ANNALY CAP MGMT INC

CUSIP: 35710409 Class: REIT

CANADA PENSION PLAN INVESTMENT BOARD's Holding History (CIK: 0001283718)

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

Q4 2015
Shares 1,681,959 Value ($000) $15,777 Avg Close — Range —
Q1 2013
Shares 1,462,500 Value ($000) $23,239 Avg Close — Range —