ANNALY CAP MGMT INC

CUSIP: 035710AA0 Class: CNV

BANK OF AMERICA CORP /DE/'s Holding History (CIK: 0000070858)

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

Q4 2014
Shares 60,000 Value ($000) $61 Avg Close — Range —
Q3 2014
Shares 60,000 Value ($000) $62 Avg Close — Range —
Q1 2014
Shares 1,520,000 Value ($000) $1,619 Avg Close — Range —
Q4 2013
Shares 140,000 Value ($000) $147 Avg Close — Range —
Q3 2013
Shares 1,340,000 Value ($000) $1,464 Avg Close — Range —
Q2 2013
Shares 1,460,000 Value ($000) $1,635 Avg Close — Range —