I believe that custom annotations propagate no further than the Inventory mart. You might want to make sure it has gotten that far; use SQL something like this:
select distinct annotationType, valueIdentifier from dwh_inventory.annotation_value where annotationType like "Region"
You can get that into Cognos as a table with a SQL query something like this:
select av.valueIdentifier as region, obj2av.objectId as objId
from dwh_inventory.annotation_value av, dwh_inventory.object_to_annotation obj2av
where av.id = obj2av.annotationValueId
and av.annotationType like "Region"
You can then join this to dwh_capacity.storage_dimension on foo.objid = storage_dimension.id, or equivalent.
It would be great to find out that there's an easier way.