ANNALY CAP MGMT INC - NOTE 4.000% 2/1

Q4 2014 13F Holders as of 31 Dec 2014

Type / Class
Debt / NOTE 4.000% 2/1
Market price (% of par)
101.56%
Total 13F principal
$107,784,000
Principal change
+$1,000,000
Total reported market value
$109,276,500
Number of holders
15
Value change
+$1,015,576
Number of buys
1

Institutional Holders of ANNALY CAP MGMT INC - NOTE 4.000% 2/1 as of Q4 2014

As of 31 Dec 2014, ANNALY CAP MGMT INC - NOTE 4.000% 2/1 was held by 15 institutional bondholders reporting positions in Form 13F filings. These institutions reported holding $107,784,000 in principal (par value) of the bond. The largest 10 bondholders included ZAZOVE ASSOCIATES LLC, DEUTSCHE BANK AG\, BlackRock Inc., WATER ISLAND CAPITAL LLC, NOMURA HOLDINGS INC, Ferox Capital Management LP, Graham Capital Management, L.P., ROYAL BANK OF CANADA, Selz Capital LLC, and Ameriprise Financial Inc. This page lists 15 institutional bondholders reporting positions for the Q4 2014 filing period.
Investor Option Weight % Change % Value $ * Price (% of par) Principal Share Change Activity Report Period
* Reported Price is the price of the security as of the portfolio date. This value is significant in that it is the last known price at which the security was still held.
An asterisk sign (*) next to the price indicates that the price is likely invalid.