NLY

SEC source: 0001140361-17-042252 · doc1.xml · nonDerivative · entry 1

SEGALAS DONNELL · CIK 0001259017 · Director

10b5-1 filing: Not disclosed

Ownership: Direct

Disclosed balance after: 102,450

SEC source: 0001140361-17-041355 · doc1.xml · nonDerivative · entry 1

KEYES KEVIN · CIK 0001508136 · Director · CEO & President

10b5-1 filing: Not disclosed

Ownership: Direct

Disclosed balance after: 984,778

F1 · price: The price reported above reflects the weighted average purchase price. The highest price at which the shares were purchased was $11.13 and the lowest price at which the shares were purchased was $11.093. The reporting person undertakes to provide to the Issuer, any security holder of the Issuer, or the staff of the Securities and Exchange Commission, upon request, full information regarding the number of shares purchased at each separate price within the range set forth in this footnote in this Form 4.

F2 · balance_after: Includes shares acquired through dividend reinvestments.

SEC source: 0001140361-17-034184 · doc1.xml · nonDerivative · entry 1

Finkelstein David L · CIK 0001688537 · Chief Investment Officer

10b5-1 filing: Not disclosed

Ownership: Direct

Disclosed balance after: 300,000

F1 · price: The price reported above reflects the weighted average purchase price, rounded to the nearest hundredth. The highest price at which the shares were purchased was $12.50 and the lowest price at which the shares were purchased was $12.44. The reporting person undertakes to provide to the Issuer, any security holder of the Issuer, or the staff of the Securities and Exchange Commission, upon request, full information regarding the number of shares purchased at each separate price within the range set forth in this footnote in this Form 4.

SEC source: 0001140361-17-032629 · doc1.xml · nonDerivative · entry 1

Bovich Francine J. · CIK 0001534336 · Director

10b5-1 filing: Not disclosed

Ownership: Direct

Disclosed balance after: 13,500

F1 · price: The price reported above reflects the weighted average purchase price, rounded to the nearest hundredth. The highest price at which the shares were purchased was $12.29 and the lowest price at which the shares were purchased was $12.2899. The reporting person undertakes to provide to the Issuer, any security holder of the Issuer, or the staff of the Securities and Exchange Commission, upon request, full information regarding the number of shares purchased at each separate price within the range set forth in this footnote in this Form 4.

SEC source: 0001140361-17-030919 · doc1.xml · nonDerivative · entry 4

SEGALAS DONNELL · CIK 0001259017 · Director

10b5-1 filing: Not disclosed

Ownership: Indirect · See footnote

Disclosed balance after: 2,100

F1 · balance_after: Represents shares of Common Stock held by The Katherine Lacy Segalas Devlin Irrevocable Trust (the "Trust") for the benefit of an immediate family member of the reporting person. The reporting person is co-trustee of the Trust. Includes a previous gift of 1,900 shares of Common Stock received by the Trust in 2012. The reporting person disclaims beneficial ownership of shares of Common Stock held by the Trust.

F1 · ownership.nature: Represents shares of Common Stock held by The Katherine Lacy Segalas Devlin Irrevocable Trust (the "Trust") for the benefit of an immediate family member of the reporting person. The reporting person is co-trustee of the Trust. Includes a previous gift of 1,900 shares of Common Stock received by the Trust in 2012. The reporting person disclaims beneficial ownership of shares of Common Stock held by the Trust.

SEC source: 0001140361-17-030919 · doc1.xml · nonDerivative · entry 3

SEGALAS DONNELL · CIK 0001259017 · Director

10b5-1 filing: Not disclosed

Ownership: Direct

Disclosed balance after: 93,650

SEC source: 0001140361-17-030919 · doc1.xml · nonDerivative · entry 2

SEGALAS DONNELL · CIK 0001259017 · Director

10b5-1 filing: Not disclosed

Ownership: Direct

Disclosed balance after: 93,150

SEC source: 0001140361-17-030919 · doc1.xml · nonDerivative · entry 1

SEGALAS DONNELL · CIK 0001259017 · Director

10b5-1 filing: Not disclosed

Ownership: Direct

Disclosed balance after: 84,150

SEC source: 0001140361-17-022894 · doc1.xml · derivative · entry 6

HAYLON MICHAEL E · CIK 0001222407 · Director

10b5-1 filing: Not disclosed

Ownership: Direct

Disclosed balance after: 73,052

Underlying: Common Stock · 11,451 shares

Expires not disclosed

F2 · derivative.exercise_price: The Deferred Stock Units ("DSUs") convert to shares of Common Stock on a one-for-one basis one year after the date of grant unless the director elects to defer the settlement of the DSUs until after a termination of service pursuant to the Annaly Capital Management, Inc. 2010 Equity Incentive Plan.

F2 · derivative.exercise_date: The Deferred Stock Units ("DSUs") convert to shares of Common Stock on a one-for-one basis one year after the date of grant unless the director elects to defer the settlement of the DSUs until after a termination of service pursuant to the Annaly Capital Management, Inc. 2010 Equity Incentive Plan.

