ANNALY CAP MGMT INC

CUSIP: 035710AB8 Class: CNV

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

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

Q1 2015
Shares 16,747,000 Value ($000) $16,789 Avg Close — Range —
Q4 2014
Shares 14,012,000 Value ($000) $14,082 Avg Close — Range —
Q3 2014
Shares 14,772,000 Value ($000) $14,920 Avg Close — Range —
Q2 2014
Shares 11,357,000 Value ($000) $11,613 Avg Close — Range —
Q1 2014
Shares 17,002,000 Value ($000) $17,446 Avg Close — Range —
Q4 2013
Shares 13,002,000 Value ($000) $13,156 Avg Close — Range —
Q3 2013
Shares 14,678,000 Value ($000) $14,953 Avg Close — Range —
Q2 2013
Shares 12,204,000 Value ($000) $12,311 Avg Close — Range —