ANNALY CAP MGMT INC

CUSIP: 035710AB8 Class: CNV

AQR CAPITAL MANAGEMENT LLC's Holding History (CIK: 0001167557)

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

Q4 2014
Shares 39,000,000 Value ($000) $39,244 Avg Close — Range —
Q3 2014
Shares 39,000,000 Value ($000) $39,439 Avg Close — Range —
Q2 2014
Shares 39,000,000 Value ($000) $39,926 Avg Close — Range —
Q1 2014
Shares 15,825,000 Value ($000) $16,221 Avg Close — Range —
Q4 2013
Shares 15,825,000 Value ($000) $16,033 Avg Close — Range —
Q3 2013
Shares 6,500,000 Value ($000) $6,630 Avg Close — Range —
Q2 2013
Shares 4,500,000 Value ($000) $4,545 Avg Close — Range —
Q4 2012
Shares 4,900,000 Value ($000) $4,977 Avg Close — Range —