F2 · derivative.expiration_date: The Deferred Stock Units ("DSUs") convert to shares of Common Stock on a one-for-one basis one year after the date of grant unless the director elects to defer the settlement of the DSUs until after a termination of service pursuant to the Annaly Capital Management, Inc. 2010 Equity Incentive Plan.

F3 · balance_after: Reflects the aggregate amount of DSUs granted during the tenure of the respective director net of any conversions.

F4 · balance_after: Includes 14,886 DSUs acquired pursuant to dividend reinvestment for which no additional price was paid.

SEC source: 0001140361-17-022917 · doc1.xml · derivative · entry 6

SEGALAS DONNELL · CIK 0001259017 · Director

10b5-1 filing: Not disclosed

Ownership: Direct

Disclosed balance after: 67,666

Underlying: Common Stock · 11,451 shares

Expires not disclosed

F2 · derivative.exercise_price: The Deferred Stock Units ("DSUs") convert to shares of Common Stock on a one-for-one basis one year after the date of grant unless the director elects to defer the settlement of the DSUs until after a termination of service pursuant to the Annaly Capital Management, Inc. 2010 Equity Incentive Plan.

F2 · derivative.exercise_date: The Deferred Stock Units ("DSUs") convert to shares of Common Stock on a one-for-one basis one year after the date of grant unless the director elects to defer the settlement of the DSUs until after a termination of service pursuant to the Annaly Capital Management, Inc. 2010 Equity Incentive Plan.

F2 · derivative.expiration_date: The Deferred Stock Units ("DSUs") convert to shares of Common Stock on a one-for-one basis one year after the date of grant unless the director elects to defer the settlement of the DSUs until after a termination of service pursuant to the Annaly Capital Management, Inc. 2010 Equity Incentive Plan.

F3 · balance_after: Reflects the aggregate amount of DSUs granted during the tenure of the respective director net of any conversions.

F4 · balance_after: Includes 9,500 DSUs acquired pursuant to dividend reinvestment for which no additional price was paid.

SEC source: 0001140361-17-022916 · doc1.xml · derivative · entry 2

SCHAEFER JOHN H · CIK 0001188749 · Director

10b5-1 filing: Not disclosed

Ownership: Direct

Disclosed balance after: 40,278

Underlying: Common Stock · 11,451 shares

Expires not disclosed

F1 · derivative.exercise_price: The Deferred Stock Units ("DSUs") convert to shares of Common Stock on a one-for-one basis one year after the date of grant unless the director elects to defer the settlement of the DSUs until after a termination of service pursuant to the Annaly Capital Management, Inc. 2010 Equity Incentive Plan.

F1 · derivative.exercise_date: The Deferred Stock Units ("DSUs") convert to shares of Common Stock on a one-for-one basis one year after the date of grant unless the director elects to defer the settlement of the DSUs until after a termination of service pursuant to the Annaly Capital Management, Inc. 2010 Equity Incentive Plan.

F1 · derivative.expiration_date: The Deferred Stock Units ("DSUs") convert to shares of Common Stock on a one-for-one basis one year after the date of grant unless the director elects to defer the settlement of the DSUs until after a termination of service pursuant to the Annaly Capital Management, Inc. 2010 Equity Incentive Plan.

F2 · balance_after: Reflects the aggregate amount of DSUs granted during the tenure of the respective director net of any conversions.

F3 · balance_after: Includes 6,848 DSUs acquired pursuant to a dividend reinvestment for which no additional price was paid.

SEC source: 0001140361-17-022902 · doc1.xml · derivative · entry 2

Bovich Francine J. · CIK 0001534336 · Director

10b5-1 filing: Not disclosed

Ownership: Direct

Disclosed balance after: 58,304

Underlying: Common Stock · 11,451 shares

Expires not disclosed

F1 · derivative.exercise_price: The Deferred Stock Units ("DSUs") convert to shares of Common Stock on a one-for-one basis one year after the date of grant unless the director elects to defer the settlement of the DSUs until after a termination of service pursuant to the Annaly Capital Management, Inc. 2010 Equity Incentive Plan.

F1 · derivative.exercise_date: The Deferred Stock Units ("DSUs") convert to shares of Common Stock on a one-for-one basis one year after the date of grant unless the director elects to defer the settlement of the DSUs until after a termination of service pursuant to the Annaly Capital Management, Inc. 2010 Equity Incentive Plan.

F1 · derivative.expiration_date: The Deferred Stock Units ("DSUs") convert to shares of Common Stock on a one-for-one basis one year after the date of grant unless the director elects to defer the settlement of the DSUs until after a termination of service pursuant to the Annaly Capital Management, Inc. 2010 Equity Incentive Plan.

F2 · balance_after: Reflects the aggregate amount of DSUs granted during the tenure of the respective director net of any conversions.

F3 · balance_after: Includes 9,500 DSUs acquired pursuant to dividend reinvestment for which no additional price was paid.

