst | REIT | Real Estate Investment Trusts | Konrad Kristopher Robert | NY | O | MD,Co-He | M.d | 166 | 13.25 | 33 | 13 | 8 | 163 | D | 21 | 3 | 0 | -2 | -2 | 0 | 0 | -1 | 1 | 0 | 3 | 10 | 14 | 14 | 
12/8/11 09:14  | 12/6/11  | NLY | Annaly Capital Management Inc | MD | RlEst | REIT | Real Estate Investment Trusts | Konrad Kristopher Robert | NY | O | MD,Co-He | M.d | 265 | 13.25 | 33 | 20 | 15 | 150 | D | 19 | 5 | -5 | -3 | -2 | 0 | 3 | 1 | -1 | -1 | 2 | 2 | 10 | 2 | 
6/30/11 19:05  | 6/30/11  | NLY | Annaly Capital Management Inc | MD | RlEst | REIT | Real Estate Investment Trusts | Konrad Kristopher Robert | NY | O | MD,Co-He | M.d | 265 | 13.25 | 33 | 20 | 18 | 130 | D | 60 | 21 | 8 | 6 | 4 | 1 | 1 | 0 | 1 | 3 | -7 | -4 | -4 | 6 | 
12/10/10 10:42  | 12/9/10  | NLY | Annaly Capital Management Inc | MD | RlEst | REIT | Real Estate Investment Trusts | Konrad Kristopher Robert | NY | O | MD,Co-He | M.d | 166 | 13.25 | 33 | 13 | 13 | 110 | D | 71 | 12 | 11 | 6 | 2 | 1 | -1 | -1 | 1 | 0 | 2 | 2 | 9 | 4 | 
6/30/10 16:39  | 6/29/10  | NLY | Annaly Capital Management Inc | MD | RlEst | REIT | Real Estate Investment Trusts | Konrad Kristopher Robert | NY | O | MD,Co-He | M.d | 133 | 13.25 | 33 | 10 | 11 | 98 | D | 49 | 34 | 5 | 5 | 13 | 4 | 0 | 1 | 1 | 4 | 2 | 7 | 12 | 20 | 
3/23/10 21:42  | 3/23/10  | NLY | Annaly Capital Management Inc | MD | RlEst | REIT | Real Estate Investment Trusts | Konrad Kristopher Robert | NY | O | MD,Co-He | M.d | 112 | 11.72 | 33 | 10 | 12 | 88 | D | 44 | 60 | 7 | 4 | 4 | 2 | 3 | 0 | 0 | -1 | -1 | 2 | 8 | 15 | 
9/14/09 14:10  | 9/10/09  | NLY | Annaly Capital Management Inc | MD | RlEst | REIT | Real Estate Investment Trusts | Konrad Kristopher Robert | NY | O | MD,Co-He | M.d | 53 | 11.72 | 33 | 5 | 6 | 78 | D | 49 | 27 | 31 | 23 | 4 | 0 | 2 | -1 | 2 | 7 | 4 | 10 | 13 | 19 | 
6/24/09 12:51  | 6/23/09  | NLY | Annaly Capital Management Inc | MD | RlEst | REIT | Real Estate Investment Trusts | Konrad Kristopher Robert | NY | O | MD,Co-He | M.d | 59 | 11.72 | 33 | 5 | 7 | 74 | D | 34 | 11 | 5 | 12 | 5 | 6 | 4 | 3 | 0 | 2 | 12 | 32 | 31 | 36 | 
2/24/09 09:51  | 2/20/09  | NLY | Annaly Capital Management Inc | MD | RlEst | REIT | Real Estate Investment Trusts | Konrad Kristopher Robert | NY | O | MD,Co-He | P.d | 21 | 13.74 | 33 | 2 | 2 | 69 | D | 26 | -23 | 8 | 17 | -11 | -10 | -5 | -2 | 4 | -8 | 1 | 2 | 33 | 47 | 
1/9/09 16:15  | 1/7/09  | NLY | Annaly Capital Management Inc | MD | RlEst | REIT | Real Estate Investment Trusts | Konrad Kristopher Robert | NY | O | MD,Co-He | M.d | 48 | 11.72 | 33 | 4 | 7 | 67 | D | 42 | -1 | 26 | 22 | 10 | 4 | 6 | 4 | -2 | -5 | -3 | -5 | 3 | 28 | 
