ANNALY CAP MGMT INC

CUSIP: 035710409 Class: COM

SYSTEMATIC FINANCIAL MANAGEMENT LP's Holding History (CIK: 0001085936)

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

Q4 2014
Shares 2,014,719 Value ($000) $21,779 Avg Close — Range —
Q3 2014
Shares 1,764,048 Value ($000) $18,840 Avg Close — Range —