ANNALY CAP MGMT INC

CUSIP: 035710409 Class: COM

JENNISON ASSOCIATES LLC's Holding History (CIK: 0000053417)

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

Q4 2013
Shares 4,830,153 Value ($000) $48,157 Avg Close — Range —
Q3 2013
Shares 6,564,128 Value ($000) $76,013 Avg Close — Range —
Q2 2013
Shares 9,180,489 Value ($000) $115,399 Avg Close — Range —