ANNALY CAP MGMT INC

CUSIP: 03571040 Class: COM

ARROWSTREET CAPITAL, LIMITED PARTNERSHIP's Holding History (CIK: 0001164508)

Note: Option positions (PUT/CALL) are excluded.

Q1 2016
Shares 1,942,700 Value ($000) $19,932 Avg Close — Range —
Q4 2015
Shares 321,900 Value ($000) $3,019 Avg Close — Range —
Q3 2015
Shares 151,700 Value ($000) $1,497 Avg Close — Range —
Q4 2014
Shares 5,052,667 Value ($000) $54,619 Avg Close — Range —
Q3 2014
Shares 3,989,293 Value ($000) $42,606 Avg Close — Range —
Q2 2014
Shares 336,578 Value ($000) $3,847 Avg Close — Range —
Q1 2014
Shares 1,626,792 Value ($000) $17,846 Avg Close — Range —
Q4 2013
Shares 84,913 Value ($000) $847 Avg Close — Range —