Annaly Cap Mgmt Inc

CUSIP: 035710ab8 Class: NOTE 5.000% 5/1

Advisors Capital Management, LLC's Holding History (CIK: 0001345576)

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

Q1 2015
Shares 1,212,000 Value ($000) $1,215 Avg Close — Range —
Q4 2014
Shares 1,232,000 Value ($000) $1,238 Avg Close — Range —
Q3 2014
Shares 1,247,000 Value ($000) $1,259 Avg Close — Range —
Q2 2014
Shares 997,000 Value ($000) $1,019 Avg Close — Range —
Q1 2014
Shares 1,102,000 Value ($000) $1,128 Avg Close — Range —
Q4 2013
Shares 1,979,000 Value ($000) $2,003 Avg Close — Range —
Q2 2013
Shares 1,908,000 Value ($000) $1,925 Avg Close — Range —