ANNALY CAP MGMT INC

CUSIP: 035710AB8 Class: CNV

MORGAN STANLEY's Holding History (CIK: 0000895421)

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

Q1 2015
Shares 2,708,000 Value ($000) $2,708 Avg Close — Range —
Q4 2014
Shares 6,443,000 Value ($000) $6,451 Avg Close — Range —
Q3 2014
Shares 6,841,000 Value ($000) $6,909 Avg Close — Range —
Q2 2014
Shares 7,003,000 Value ($000) $7,145 Avg Close — Range —
Q1 2014
Shares 7,421,000 Value ($000) $7,598 Avg Close — Range —
Q4 2013
Shares 7,272,000 Value ($000) $7,359 Avg Close — Range —
Q3 2013
Shares 10,434,000 Value ($000) $10,604 Avg Close — Range —
Q2 2013
Shares 9,203,000 Value ($000) $9,272 Avg Close — Range —