ANNALY CAP MGMT INC

CUSIP: 035710AA0 Class: CNV

ROYAL BANK OF CANADA's Holding History (CIK: 0001000275)

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

Q4 2014
Shares 2,412,000 Value ($000) $2,450 Avg Close — Range —
Q3 2014
Shares 2,412,000 Value ($000) $2,507 Avg Close — Range —
Q2 2014
Shares 2,412,000 Value ($000) $2,551 Avg Close — Range —
Q1 2014
Shares 1,412,000 Value ($000) $1,508 Avg Close — Range —
Q4 2013
Shares 1,412,000 Value ($000) $1,492 Avg Close — Range —
Q3 2013
Shares 28,000 Value ($000) $31 Avg Close — Range —