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Annaly Capital Management
NLY

Overview Fund Activity

662 hedge funds and large institutions have $4.5B invested in Annaly Capital Management in 2020 Q2 according to their latest regulatory filings, with 101 funds opening new positions, 223 increasing their positions, 224 reducing their positions, and 106 closing their positions.

New
Increased
Maintained
Reduced
Closed
Holders
662
Holders Change
-12
Holders Change %
-1.78%
% of All Funds
13.61%
Holding in Top 10
6
Holding in Top 10 Change
+2
Holding in Top 10 Change %
+50%
% of All Funds
0.12%
New
101
Increased
223
Reduced
224
Closed
106
Calls
$43.9M
Puts
$65.5M
Net Calls
-$21.5M
Net Calls Change
-$15.9M

Top Buyers

1
D.E. Shaw & Co
D.E. Shaw & Co
New York
+$68.6M
2
AIM
Artemis Investment Management
United Kingdom
+$46.2M
3
CCP
Clough Capital Partners
Massachusetts
+$27.4M
4
Millennium Management
Millennium Management
New York
+$26.5M
5
Arrowstreet Capital
Arrowstreet Capital
Massachusetts
+$22.5M

Top Sellers

1
BlackRock
BlackRock
New York
-$343M
2
PMAM
Penn Mutual Asset Management
Pennsylvania
-$66.2M
3
State Street
State Street
Massachusetts
-$35.4M
4
Vanguard Group
Vanguard Group
Pennsylvania
-$34.1M
5
UBS AM
UBS AM
Illinois
-$29.7M
Name Holding Trade Value Shares
Change 		Shares
Change %
VSWA
676
Vontobel Swiss Wealth Advisors
Switzerland
– -$1.01M -50,000 Closed
AC
677
Athanor Capital
New York
– -$894K -44,061 Closed
PM
678
Parametrica Management
Hong Kong
– -$892K -43,992 Closed
QIM
679
Quantitative Investment Management
Virginia
– -$845K -41,683 Closed
SSA
680
Schonfeld Strategic Advisors
New York
– -$699K -34,475 Closed
OPPTF
681
OPSEU Pension Plan Trust Fund
Ontario, Canada
– -$590K -30,770 Closed
CIM
682
CenturyLink Investment Management
Colorado
– -$610K -30,066 Closed
Parallax Volatility Advisers
683
Parallax Volatility Advisers
California
– -$521K -25,689 Closed
OAC
684
OMERS Administration Corp
Ontario, Canada
– -$446K -21,975 Closed
TC
685
TwinBeech Capital
New York
– -$420K -20,732 Closed
CAMG
686
CWA Asset Management Group
Florida
– -$387K -19,075 Closed
ACM
687
AlphaCrest Capital Management
New York
– -$275K -13,550 Closed
First Trust Advisors
688
First Trust Advisors
Illinois
– -$246K -12,138 Closed
EWM
689
Empirical Wealth Management
Washington
– -$244K -12,033 Closed
Mariner
690
Mariner
Kansas
– -$243K -11,978 Closed
JG
691
Jefferies Group
New York
– -$256K -11,279 Closed
SPI
692
Santori & Peters Inc
Pennsylvania
– -$201K -9,953 Closed
GTCM
693
Gyon Technologies Capital Management
New Jersey
– -$197K -9,714 Closed
AG
694
AlphaSimPlex Group
Massachusetts
– -$184K -9,080 Closed
CAM
695
Cresset Asset Management
Illinois
– -$175K -8,213 Closed
TSS
696
Two Sigma Securities
New York
– -$163K -8,033 Closed
AC
697
Allstate Corporation
Illinois
– -$154K -7,611 Closed
AQR Capital Management
698
AQR Capital Management
Connecticut
– -$146K -7,223 Closed
Wolverine Trading
699
Wolverine Trading
Illinois
– -$159K -6,989 Closed
JT
700
Jump Trading
Illinois
– -$136K -6,714 Closed
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