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Annaly Capital Management

508 hedge funds and large institutions have $5.08B invested in Annaly Capital Management in 2014 Q1 according to their latest regulatory filings, with 68 funds opening new positions, 183 increasing their positions, 175 reducing their positions, and 73 closing their positions.

New
Increased
Maintained
Reduced
Closed

22% more funds holding in top 10

Funds holding in top 10: 911 (+2)

10% more capital invested

Capital invested by funds: $4.61B → $5.08B (+$465M)

5% more repeat investments, than reductions

Existing positions increased: 183 | Existing positions reduced: 175

0.02% less ownership

Funds ownership: 12.21%12.19% (-0.02%)

7% less first-time investments, than exits

New positions opened: 68 | Existing positions closed: 73

2% less funds holding

Funds holding: 521508 (-13)

57% less call options, than puts

Call options by funds: $52.5M | Put options by funds: $122M

Holders
508
Holders Change
-13
Holders Change %
-2.5%
% of All Funds
14.67%
Holding in Top 10
11
Holding in Top 10 Change
+2
Holding in Top 10 Change %
+22.22%
% of All Funds
0.32%
New
68
Increased
183
Reduced
175
Closed
73
Calls
$52.5M
Puts
$122M
Net Calls
-$69.7M
Net Calls Change
-$19.2M
Name Holding Trade Value Shares
Change
Change in
Stake
JCM
526
JS Capital Management
New York
-$1.25M -31,250 Closed
Twin Tree Management
527
Twin Tree Management
Texas
-$1.29M -29,803 Closed
TC
528
TradeLink Capital
Illinois
-$1.07M -26,875 Closed
DCM
529
Dynamic Capital Management
Jersey
-$906K -22,725 Closed
JG
530
Jefferies Group
New York
-$873K -21,895 Closed
Caisse de Depot et Placement du Quebec (CDPQ)
531
Caisse de Depot et Placement du Quebec (CDPQ)
Quebec, Canada
-$800K -20,050 Closed
PCM
532
Parsons Capital Management
Rhode Island
-$586K -14,700 Closed
CAS
533
CTC Alternative Strategies
Illinois
-$575K -14,425 Closed
Rafferty Asset Management
534
Rafferty Asset Management
New York
-$505K -12,665 Closed
SCM
535
Saba Capital Management
New York
-$450K -11,278 Closed
QI
536
Quotient Investors
New York
-$335K -8,400 Closed
GPC
537
Glacier Peak Capital
Washington
-$305K -7,640 Closed
HC
538
HHG & Company
Connecticut
-$296K -7,413 Closed
AIMCA
539
Alberta Investment Management Corp (AIMCo)
Alberta, Canada
-$279K -7,000 Closed
Lazard Asset Management
540
Lazard Asset Management
New York
-$277K -6,950 Closed
GCP
541
GSA Capital Partners
United Kingdom
-$265K -6,656 Closed
WSCM
542
Wellington Shields Capital Management
New York
-$260K -6,531 Closed
PCA
543
Peddock Capital Advisors
Massachusetts
-$257K -6,450 Closed
WTIM
544
Wilmington Trust Investment Management
Delaware
-$214K -5,370 Closed
AAIM
545
American Assets Investment Management
California
-$199K -5,000 Closed
BAAM
546
Baker Avenue Asset Management
California
-$190K -4,775 Closed
Mariner
547
Mariner
Kansas
-$177K -4,445 Closed
TC
548
TFS Capital
Pennsylvania
-$163K -4,095 Closed
PM
549
Parametrica Management
Hong Kong
-$160K -4,006 Closed
HAI
550
Hennessy Advisors Inc
California
-$150K -3,750 Closed

NLY Hedge Fund Activity: Q1 2014 in Review

508 of the 3,463 institutional investors tracked by Wall St. Rank reported a position in Annaly Capital Management (NLY) for Q1 2014, worth a combined $5.08B — up 10% from $4.61B a quarter earlier.

Sellers outnumbered buyers: 73 funds closed out of NLY and 68 opened new positions — a net loss of 5 holders — while 175 trimmed existing stakes and 183 added.

The largest buyer was Vanguard Group, adding an estimated $206M. The largest seller was Pine River Capital Management, exiting entirely with an estimated $169M sold.

  • 508 institutional investors held Annaly Capital Management (NLY) as of Q1 2014, down from 521 in Q4 2013.
  • Funds reported $5.08B of Annaly Capital Management stock for Q1 2014, up 10% quarter-over-quarter.
  • 68 funds opened new Annaly Capital Management positions in Q1 2014 and 73 closed out, a net change of -5 holders.
  • The largest Annaly Capital Management buyer in Q1 2014 was Vanguard Group, an estimated $206M added.
  • The largest Annaly Capital Management seller in Q1 2014 was Pine River Capital Management, an estimated $169M sold.

Based on aggregated 13F filings for Q1 2014.