ANNALY CAP MGMT INC

CUSIP: 035710AB8 Class: CNV

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

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

Q1 2015
Shares 1,053,000 Value ($000) $1,056 Avg Close — Range —
Q4 2014
Shares 2,149,000 Value ($000) $2,160 Avg Close — Range —
Q3 2014
Shares 1,500,000 Value ($000) $1,515 Avg Close — Range —
Q1 2014
Shares 1,698,000 Value ($000) $1,738 Avg Close — Range —
Q4 2013
Shares 7,166,000 Value ($000) $7,251 Avg Close — Range —
Q3 2013
Shares 977,000 Value ($000) $995 Avg Close — Range —
Q2 2013
Shares 2,834,000 Value ($000) $2,859 Avg Close — Range —