ANNALY CAP MGMT INC

CUSIP: 035710409 Class: COM

MASON STREET ADVISORS, LLC's Holding History (CIK: 0001167711)

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

Q4 2014
Shares 103,185 Value ($000) $1,115 Avg Close — Range —
Q3 2014
Shares 126,753 Value ($000) $1,354 Avg Close — Range —
Q2 2014
Shares 286,413 Value ($000) $3,274 Avg Close — Range —
Q1 2014
Shares 284,162 Value ($000) $3,117 Avg Close — Range —
Q4 2013
Shares 291,722 Value ($000) $2,908 Avg Close — Range —