Gilliard's memory about Royal Family Pets:
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http://www.alexanderpalace.org/2006pierre/chapter_VI.html>>... He was also fond of playing with his donkey Vanka, which was harnessed to a sledge, and his dog Joy, an attractive little liver spaniel with short legs, and long silky ears which almost touched the ground.
Vanka was a creature of quite unusual intelligence and sense of humour. When the idea of giving Aleksey Nicolaievich a donkey had been mooted, all the horse-dealers in St. Petersburg, had been referred to in vain. Cinizelli's Circus had then agreed to part with a thoroughbred animal which had grown too old to perform any longer. Thus had Vanka come to Court, and he seemed to be immensely attached to the young family. He certainly was most amusing, for his repertoire of tricks was quite inexhaustible. In the most expert manner imaginable he would turn out your pockets in the hope of discovering delicacies. He was particularly fond of old india rubber balls, which he would quietly chew, closing one eye like an old Yankee.
These two animals played a large part In the life of Aleksey Nicolaievich, for his amusements were few. Above all, he was very short of playmates. The two sons of his sailor Derevenko, his ordinary companions, were much younger than he, and had either the education nor the development desirable.<<