BlackRock Institutional Trust’s Annaly Capital Management NLY Stock Holding History

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2016 Q4	$283M	Buy	7,103,896 +69,977	+1%	+$2.85M	0.04%	441
2016 Q3	$295M	Buy	7,033,919 +580,471	+9%	+$25.1M	0.05%	411
2016 Q2	$286M	Sell	6,453,448 -22,194	-0.3%	-$944K	0.05%	403
2016 Q1	$266M	Buy	6,475,642 +34,020	+0.5%	+$1.33M	0.04%	423
2015 Q4	$242M	Buy	6,441,622 +60,197	+0.9%	+$2.35M	0.04%	453
2015 Q3	$252M	Sell	6,381,425 -94,604	-1%	-$3.78M	0.04%	427
2015 Q2	$238M	Buy	6,476,029 +736,199	+13%	+$29.8M	0.04%	485
2015 Q1	$239M	Buy	5,739,830 +296,987	+5%	+$12.6M	0.04%	494
2014 Q4	$235M	Buy	5,442,843 +5,242	+0.1%	+$237K	0.04%	472
2014 Q3	$232M	Sell	5,437,601 -105,568	-2%	-$4.82M	0.04%	449
2014 Q2	$253M	Buy	5,543,169 +25,682	+0.5%	+$1.18M	0.04%	428
2014 Q1	$242M	Sell	5,517,487 -104,208	-2%	-$4.5M	0.04%	430
2013 Q4	$224M	Buy	5,621,695 +278,258	+5%	+$12.1M	0.04%	454
2013 Q3	$248M	Sell	5,343,437 -237,131	-4%	-$11.2M	0.05%	385
2013 Q2	$281M	Buy	+5,580,568	New	+$326M	0.06%	338