CQS Cayman’s Annaly Capital Management NLY Stock Holding History

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Shares Change %	Capital Flow	Portfolio Weight	Portfolio Position
2015 Q1	–	Sell	-11,000	Closed	-$476K	–	218
2014 Q4	$476K	Sell	11,000 -25	-0.2%	-$1.08K	0.03%	130
2014 Q3	$471K	Buy	+11,025	New	+$471K	0.03%	121