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Annaly Capital Management

521 hedge funds and large institutions have $4.61B invested in Annaly Capital Management in 2013 Q4 according to their latest regulatory filings, with 97 funds opening new positions, 149 increasing their positions, 215 reducing their positions, and 77 closing their positions.

New
Increased
Maintained
Reduced
Closed

26% more first-time investments, than exits

New positions opened: 97 | Existing positions closed: 77

13% more funds holding in top 10

Funds holding in top 10: 89 (+1)

3% more funds holding

Funds holding: 506521 (+15)

0.08% less ownership

Funds ownership: 12.28%12.21% (-0.08%)

15% less capital invested

Capital invested by funds: $5.4B → $4.61B (-$787M)

31% less repeat investments, than reductions

Existing positions increased: 149 | Existing positions reduced: 215

32% less call options, than puts

Call options by funds: $110M | Put options by funds: $160M

Holders
521
Holders Change
+15
Holders Change %
+2.96%
% of All Funds
15.12%
Holding in Top 10
9
Holding in Top 10 Change
+1
Holding in Top 10 Change %
+12.5%
% of All Funds
0.26%
New
97
Increased
149
Reduced
215
Closed
77
Calls
$110M
Puts
$160M
Net Calls
-$50.5M
Net Calls Change
-$46M
Name Holding Trade Value Shares
Change
Change in
Stake
Vanguard Group
1
Vanguard Group
Pennsylvania
$315M +$104M +2,403,511 +44%
BFA
2
BlackRock Fund Advisors
California
$261M -$64.8M -1,492,548 -19%
BIT
3
BlackRock Institutional Trust
California
$224M +$12.1M +278,258 +5%
ACMM
4
American Capital Mortgage Management
Maryland
$210M +$228M +5,254,246 New
State Street
5
State Street
Massachusetts
$194M -$1.86M -42,847 -0.9%
RL
6
Ruffer LLP
United Kingdom
$176M +$65.5M +1,509,817 +52%
PRCM
7
Pine River Capital Management
Minnesota
$169M +$184M +4,241,067 New
Fidelity Investments
8
Fidelity Investments
Massachusetts
$166M +$55.4M +1,277,118 +44%
American Century Companies
9
American Century Companies
Missouri
$148M +$11.9M +273,592 +8%
Bank of New York Mellon
10
Bank of New York Mellon
New York
$146M -$4.33M -99,686 -3%
Artisan Partners
11
Artisan Partners
Wisconsin
$143M +$11.1M +255,546 +8%
EAM
12
Edge Asset Management
Washington
$89.7M -$27M -622,079 -22%
Morgan Stanley
13
Morgan Stanley
New York
$76.4M +$1.49M +34,376 +2%
Norges Bank
14
Norges Bank
Norway
$69.4M -$14.6M -337,306 -16%
SCM
15
Sterling Capital Management
North Carolina
$69M +$20.6M +473,571 +38%
Northern Trust
16
Northern Trust
Illinois
$64.7M -$2.96M -68,279 -4%
BG
17
BlackRock Group
United Kingdom
$58.7M -$15.7M -360,811 -20%
APG Asset Management
18
APG Asset Management
Netherlands
$54.9M -$23.5M -541,338 -28%
Prudential Financial
19
Prudential Financial
New Jersey
$53.4M +$30.3M +697,975 +109%
Two Sigma Investments
20
Two Sigma Investments
New York
$50.6M +$55.1M +1,269,057 New
Susquehanna International Group
21
Susquehanna International Group
Pennsylvania
$50M +$34.4M +793,385 +173%
TD Asset Management
22
TD Asset Management
Ontario, Canada
$49.5M -$3.96M -91,225 -7%
Jennison Associates
23
Jennison Associates
New York
$48.2M -$18.8M -433,494 -26%
Geode Capital Management
24
Geode Capital Management
Massachusetts
$47.8M +$7.64M +175,983 +17%
Deutsche Bank
25
Deutsche Bank
Germany
$47.2M -$3.98M -91,643 -7%

NLY Hedge Fund Activity: Q4 2013 in Review

521 of the 3,445 institutional investors tracked by Wall St. Rank reported a position in Annaly Capital Management (NLY) for Q4 2013, worth a combined $4.61B — down 15% from $5.4B a quarter earlier.

Buyers outnumbered sellers: 97 funds opened new NLY positions and 77 closed out — a net gain of 20 holders — while 149 added to existing stakes and 215 trimmed.

The largest buyer was Pine River Capital Management, opening a new position worth an estimated $184M. The largest seller was Allianz Asset Management, cutting an estimated $233M.

  • 521 institutional investors held Annaly Capital Management (NLY) as of Q4 2013, up from 506 in Q3 2013.
  • Funds reported $4.61B of Annaly Capital Management stock for Q4 2013, down 15% quarter-over-quarter.
  • 97 funds opened new Annaly Capital Management positions in Q4 2013 and 77 closed out, a net change of +20 holders.
  • The largest Annaly Capital Management buyer in Q4 2013 was Pine River Capital Management, an estimated $184M added.
  • The largest Annaly Capital Management seller in Q4 2013 was Allianz Asset Management, an estimated $233M sold.

Based on aggregated 13F filings for Q4 2013.