ANNALY CAP MGMT INC - NOTE 5.000% 5/1

CUSIP: 035710AB8

Q1 2014 13F Holders as of 31 Mar 2014

Type / Class
Debt / NOTE 5.000% 5/1
Market price (% of par)
102.37%
Total 13F principal
$620,142,125
Principal change
-$13,095,512
Total reported market value
$635,501,895
Number of holders
48
Value change
-$13,197,605
Number of buys
20
Number of sells
16

Quarterly Holders Quick Answers

What is CUSIP 035710AB8?
CUSIP 035710AB8 identifies 035710AB8 - ANNALY CAP MGMT INC - NOTE 5.000% 5/1 in SEC institutional holdings data.

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Institutional Holders of ANNALY CAP MGMT INC - NOTE 5.000% 5/1 as of Q1 2014

As of 31 Mar 2014, ANNALY CAP MGMT INC - NOTE 5.000% 5/1 was held by 48 institutional bondholders reporting positions in Form 13F filings. These institutions reported holding $620,142,125 in principal (par value) of the bond. The largest 10 bondholders included Pine River Capital Management L.P., ADVENT CAPITAL MANAGEMENT /DE/, FMR LLC, Pomelo Capital LLC, JPMORGAN CHASE & CO, UBS GLOBAL ASSET MANAGEMENT AMERICAS INC, TD ASSET MANAGEMENT INC, ROYAL BANK OF CANADA, AQR CAPITAL MANAGEMENT LLC, and BNP Paribas Investment Partners S.A.. This page lists 48 institutional bondholders reporting positions for the Q1 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.