ANNALY CAP MGMT INC

CUSIP: 035710409 Class: COM

Northwest & Ethical Investments L.P.'s Holding History (CIK: 0002033536)

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

Q4 2011
Shares 120,700 Value ($000) $1,926 Avg Close — Range —
Q3 2011
Shares 120,700 Value ($000) $2,007 Avg Close — Range —
Q2 2011
Shares 114,500 Value ($000) $2,066 Avg Close — Range —
Q1 2011
Shares 10,400 Value ($000) $181 Avg Close — Range —
Q4 2010
Shares 9,200 Value ($000) $165 Avg Close — Range —
Q3 2010
Shares 11,500 Value ($000) $202 Avg Close — Range —