SEC source: 0001140361-17-022915 · doc1.xml · derivative · entry 6

GREEN JONATHAN D · CIK 0001235658 · Director

10b5-1 filing: Not disclosed

Ownership: Direct

Disclosed balance after: 73,052

Underlying: Common Stock · 11,451 shares

Expires not disclosed

F2 · derivative.exercise_price: The Deferred Stock Units ("DSUs") convert to shares of Common Stock on a one-for-one basis one year after the date of grant unless the director elects to defer the settlement of the DSUs until after a termination of service pursuant to the Annaly Capital Management, Inc. 2010 Equity Incentive Plan.

F2 · derivative.exercise_date: The Deferred Stock Units ("DSUs") convert to shares of Common Stock on a one-for-one basis one year after the date of grant unless the director elects to defer the settlement of the DSUs until after a termination of service pursuant to the Annaly Capital Management, Inc. 2010 Equity Incentive Plan.

F2 · derivative.expiration_date: The Deferred Stock Units ("DSUs") convert to shares of Common Stock on a one-for-one basis one year after the date of grant unless the director elects to defer the settlement of the DSUs until after a termination of service pursuant to the Annaly Capital Management, Inc. 2010 Equity Incentive Plan.

F3 · balance_after: Reflects the aggregate amount of DSUs granted during the tenure of the respective director net of any conversions.

F4 · balance_after: Includes 14,886 DSUs acquired pursuant to dividend reinvestment for which no additional price was paid.

SEC source: 0001140361-17-022897 · doc1.xml · derivative · entry 11

BRADY KEVIN · CIK 0001239239 · Director

10b5-1 filing: Not disclosed

Ownership: Direct

Disclosed balance after: 67,666

Underlying: Common Stock · 11,451 shares

Expires not disclosed

F3 · derivative.exercise_price: The Deferred Stock Units ("DSUs") convert to shares of Common Stock on a one-for-one basis one year after the date of grant unless the director elects to defer the settlement of the DSUs until after a termination of service pursuant to the Annaly Capital Management, Inc. 2010 Equity Incentive Plan.

F3 · derivative.exercise_date: The Deferred Stock Units ("DSUs") convert to shares of Common Stock on a one-for-one basis one year after the date of grant unless the director elects to defer the settlement of the DSUs until after a termination of service pursuant to the Annaly Capital Management, Inc. 2010 Equity Incentive Plan.

F3 · derivative.expiration_date: The Deferred Stock Units ("DSUs") convert to shares of Common Stock on a one-for-one basis one year after the date of grant unless the director elects to defer the settlement of the DSUs until after a termination of service pursuant to the Annaly Capital Management, Inc. 2010 Equity Incentive Plan.

F4 · balance_after: Reflects the aggregate amount of DSUs granted during the tenure of the respective director net of any conversions.

F5 · balance_after: Includes 9,500 DSUs acquired pursuant to dividend reinvestment for which no additional price was paid.

SEC source: 0001140361-17-022893 · doc1.xml · derivative · entry 8

NORDBERG E WAYNE · CIK 0001111624 · Director

10b5-1 filing: Not disclosed

Ownership: Direct

Disclosed balance after: 73,052

Underlying: Common Stock · 11,451 shares

Expires not disclosed

F2 · derivative.exercise_price: The Deferred Stock Units ("DSUs") convert to shares of Common Stock on a one-for-one basis one year after the date of grant unless the director elects to defer the settlement of the DSUs until after a termination of service pursuant to the Annaly Capital Management, Inc. 2010 Equity Incentive Plan.

F2 · derivative.exercise_date: The Deferred Stock Units ("DSUs") convert to shares of Common Stock on a one-for-one basis one year after the date of grant unless the director elects to defer the settlement of the DSUs until after a termination of service pursuant to the Annaly Capital Management, Inc. 2010 Equity Incentive Plan.

F2 · derivative.expiration_date: The Deferred Stock Units ("DSUs") convert to shares of Common Stock on a one-for-one basis one year after the date of grant unless the director elects to defer the settlement of the DSUs until after a termination of service pursuant to the Annaly Capital Management, Inc. 2010 Equity Incentive Plan.

F3 · balance_after: Reflects the aggregate amount of DSUs granted during the tenure of the respective director net of any conversions.

F4 · balance_after: Includes 14,886 DSUs acquired pursuant to dividend reinvestment for which no additional price was paid.

SEC source: 0001140361-16-085908 · doc1.xml · nonDerivative · entry 1

Coffey Timothy P · CIK 0001688842 · Chief Credit Officer

10b5-1 filing: Not disclosed

Ownership: Direct

Disclosed balance after: 38,000

F1 · price: Represents the weighted average purchase price of $10.146641, rounded to the nearest hundredth. The highest price at which the shares were purchased was $10.15 and the lowest price at which the shares were purchased was $10.14. The reporting person undertakes to provide to the Issuer, any security holder of the Issuer, or the staff of the Securities and Exchange Commission, upon request, full information regarding the number of shares purchased at each separate price within the range set forth in this footnote in this Form 4.

SEC source: 0001140361-16-085217 · doc1.xml · nonDerivative · entry 1

Finkelstein David L · CIK 0001688537 · Chief Investment Officer

10b5-1 filing: Not disclosed

Ownership: Direct

Disclosed balance after: 200,000