ANNALY CAP MGMT INC

CUSIP: 035710AB8 Class: CNV

GEODE CAPITAL MANAGEMENT, LLC's Holding History (CIK: 0001214717)

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

Q4 2014
Shares 8,000,000 Value ($000) $8,040 Avg Close — Range —
Q3 2014
Shares 8,000,000 Value ($000) $8,080 Avg Close — Range —
Q2 2014
Shares 8,000,000 Value ($000) $8,180 Avg Close — Range —
Q1 2014
Shares 8,000,000 Value ($000) $8,190 Avg Close — Range —
Q4 2013
Shares 4,000,000 Value ($000) $4,047 Avg Close — Range —