ANNALY CAP MGMT INC

CUSIP: 035710409 Class: COM

ONTARIO TEACHERS PENSION PLAN BOARD's Holding History (CIK: 0000937567)

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

Q1 2014
Shares 28,017 Value ($000) $307 Avg Close — Range —
Q4 2013
Shares 28,017 Value ($000) $279 Avg Close — Range —
Q2 2013
Shares 15,697 Value ($000) $197 Avg Close — Range —