Strange Days July 29th, 2011 Back to Table Of Contents On 07/29/2011 shares of several REIT's plummeted and then quickly recovered. AGNC - AMERICAN CAPITAL AGENCY IVR - INVESCO MTG CAPITAL CMO - CAPSTEAD MTG NLY - ANNALY CAPITAL HTS - HATTERAS FINANCIAL Only one issue had canceled trades: NLY CANCELS Inquiries: pr@nanex.net Publication Date: 07/29/2011 http://www.nanex.net This report and all material shown on this website is published by Nanex, LLC and may not be reproduced, disseminated, or distributed, in part or in whole, by any means, outside of the recipient's organization without express written authorization from Nanex. It is a violation of federal copyright law to reproduce all or part of this publication or its contents by any means. This material does not constitute a solicitation for the purchase or sale of any securities or investments. The opinions expressed herein are based on publicly available information and are considered reliable. However, Nanex makes NO WARRANTIES OR REPRESENTATIONS OF ANY SORT with respect to this report. Any person using this material does so solely at their own risk and Nanex and/or its employees shall be under no liability whatsoever in any respect thereof.