| Symbol | Relationship | Date | Transaction | Cost | # Shares | Value($) | Total Shares | Form 4 |
| NLY | MANAGING DIRECTOR | Oct 15, 2012 | Option Exercise | $13.25 | 5,000 | 66,250 | 91,989 | Oct 16, 2012, 02:22 PM |
| (NLY) | MANAGING DIRECTOR | Dec 15, 2011 | Option Exercise | $12.45 | 5,000 | 62,246 | 83,750 | Dec 16, 2011, 04:47 PM |
| CIM | Director | Aug 03, 2011 | Buy | $3.05 | 10,000 | 30,500 | 91,524 | Aug 04, 2011, 04:15 PM |
| NLY | MANAGING DIRECTOR | Jul 25, 2011 | Option Exercise | $11.72 | 5,000 | 58,600 | 78,750 | Jul 25, 2011, 04:41 PM |
| NLY | MANAGING DIRECTOR | Mar 01, 2011 | Option Exercise | $11.72 | 10,000 | 117,200 | 73,750 | Mar 02, 2011, 09:59 AM |
| NLY | MANAGING DIRECTOR | Nov 17, 2010 | Option Exercise | $11.72 | 5,000 | 58,600 | 62,246 | Nov 18, 2010, 08:43 PM |
| NLY | Managing Director | Aug 04, 2010 | Option Exercise | $11.72 | 5,000 | 58,600 | 57,246 | Aug 04, 2010, 09:11 PM |
| Symbol | Relationship | Date | Transaction | Value($) |
| NLY | MANAGING DIRECTOR | Oct 15, 2012 | Option Exercise | 66,250 |
| (NLY) | MANAGING DIRECTOR | Dec 15, 2011 | Option Exercise | 62,246 |
| CIM | Director | Aug 03, 2011 | Buy | 30,500 |
| NLY | MANAGING DIRECTOR | Jul 25, 2011 | Option Exercise | 58,600 |
| NLY | MANAGING DIRECTOR | Mar 01, 2011 | Option Exercise | 117,200 |
| NLY | MANAGING DIRECTOR | Nov 17, 2010 | Option Exercise | 58,600 |
| NLY | Managing Director | Aug 04, 2010 | Option Exercise | 58,600 |