Stux Capital 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 Q2	–	Sell	-9,650	Closed	-$423K	–	488
2014 Q1	$423K	Sell	9,650 -725	-7%	-$31.8K	0.05%	309
2013 Q4	$414K	Buy	10,375 +275	+3%	+$11K	0.05%	297
2013 Q3	$468K	Sell	10,100 -1,125	-10%	-$52.1K	0.06%	260
2013 Q2	$564K	Buy	+11,225	New	+$564K	0.07%	252