ANNALY CAP MGMT INC

CUSIP: 035710AB8 Class: CNV

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

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

Q3 2014
Shares 6,173,000 Value ($000) $6,235 Avg Close — Range —
Q2 2014
Shares 4,450,000 Value ($000) $4,550 Avg Close — Range —
Q1 2014
Shares 7,250,000 Value ($000) $7,422 Avg Close — Range —
Q4 2013
Shares 4,750,000 Value ($000) $4,806 Avg Close — Range —