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Annaly Capital Management

677 hedge funds and large institutions have $3.9B invested in Annaly Capital Management in 2020 Q1 according to their latest regulatory filings, with 113 funds opening new positions, 245 increasing their positions, 209 reducing their positions, and 96 closing their positions.

New
Increased
Maintained
Reduced
Closed

18% more first-time investments, than exits

New positions opened: 113 | Existing positions closed: 96

17% more repeat investments, than reductions

Existing positions increased: 245 | Existing positions reduced: 209

1% more funds holding

Funds holding: 670677 (+7)

0.07% less ownership

Funds ownership: 13.53%13.46% (-0.07%)

22% less call options, than puts

Call options by funds: $20.3M | Put options by funds: $25.9M

43% less funds holding in top 10

Funds holding in top 10: 74 (-3)

47% less capital invested

Capital invested by funds: $7.3B → $3.9B (-$3.4B)

Holders
677
Holders Change
+7
Holders Change %
+1.04%
% of All Funds
14.92%
Holding in Top 10
4
Holding in Top 10 Change
-3
Holding in Top 10 Change %
-42.86%
% of All Funds
0.09%
New
113
Increased
245
Reduced
209
Closed
96
Calls
$20.3M
Puts
$25.9M
Net Calls
-$5.63M
Net Calls Change
-$54.8M
Name Holding Trade Value Shares
Change
Change in
Stake
BlackRock
1
BlackRock
New York
$788M -$29M -824,605 -2%
Vanguard Group
2
Vanguard Group
Pennsylvania
$703M +$8.59M +244,338 +0.7%
State Street
3
State Street
Massachusetts
$238M -$27.2M -774,701 -6%
Wells Fargo
4
Wells Fargo
California
$124M +$29.8M +847,549 +16%
LSV Asset Management
5
LSV Asset Management
Illinois
$114M -$6.18M -175,592 -3%
Fidelity Investments
6
Fidelity Investments
Massachusetts
$93.6M +$27.9M +794,587 +21%
Geode Capital Management
7
Geode Capital Management
Massachusetts
$92.1M +$13M +370,735 +9%
Norges Bank
8
Norges Bank
Norway
$73.1M -$13.8M -393,721 -10%
Legal & General Group
9
Legal & General Group
United Kingdom
$61.1M +$651K +18,517 +0.6%
California Public Employees Retirement System
10
California Public Employees Retirement System
California
$60.4M -$2.17M -61,729 -2%
Renaissance Technologies
11
Renaissance Technologies
New York
$60.3M +$31.7M +900,016 +43%
Northern Trust
12
Northern Trust
Illinois
$60M +$2.42M +68,770 +2%
D.E. Shaw & Co
13
D.E. Shaw & Co
New York
$54.4M +$94.2M +2,679,296 +75,303%
N
14
Nuveen
North Carolina
$52.1M +$38.3M +1,090,176 +74%
TSW
15
Thompson Siegel & Walmsley
Virginia
$51.9M -$17.3M -492,474 -16%
UBS AM
16
UBS AM
Illinois
$47.2M +$1.85M +52,460 +2%
Ameriprise
17
Ameriprise
Minnesota
$45.7M +$5.25M +149,348 +7%
BGIM
18
Brandywine Global Investment Management
Pennsylvania
$40.9M +$2.46M +70,006 +4%
Sumitomo Mitsui Trust Group
19
Sumitomo Mitsui Trust Group
Japan
$32.3M +$2.11M +59,877 +4%
APG Asset Management
20
APG Asset Management
Netherlands
$31.9M +$36.1M +1,025,227 +187%
CS
21
Credit Suisse
Switzerland
$30.3M -$10.5M -298,800 -17%
Morgan Stanley
22
Morgan Stanley
New York
$26.6M -$21.7M -618,195 -32%
Citadel Advisors
23
Citadel Advisors
Florida
$26.5M -$7.47M -212,271 -14%
KSCM
24
King Street Capital Management
New York
$25.4M +$44M +1,250,000 New
Bank of New York Mellon
25
Bank of New York Mellon
New York
$24.8M -$2.23M -63,329 -5%

NLY Hedge Fund Activity: Q1 2020 in Review

677 of the 4,538 institutional investors tracked by Wall St. Rank reported a position in Annaly Capital Management (NLY) for Q1 2020, worth a combined $3.9B — down 47% from $7.3B a quarter earlier.

Buyers outnumbered sellers: 113 funds opened new NLY positions and 96 closed out — a net gain of 17 holders — while 245 added to existing stakes and 209 trimmed.

The largest buyer was D.E. Shaw & Co, adding an estimated $94.2M. The largest seller was State of Michigan Retirement System, exiting entirely with an estimated $157M sold.

  • 677 institutional investors held Annaly Capital Management (NLY) as of Q1 2020, up from 670 in Q4 2019.
  • Funds reported $3.9B of Annaly Capital Management stock for Q1 2020, down 47% quarter-over-quarter.
  • 113 funds opened new Annaly Capital Management positions in Q1 2020 and 96 closed out, a net change of +17 holders.
  • The largest Annaly Capital Management buyer in Q1 2020 was D.E. Shaw & Co, an estimated $94.2M added.
  • The largest Annaly Capital Management seller in Q1 2020 was State of Michigan Retirement System, an estimated $157M sold.

Based on aggregated 13F filings for Q1 2020.