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CONUS PARTNERS INC
> NLY
| Date | Name | Ticker | Shares | Change | Value | Change | Price |
| 09/30/2011 | ANNALY CAPITAL MANAGEMENT INC | NLY | 0 | -453,100 | 0 | -8,174,000 | |
| 06/30/2011 | ANNALY CAPITAL MANAGEMENT INC | NLY | 453,100 | -233,100 | 8,174,000 | -3,800,000 | $18.04 |
| 03/31/2011 | ANNALY CAPITAL MANAGEMENT INC | NLY | 686,200 | -392,500 | 11,974,000 | -7,356,000 | $17.45 |
| 12/31/2010 | ANNALY CAPITAL MANAGEMENT INC | NLY | 1,078,700 | -19,000 | 19,330,000 | 10,000 | $17.92 |
| 09/30/2010 | ANNALY CAPITAL MANAGEMENT INC | NLY | 1,097,700 | 1,097,700 | 19,320,000 | 19,320,000 | $17.60 |
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