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Annaly Capital Management

483 hedge funds and large institutions have $5.21B invested in Annaly Capital Management in 2015 Q1 according to their latest regulatory filings, with 33 funds opening new positions, 195 increasing their positions, 164 reducing their positions, and 61 closing their positions.

New
Increased
Maintained
Reduced
Closed

19% more repeat investments, than reductions

Existing positions increased: 195 | Existing positions reduced: 164

0.38% more ownership

Funds ownership: 12.82%13.21% (+0.38%)

0% more funds holding in top 10

Funds holding in top 10: 77 (0)

1% less capital invested

Capital invested by funds: $5.25B → $5.21B (-$45M)

6% less funds holding

Funds holding: 514483 (-31)

22% less call options, than puts

Call options by funds: $20.8M | Put options by funds: $26.7M

46% less first-time investments, than exits

New positions opened: 33 | Existing positions closed: 61

Holders
483
Holders Change
-31
Holders Change %
-6.03%
% of All Funds
12.87%
Holding in Top 10
7
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
0.19%
New
33
Increased
195
Reduced
164
Closed
61
Calls
$20.8M
Puts
$26.7M
Net Calls
-$5.9M
Net Calls Change
+$29.9M
Name Holding Trade Value Shares
Change
Change in
Stake
Susquehanna International Group
51
Susquehanna International Group
Pennsylvania
$18.9M -$683K -16,060 -3%
California State Teachers Retirement System (CalSTRS)
52
California State Teachers Retirement System (CalSTRS)
California
$18.6M -$309K -7,261 -2%
JP Morgan Chase
53
JP Morgan Chase
New York
$18M -$27.4M -644,444 -60%
KBC Group
54
KBC Group
Belgium
$17.6M -$6.47M -152,123 -26%
Stifel Financial
55
Stifel Financial
Missouri
$17.4M +$1.05M +24,687 +6%
PPA
56
Parametric Portfolio Associates
Washington
$16.6M +$1.55M +36,439 +10%
Charles Schwab
57
Charles Schwab
California
$16.2M +$1.55M +36,373 +10%
CAI
58
Capital Advisors Inc
Oklahoma
$15.8M +$1.53M +35,930 +10%
VFAM
59
Valley Forge Asset Management
Pennsylvania
$15.1M +$5.49M +129,074 +55%
Millennium Management
60
Millennium Management
New York
$14.9M +$5.83M +136,990 +62%
Two Sigma Advisers
61
Two Sigma Advisers
New York
$14.8M +$3.35M +78,750 +29%
TA
62
Teachers Advisors
New York
$14.3M +$458K +10,766 +3%
WFI
63
West Family Investments
California
$14.2M
Canada Life
64
Canada Life
Manitoba, Canada
$13.6M -$314K -7,379 -2%
MTB
65
Mizuho Trust & Banking
Japan
$13.4M +$411K +9,665 +3%
Wells Fargo
66
Wells Fargo
California
$13.3M +$971K +22,831 +8%
Los Angeles Capital Management
67
Los Angeles Capital Management
California
$13.1M +$10.7M +251,515 +395%
MAA
68
Managed Account Advisors
New Jersey
$13.1M +$390K +9,181 +3%
State Board of Administration of Florida Retirement System
69
State Board of Administration of Florida Retirement System
Florida
$12.7M -$2.23M -52,506 -15%
Bank of America
70
Bank of America
North Carolina
$12.1M -$7.29M -171,494 -37%
PMLI
71
Penn Mutual Life Insurance
Pennsylvania
$12M +$3.88M +91,250 +46%
GIA
72
Gateway Investment Advisers
Ohio
$11.9M +$3.49K +82 +0%
Massachusetts Financial Services
73
Massachusetts Financial Services
Massachusetts
$11.7M +$450K +10,588 +4%
IG
74
ING Group
Netherlands
$11.4M +$2.21K +52 +0%
State of Wisconsin Investment Board
75
State of Wisconsin Investment Board
Wisconsin
$10.8M -$216K -5,090 -2%

NLY Hedge Fund Activity: Q1 2015 in Review

483 of the 3,752 institutional investors tracked by Wall St. Rank reported a position in Annaly Capital Management (NLY) for Q1 2015, worth a combined $5.21B — down 0.86% from $5.25B a quarter earlier.

Sellers outnumbered buyers: 61 funds closed out of NLY and 33 opened new positions — a net loss of 28 holders — while 164 trimmed existing stakes and 195 added.

The largest buyer was Fidelity Investments, adding an estimated $66.8M. The largest seller was Arrowstreet Capital, exiting entirely with an estimated $54.6M sold.

  • 483 institutional investors held Annaly Capital Management (NLY) as of Q1 2015, down from 514 in Q4 2014.
  • Funds reported $5.21B of Annaly Capital Management stock for Q1 2015, down 0.86% quarter-over-quarter.
  • 33 funds opened new Annaly Capital Management positions in Q1 2015 and 61 closed out, a net change of -28 holders.
  • The largest Annaly Capital Management buyer in Q1 2015 was Fidelity Investments, an estimated $66.8M added.
  • The largest Annaly Capital Management seller in Q1 2015 was Arrowstreet Capital, an estimated $54.6M sold.

Based on aggregated 13F filings for Q1 2015.