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| Date | Name | Ticker | Shares | Change | Value | Change | Price |
| 09/30/2013 | ANNALY CAPITAL MANAGEMENT INC | NLY | 28,000 | 0 | 324,000 | -28,000 | $11.57 |
| 06/30/2013 | ANNALY CAPITAL MANAGEMENT INC | NLY | 28,000 | -4,500 | 352,000 | -104,000 | $12.57 |
| 03/31/2013 | ANNALY CAPITAL MANAGEMENT INC | NLY | 11,000 | -21,500 | 175,000 | -281,000 | $15.91 |
| 12/31/2012 | ANNALY CAPITAL MANAGEMENT INC | NLY | 32,500 | 32,500 | 456,000 | 456,000 | $14.03 |
| 06/30/2012 | ANNALY CAPITAL MANAGEMENT INC | NLY | 0 | -30,000 | 0 | -475,000 | |
| 03/31/2012 | ANNALY CAPITAL MANAGEMENT INC | NLY | 30,000 | 30,000 | 475,000 | 475,000 | $15.83 |
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