American Capital Mortgage Management’s Annaly Capital Management NLY Stock Holding History

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Shares Change %	Capital Flow	Portfolio Weight	Portfolio Position
2014 Q3	–	Sell	-2,782,623	Closed	-$127M	–	2
2014 Q2	$127M	Sell	2,782,623 -2,226,165	-44%	-$102M	59.55%	1
2014 Q1	$220M	Sell	5,008,788 -245,458	-5%	-$10.8M	55.95%	1
2013 Q4	$210M	Buy	+5,254,246	New	+$210M	75.86%	1