ANNALY CAP MGMT INC

CUSIP: 035710AB8 Class: CNV

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

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

Q1 2015
Shares 3,000,000 Value ($000) $3,011 Avg Close — Range —
Q4 2014
Shares 3,000,000 Value ($000) $3,019 Avg Close — Range —
Q3 2014
Shares 3,000,000 Value ($000) $3,034 Avg Close — Range —
Q2 2014
Shares 3,000,000 Value ($000) $3,071 Avg Close — Range —
Q1 2014
Shares 3,000,000 Value ($000) $3,075 Avg Close — Range —
Q4 2013
Shares 2,000,000 Value ($000) $2,026 Avg Close — Range —
Q3 2013
Shares 2,000,000 Value ($000) $2,040 Avg Close — Range —
Q2 2013
Shares 2,000,000 Value ($000) $2,020 Avg Close — Range —