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Annaly Capital Management

488 hedge funds and large institutions have $5.1B invested in Annaly Capital Management in 2015 Q3 according to their latest regulatory filings, with 74 funds opening new positions, 169 increasing their positions, 163 reducing their positions, and 46 closing their positions.

New
Increased
Maintained
Reduced
Closed

61% more first-time investments, than exits

New positions opened: 74 | Existing positions closed: 46

40% more funds holding in top 10

Funds holding in top 10: 57 (+2)

6% more capital invested

Capital invested by funds: $4.82B → $5.1B (+$285M)

5% more funds holding

Funds holding: 463488 (+25)

4% more repeat investments, than reductions

Existing positions increased: 169 | Existing positions reduced: 163

0.19% less ownership

Funds ownership: 13.84%13.64% (-0.19%)

43% less call options, than puts

Call options by funds: $16.1M | Put options by funds: $28.1M

Holders
488
Holders Change
+25
Holders Change %
+5.4%
% of All Funds
13.62%
Holding in Top 10
7
Holding in Top 10 Change
+2
Holding in Top 10 Change %
+40%
% of All Funds
0.2%
New
74
Increased
169
Reduced
163
Closed
46
Calls
$16.1M
Puts
$28.1M
Net Calls
-$12.1M
Net Calls Change
-$3.23M
Name Holding Trade Value Shares
Change
Change in
Stake
Vanguard Group
1
Vanguard Group
Pennsylvania
$602M +$12.6M +314,374 +2%
Fidelity Investments
2
Fidelity Investments
Massachusetts
$367M +$9.65M +241,437 +3%
BFA
3
BlackRock Fund Advisors
California
$347M -$7.76M -194,197 -2%
BIT
4
BlackRock Institutional Trust
California
$252M -$3.78M -94,604 -1%
State Street
5
State Street
Massachusetts
$240M +$17.2M +430,553 +8%
D.E. Shaw & Co
6
D.E. Shaw & Co
New York
$187M +$38.1M +952,025 +25%
LSV Asset Management
7
LSV Asset Management
Illinois
$135M +$101M +2,532,656 +287%
Bank of New York Mellon
8
Bank of New York Mellon
New York
$133M +$2.8M +70,152 +2%
Prudential Financial
9
Prudential Financial
New Jersey
$92.5M +$12.5M +313,750 +15%
APG Asset Management
10
APG Asset Management
Netherlands
$84.9M -$7.23M -180,976 -8%
UBS Group
11
UBS Group
Switzerland
$82.9M -$7.9M -197,616 -9%
Citigroup
12
Citigroup
New York
$82.9M -$67.6M -1,690,442 -45%
BG
13
BlackRock Group
United Kingdom
$72.5M +$1.69M +42,367 +2%
Invesco
14
Invesco
Georgia
$69.9M +$33.4M +834,795 +89%
SCM
15
Sterling Capital Management
North Carolina
$69.7M -$1.82M -45,597 -3%
EAM
16
Edge Asset Management
Washington
$64.7M -$4.04M -100,951 -6%
Swiss National Bank
17
Swiss National Bank
Switzerland
$61.2M +$1.82M +45,625 +3%
Northern Trust
18
Northern Trust
Illinois
$60.5M -$4.79M -119,862 -7%
Geode Capital Management
19
Geode Capital Management
Massachusetts
$60.3M +$426K +10,652 +0.7%
JHC
20
JFB Holdings Corp
Georgia
$59.7M +$257K +6,429 +0.4%
Legal & General Group
21
Legal & General Group
United Kingdom
$59.4M +$2.9M +72,461 +5%
TSW
22
Thompson Siegel & Walmsley
Virginia
$58.8M -$11M -274,033 -16%
Allianz Asset Management
23
Allianz Asset Management
Germany
$56.6M +$48.7M +1,219,336 +569%
Morgan Stanley
24
Morgan Stanley
New York
$53.7M -$29.5M -737,466 -35%
RFS
25
Rockefeller Financial Services
New York
$49.4M +$50.1M +1,252,101 New

NLY Hedge Fund Activity: Q3 2015 in Review

488 of the 3,582 institutional investors tracked by Wall St. Rank reported a position in Annaly Capital Management (NLY) for Q3 2015, worth a combined $5.1B — up 5.9% from $4.82B a quarter earlier.

Buyers outnumbered sellers: 74 funds opened new NLY positions and 46 closed out — a net gain of 28 holders — while 169 added to existing stakes and 163 trimmed.

The largest buyer was LSV Asset Management, adding an estimated $101M. The largest seller was Pine River Capital Management, cutting an estimated $325M.

  • 488 institutional investors held Annaly Capital Management (NLY) as of Q3 2015, up from 463 in Q2 2015.
  • Funds reported $5.1B of Annaly Capital Management stock for Q3 2015, up 5.9% quarter-over-quarter.
  • 74 funds opened new Annaly Capital Management positions in Q3 2015 and 46 closed out, a net change of +28 holders.
  • The largest Annaly Capital Management buyer in Q3 2015 was LSV Asset Management, an estimated $101M added.
  • The largest Annaly Capital Management seller in Q3 2015 was Pine River Capital Management, an estimated $325M sold.

Based on aggregated 13F filings for Q3 2015.