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Annaly Capital Management

498 hedge funds and large institutions have $5.4B invested in Annaly Capital Management in 2014 Q2 according to their latest regulatory filings, with 49 funds opening new positions, 186 increasing their positions, 175 reducing their positions, and 57 closing their positions.

New
Increased
Maintained
Reduced
Closed

6% more capital invested

Capital invested by funds: $5.08B → $5.4B (+$324M)

6% more repeat investments, than reductions

Existing positions increased: 186 | Existing positions reduced: 175

0.17% more ownership

Funds ownership: 12.19%12.36% (+0.17%)

2% less funds holding

Funds holding: 508498 (-10)

14% less first-time investments, than exits

New positions opened: 49 | Existing positions closed: 57

18% less funds holding in top 10

Funds holding in top 10: 119 (-2)

56% less call options, than puts

Call options by funds: $53.1M | Put options by funds: $120M

Holders
498
Holders Change
-10
Holders Change %
-1.97%
% of All Funds
14.31%
Holding in Top 10
9
Holding in Top 10 Change
-2
Holding in Top 10 Change %
-18.18%
% of All Funds
0.26%
New
49
Increased
186
Reduced
175
Closed
57
Calls
$53.1M
Puts
$120M
Net Calls
-$66.7M
Net Calls Change
+$3.08M
Name Holding Trade Value Shares
Change
Change in
Stake
Two Sigma Investments
26
Two Sigma Investments
New York
$53.7M +$54.1M +1,173,598 New
Two Sigma Advisers
27
Two Sigma Advisers
New York
$53.5M +$41.6M +902,050 +337%
Legal & General Group
28
Legal & General Group
United Kingdom
$51.2M +$686K +14,873 +1%
TCIM
29
TIAA CREF Investment Management
New York
$49.2M +$1.02M +22,137 +2%
SAC
30
Smith Affiliated Capital
New York
$48.5M
Artisan Partners
31
Artisan Partners
Wisconsin
$41.1M -$66.1M -1,434,842 -61%
California Public Employees Retirement System
32
California Public Employees Retirement System
California
$40.2M +$2.56M +55,501 +7%
UBS AM
33
UBS AM
Illinois
$39.5M +$4.69M +101,740 +13%
Royal Bank of Canada
34
Royal Bank of Canada
Ontario, Canada
$39.2M +$391K +8,482 +1%
JP Morgan Chase
35
JP Morgan Chase
New York
$38M +$1.76M +38,124 +5%
CGI
36
CI Global Investments
California
$34.3M +$11.6M +250,775 +50%
GC
37
Guggenheim Capital
Illinois
$32.4M +$15.5M +336,041 +90%
Invesco
38
Invesco
Georgia
$28.5M +$5.24M +113,717 +22%
Sumitomo Mitsui Trust Group
39
Sumitomo Mitsui Trust Group
Japan
$26.9M -$1.66M -35,960 -6%
Massachusetts Financial Services
40
Massachusetts Financial Services
Massachusetts
$26M +$338K +7,331 +1%
Canada Pension Plan Investment Board
41
Canada Pension Plan Investment Board
Ontario, Canada
$25.7M +$1.3M +28,100 +5%
Swiss National Bank
42
Swiss National Bank
Switzerland
$25.5M +$15.1M +327,900 +143%
Allianz Asset Management
43
Allianz Asset Management
Germany
$24.7M -$4.64M -100,756 -16%
Bank of Montreal
44
Bank of Montreal
Ontario, Canada
$24.6M +$17M +368,157 +217%
CS
45
Credit Suisse
Switzerland
$24.3M +$6.25M +135,630 +34%
RL
46
Ruffer LLP
United Kingdom
$24.1M -$175M -3,797,839 -88%
Mitsubishi UFJ Trust & Banking
47
Mitsubishi UFJ Trust & Banking
Japan
$21.9M -$451K -9,790 -2%
Susquehanna International Group
48
Susquehanna International Group
Pennsylvania
$21.3M +$6.74M +146,247 +46%
Neuberger Berman Group
49
Neuberger Berman Group
New York
$21.2M -$551K -11,959 -3%
NFA
50
Nationwide Fund Advisors
Ohio
$21.1M +$21.3M +462,424 New

NLY Hedge Fund Activity: Q2 2014 in Review

498 of the 3,480 institutional investors tracked by Wall St. Rank reported a position in Annaly Capital Management (NLY) for Q2 2014, worth a combined $5.4B — up 6.4% from $5.08B a quarter earlier.

Sellers outnumbered buyers: 57 funds closed out of NLY and 49 opened new positions — a net loss of 8 holders — while 175 trimmed existing stakes and 186 added.

The largest buyer was Norges Bank, adding an estimated $106M. The largest seller was Ruffer LLP, cutting an estimated $175M.

  • 498 institutional investors held Annaly Capital Management (NLY) as of Q2 2014, down from 508 in Q1 2014.
  • Funds reported $5.4B of Annaly Capital Management stock for Q2 2014, up 6.4% quarter-over-quarter.
  • 49 funds opened new Annaly Capital Management positions in Q2 2014 and 57 closed out, a net change of -8 holders.
  • The largest Annaly Capital Management buyer in Q2 2014 was Norges Bank, an estimated $106M added.
  • The largest Annaly Capital Management seller in Q2 2014 was Ruffer LLP, an estimated $175M sold.

Based on aggregated 13F filings for Q2 2014.