ANNALY CAP MGMT INC

CUSIP: 035710AA0 Class: CNV

CITADEL ADVISORS LLC's Holding History (CIK: 0001423053)

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

Q3 2013
Shares 2,500,000 Value ($000) $2,744 Avg Close — Range —
Q2 2013
Shares 2,500,000 Value ($000) $2,790 Avg Close — Range —