Timber Hill’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
2017 Q3	–	Sell	-7,525	Closed	-$363K	–	1018
2017 Q2	$363K	Sell	7,525 -9,500	-56%	-$448K	0.06%	661
2017 Q1	$757K	Sell	17,025 -15,625	-48%	-$665K	0.09%	1237
2016 Q4	$1.3M	Buy	32,650 +12,325	+61%	+$501K	0.14%	1127
2016 Q3	$854K	Buy	20,325 +5,775	+40%	+$250K	0.08%	1210
2016 Q2	$644K	Buy	14,550 +75	+0.5%	+$3.19K	0.05%	1454
2016 Q1	$594K	Buy	14,475 +9,600	+197%	+$377K	0.05%	1496
2015 Q4	$183K	Sell	4,875 -15,700	-76%	-$612K	0.02%	2104
2015 Q3	$812K	Buy	20,575 +12,050	+141%	+$482K	0.09%	1536
2015 Q2	$313K	Sell	8,525 -2,875	-25%	-$116K	0.02%	2127
2015 Q1	$474K	Buy	11,400 +7,800	+217%	+$332K	0.05%	1827
2014 Q4	$156K	Sell	3,600 -12,825	-78%	-$580K	0.01%	2377
2014 Q3	$702K	Sell	16,425 -81,950	-83%	-$3.74M	0.07%	1785
2014 Q2	$4.5M	Buy	98,375 +19,925	+25%	+$919K	0.45%	676
2014 Q1	$3.44M	Sell	78,450 -63,075	-45%	-$2.73M	0.43%	835
2013 Q4	$5.64M	Buy	141,525 +16,075	+13%	+$698K	0.46%	704
2013 Q3	$5.81M	Buy	125,450 +18,275	+17%	+$860K	0.46%	759
2013 Q2	$5.39M	Buy	+107,175	New	+$6.26M	0.56%	776