ANNALY CAP MGMT INC

CUSIP: 035710409 Class: COM

American Beacon Advisors, Inc.'s Holding History (CIK: 0000908758)

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

Q3 2014
Shares 359,000 Value ($000) $3,834 Avg Close — Range —
Q2 2014
Shares 359,000 Value ($000) $4,103 Avg Close — Range —
Q1 2014
Shares 186,000 Value ($000) $2,040 Avg Close — Range —
Q4 2013
Shares 186,000 Value ($000) $1,847 Avg Close — Range —