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Annaly Capital Management
NLY

511 hedge funds and large institutions have $6.18B invested in Annaly Capital Management in 2016 Q2 according to their latest regulatory filings, with 60 funds opening new positions, 206 increasing their positions, 149 reducing their positions, and 45 closing their positions.

New
Increased
Maintained
Reduced
Closed

38% more repeat investments, than reductions

Existing positions increased: 206 | Existing positions reduced: 149

33% more first-time investments, than exits

New positions opened: 60 | Existing positions closed: 45

15% more capital invested

Capital invested by funds: $5.38B → $6.18B (+$797M)

2% more funds holding

Funds holding: 501 → 511 (+10)

0.68% more ownership

Funds ownership: 14.15% → 14.83% (+0.68%)

0% more funds holding in top 10

Funds holding in top 10: 7 → 7 (0)

69% less call options, than puts

Call options by funds: $8.97M | Put options by funds: $28.5M

Holders
511
Holders Change
+10
Holders Change %
+2%
% of All Funds
13.63%
Holding in Top 10
7
Holding in Top 10 Change
–
Holding in Top 10 Change %
–
% of All Funds
0.19%
New
60
Increased
206
Reduced
149
Closed
45
Calls
$8.97M
Puts
$28.5M
Net Calls
-$19.5M
Net Calls Change
-$13.4M

Top Buyers

1
BFA
BlackRock Fund Advisors
California
+$71.4M
2
Barclays
Barclays
United Kingdom
+$50.7M
3
Los Angeles Capital Management
Los Angeles Capital Management
California
+$45.2M
4
NIPH
NN Investment Partners Holdings
Netherlands
+$44.3M
5
Two Sigma Investments
Two Sigma Investments
New York
+$37.4M

Top Sellers

1
D.E. Shaw & Co
D.E. Shaw & Co
New York
-$133M
2
Renaissance Technologies
Renaissance Technologies
New York
-$32.8M
3
Prudential Financial
Prudential Financial
New Jersey
-$26.8M
4
Royal London Asset Management
Royal London Asset Management
United Kingdom
-$21.9M
5
UBS Group
UBS Group
Switzerland
-$20.6M
Name Holding Trade Value Shares
Change 		Change in
Stake
Two Sigma Investments
26
Two Sigma Investments
New York
$52.6M +$37.4M +878,108 +283%
UBS AM
27
UBS AM
Illinois
$51M +$2.16M +50,790 +5%
Bank of New York Mellon
28
Bank of New York Mellon
New York
$48.2M -$887K -20,857 -2%
TCIM
29
TIAA CREF Investment Management
New York
$47.7M -$327K -7,696 -0.7%
Bank of Montreal
30
Bank of Montreal
Ontario, Canada
$47.4M +$33.9M +797,666 +293%
Credit Agricole
31
Credit Agricole
France
$47.1M +$441K +10,367 +1%
NIPH
32
NN Investment Partners Holdings
Netherlands
$46.2M +$44.3M +1,041,505 +75,801%
JHIU
33
Janus Henderson Investors US
Colorado
$45M +$6.26M +147,075 +17%
UBS Group
34
UBS Group
Switzerland
$44.8M -$20.6M -483,483 -32%
Deutsche Bank
35
Deutsche Bank
Germany
$43.2M +$58.6K +1,377 +0.1%
TD Asset Management
36
TD Asset Management
Ontario, Canada
$42.8M -$815K -19,150 -2%
D.E. Shaw & Co
37
D.E. Shaw & Co
New York
$41.5M -$133M -3,115,781 -77%
PPA
38
Parametric Portfolio Associates
Washington
$40.6M +$14.7M +344,307 +60%
California Public Employees Retirement System
39
California Public Employees Retirement System
California
$35M -$1.72M -40,350 -5%
Acadian Asset Management
40
Acadian Asset Management
Massachusetts
$34.1M +$28.5M +670,750 +670%
New York State Common Retirement Fund
41
New York State Common Retirement Fund
New York
$32.3M +$1.55M +36,522 +5%
Sumitomo Mitsui Trust Group
42
Sumitomo Mitsui Trust Group
Japan
$31.9M +$47.5K +1,117 +0.2%
Prudential Financial
43
Prudential Financial
New Jersey
$31.8M -$26.8M -630,814 -47%
AI
44
Analytic Investors
California
$30.3M +$27.4M +642,914 +1,577%
MAM
45
Martingale Asset Management
Massachusetts
$29.4M -$1.01M -23,757 -3%
AIMCA
46
Alberta Investment Management Corp (AIMCo)
Alberta, Canada
$28.8M +$12.9M +303,125 +87%
EA
47
Emerald Acquisition
Washington
$28.3M +$27.2M +639,877 New
Mitsubishi UFJ Trust & Banking
48
Mitsubishi UFJ Trust & Banking
Japan
$28.1M +$3.84M +90,152 +17%
AIM
49
Artemis Investment Management
United Kingdom
$27.8M +$26.7M +627,464 New
Morgan Stanley
50
Morgan Stanley
New York
$27.7M -$11.2M -264,150 -30%
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NLY Hedge Fund Activity: Q2 2016 in Review

511 of the 3,748 institutional investors tracked by Wall St. Rank reported a position in Annaly Capital Management (NLY) for Q2 2016, worth a combined $6.18B — up 15% from $5.38B a quarter earlier.

Buyers outnumbered sellers: 60 funds opened new NLY positions and 45 closed out — a net gain of 15 holders — while 206 added to existing stakes and 149 trimmed.

The largest buyer was BlackRock Fund Advisors, adding an estimated $71.4M. The largest seller was D.E. Shaw & Co, cutting an estimated $133M.

  • 511 institutional investors held Annaly Capital Management (NLY) as of Q2 2016, up from 501 in Q1 2016.
  • Funds reported $6.18B of Annaly Capital Management stock for Q2 2016, up 15% quarter-over-quarter.
  • 60 funds opened new Annaly Capital Management positions in Q2 2016 and 45 closed out, a net change of +15 holders.
  • The largest Annaly Capital Management buyer in Q2 2016 was BlackRock Fund Advisors, an estimated $71.4M added.
  • The largest Annaly Capital Management seller in Q2 2016 was D.E. Shaw & Co, an estimated $133M sold.

Based on aggregated 13F filings for Q2 2016.