8/13/08 15:53  | 8/13/08  | NLY | Annaly Capital Management Inc | MD | RlEst | REIT | Real Estate Investment Trusts | Konrad Kristopher Robert | NY | O | Man. Dir | M.d | 59 | 11.72 | 33 | 5 |  | 4 | D | 28 | 4 | -28 | -12 | -10 | -12 | -9 | -1 | -1 | -2 | 15 | 6 | 15 | 38 | 
8/13/08 15:53  | 8/13/08  | NLY | Annaly Capital Management Inc | MD | RlEst | REIT | Real Estate Investment Trusts | Konrad Kristopher Robert | NY | O | Man. Dir | P.d | 21 | 13.90 | 33 | 1 | 52 | 4 | D | 28 | 4 | -28 | -12 | -10 | -12 | -9 | -1 | -1 | -2 | 15 | 6 | 15 | 38 | 
5/8/08 21:24  | 5/6/08  | NLY | Annaly Capital Management Inc | MD | RlEst | REIT | Real Estate Investment Trusts | Konrad Kristopher Robert | NY | O | EVP,Co-H | P.d | 17 | 23.00 | 33 | 1 | 1 | 57 | D | 38 | 15 | 2 | -15 | 5 | 1 | -2 | -1 | 1 | 2 | 4 | -8 | -7 | 0 | 
2/15/08 10:20  | 2/15/08  | NLY | Annaly Capital Management Inc | MD | RlEst | REIT | Real Estate Investment Trusts | Konrad Kristopher Robert | NY | O | EVP,Co-H | M.d | 59 | 11.72 | 33 | 5 | 10 | 56 | D | 91 | 55 | 59 | 24 | 13 | 6 | -1 | -2 | 1 | 4 | -30 | -13 | -25 | -15 | 
12/27/07 11:09  | 12/27/07  | NLY | Annaly Capital Management Inc | MD | RlEst | REIT | Real Estate Investment Trusts | Konrad Kristopher Robert | NY | O | EVP,Co-H | M.d | 59 | 11.72 | 33 | 5 | 11 | 51 | D | 77 | 36 | 29 | 13 | 9 | 4 | 3 | 2 | 1 | 1 | 13 | -7 | -6 | 1 | 
8/15/07 15:29  | 8/15/07  | NLY | Annaly Capital Management Inc | MD | RlEst | REIT | Real Estate Investment Trusts | Konrad Kristopher Robert | NY | O | EVP,Co-H | P.d | 52 | 14.92 | 33 | 4 | 9 | 44 | M | -7 | 9 | -3 | -15 | -11 | -7 | -13 | -13 | 1 | 16 | 19 | 29 | 64 | 16 | 
2/14/07 15:50  | 2/13/07  | NLY | Annaly Capital Management Inc | MD | RlEst | REIT | Real Estate Investment Trusts | Konrad Kristopher Robert | NY | O | EVP,Co-H | P.d | 26 | 13.71 | 24 | 2 | 5 | 42 | M | -19 | 24 | 12 | 0 | 0 | 0 | 0 | -1 | 0 | 0 | 2 | 15 | -3 | 59 | 
8/31/06 11:52  | 8/30/06  | NLY | Annaly Capital Management Inc | MD | RlEst | REIT | Real Estate Investment Trusts | Konrad Kristopher Robert | NY | O | EVP,Co-H | P.d | 9 | 24.70 | 30 | 0 | 1 | 40 | D | -19 | -11 | 8 | -4 | 0 | -1 | 1 | 0 | 0 | 1 | 6 | 11 | 12 | 19 | 
1/13/06 13:34  | 1/12/06  | NLY | Annaly Mortgage Management Inc | MD | RlEst | REIT | Real Estate Investment Trusts | Konrad Kristopher Robert | NY | O | SVP,Port | P.d | 13 | 12.75 | 21 | 1 | 3 | 39 | B |  |  |  |  |  |  |  |  | -2 | -3 | -7 | -4 | -2 | 14 | 
10/31/05 15:54  | 10/28/05  | NLY | Annaly Mortgage Management Inc | MD | RlEst | REIT | Real Estate Investment Trusts | Konrad Kristopher Robert | NY | O | SVP,Port | P.d | 20 | 16.08 | 20 | 1 | 3 | 38 | M | -16 | -31 | -38 | -26 | -10 | -5 | -4 | -2 | 0 | -2 | 6 | 9 | 18 | 18 |