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Annaly Capital Management

677 hedge funds and large institutions have $3.9B invested in Annaly Capital Management in 2020 Q1 according to their latest regulatory filings, with 113 funds opening new positions, 245 increasing their positions, 209 reducing their positions, and 96 closing their positions.

New
Increased
Maintained
Reduced
Closed

18% more first-time investments, than exits

New positions opened: 113 | Existing positions closed: 96

17% more repeat investments, than reductions

Existing positions increased: 245 | Existing positions reduced: 209

1% more funds holding

Funds holding: 670677 (+7)

0.07% less ownership

Funds ownership: 13.53%13.46% (-0.07%)

22% less call options, than puts

Call options by funds: $20.3M | Put options by funds: $25.9M

43% less funds holding in top 10

Funds holding in top 10: 74 (-3)

47% less capital invested

Capital invested by funds: $7.3B → $3.9B (-$3.4B)

Holders
677
Holders Change
+7
Holders Change %
+1.04%
% of All Funds
14.92%
Holding in Top 10
4
Holding in Top 10 Change
-3
Holding in Top 10 Change %
-42.86%
% of All Funds
0.09%
New
113
Increased
245
Reduced
209
Closed
96
Calls
$20.3M
Puts
$25.9M
Net Calls
-$5.63M
Net Calls Change
-$54.8M
Name Holding Trade Value Shares
Change
Change in
Stake
Janus Henderson Group
26
Janus Henderson Group
United Kingdom
$24.7M -$7.37M -209,459 -15%
Russell Investments Group
27
Russell Investments Group
United Kingdom
$22.4M +$10.3M +293,730 +37%
Charles Schwab
28
Charles Schwab
California
$21.1M +$260K +7,383 +0.7%
Massachusetts Financial Services
29
Massachusetts Financial Services
Massachusetts
$19.9M +$909K +25,837 +3%
Point72 Asset Management
30
Point72 Asset Management
Connecticut
$18.9M +$32.8M +932,335 New
PPA
31
Parametric Portfolio Associates
Washington
$18.9M +$5.02M +142,675 +18%
Goldman Sachs
32
Goldman Sachs
New York
$18M +$1.66M +47,242 +6%
SAM
33
Storebrand Asset Management
Norway
$17.5M +$30.3M +861,826 New
Mitsubishi UFJ Trust & Banking
34
Mitsubishi UFJ Trust & Banking
Japan
$17.1M -$1.11M -31,444 -4%
Allianz Asset Management
35
Allianz Asset Management
Germany
$16.7M +$2.74M +77,991 +10%
Bank of America
36
Bank of America
North Carolina
$16M +$252K +7,157 +0.9%
New York State Common Retirement Fund
37
New York State Common Retirement Fund
New York
$15.4M -$643K -18,275 -2%
Mirae Asset Global Investments
38
Mirae Asset Global Investments
South Korea
$15.1M +$3.97M +112,910 +18%
VanEck Associates
39
VanEck Associates
New York
$14.8M +$543K +15,444 +2%
MCM
40
Moore Capital Management
New York
$13.9M +$24.2M +687,500 New
UBS Group
41
UBS Group
Switzerland
$13.3M -$85.2M -2,423,417 -79%
California State Teachers Retirement System (CalSTRS)
42
California State Teachers Retirement System (CalSTRS)
California
$13.1M +$1.46M +41,421 +7%
Bank of Montreal
43
Bank of Montreal
Ontario, Canada
$13M -$2.78M -79,022 -10%
WHG
44
Westwood Holdings Group
Texas
$12.7M +$22.1M +627,477 New
Royal Bank of Canada
45
Royal Bank of Canada
Ontario, Canada
$12.5M +$3.45M +98,076 +19%
National Pension Service
46
National Pension Service
South Korea
$12.4M
PMAM
47
Penn Mutual Asset Management
Pennsylvania
$11.8M +$9.22M +262,000 +82%
JP Morgan Chase
48
JP Morgan Chase
New York
$11.4M -$17.7M -502,009 -47%
Citigroup
49
Citigroup
New York
$11M -$7.76M -220,698 -29%
Susquehanna International Group
50
Susquehanna International Group
Pennsylvania
$10.8M +$5.05M +143,590 +37%

NLY Hedge Fund Activity: Q1 2020 in Review

677 of the 4,538 institutional investors tracked by Wall St. Rank reported a position in Annaly Capital Management (NLY) for Q1 2020, worth a combined $3.9B — down 47% from $7.3B a quarter earlier.

Buyers outnumbered sellers: 113 funds opened new NLY positions and 96 closed out — a net gain of 17 holders — while 245 added to existing stakes and 209 trimmed.

The largest buyer was D.E. Shaw & Co, adding an estimated $94.2M. The largest seller was State of Michigan Retirement System, exiting entirely with an estimated $157M sold.

  • 677 institutional investors held Annaly Capital Management (NLY) as of Q1 2020, up from 670 in Q4 2019.
  • Funds reported $3.9B of Annaly Capital Management stock for Q1 2020, down 47% quarter-over-quarter.
  • 113 funds opened new Annaly Capital Management positions in Q1 2020 and 96 closed out, a net change of +17 holders.
  • The largest Annaly Capital Management buyer in Q1 2020 was D.E. Shaw & Co, an estimated $94.2M added.
  • The largest Annaly Capital Management seller in Q1 2020 was State of Michigan Retirement System, an estimated $157M sold.

Based on aggregated 13F filings for Q1 2020.