LMR Master Fund’s Annaly Capital Management NLY Stock Holding History

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Shares Change %	Capital Flow	Portfolio Weight	Portfolio Position
2013 Q4	$9.95M	Buy	249,554 +94	+0%	+$3.75K	1.03%	10
2013 Q3	$11.6M	Sell	249,460 -311	-0.1%	-$14.4K	2.21%	5
2013 Q2	$12.6M	Buy	+249,771	New	+$12.6M	1.13%	11