Annaly Capital Management Inc: which funds bought and sold
Institutions that bought and sold Annaly Capital Management shares in Q2 2026, from the holdings they reported to the SEC on Form 13F for March 31, 2026 and June 30, 2026.
Between March 31, 2026 and June 30, 2026, 437 institutions that filed 13F reports for both quarters added to or opened positions in Annaly Capital Management, and 270 cut or closed them. Together they added a net 10.3M shares, +2.5% on what they held at the start of the quarter. Active managers and hedge funds on our list were net sellers of 8.7M shares (−15.0%); index fund managers were net buyers of 9.8M shares (+4.6%). 77 opened a new position and 64 sold out entirely.
Bought, Q2 2026 437 institutions, 77 of them new holders Sold, Q2 2026 270 institutions, 64 of them sold out
Net change, all compared +10.3M shares (+2.5%)
Net change, active managers −8.7M shares (−15.0%), 22 bought, 19 sold
Buyers versus sellers
437 bought 125 270 sold
Active managers and hedge funds 22 bought · 19 sold · −8.7M
Index fund managers 11 bought · 1 sold · +9.8M
Other institutions 404 bought · 250 sold · +9.2M
Biggest buyers
| Institution | Change in shares | Shares June 30, 2026 | Value |
|---|---|---|---|
| Blackrock, Inc. Index funds | +5.5M +6.7% | 87.2M | $2B |
| Citadel Advisors LLC Hedge fund | +3.7M +119.2% | 6.7M | $151M |
| Ameriprise Financial Inc | +1.5M +41.2% | 5.0M | $113M |
| Goldman Sachs Group Inc | +1.3M +130.6% | 2.4M | $53M |
| State Street Corp Index funds | +1.3M +4.5% | 29.4M | $679M |
| Invesco Ltd. | +970K +14.4% | 7.7M | $173M |
| Tredje Ap-Fonden | +917K +193.3% | 1.4M | $31.1M |
| Balyasny Asset Management L.P. Hedge fund | +900K New position | 900K | $20.1M |
| Vanguard Capital Management LLC Index funds | +887K +2.8% | 32.9M | $736M |
| Geode Capital Management, LLC Index funds | +874K +4.4% | 20.8M | $465M |
| Wealth Enhancement Advisory Services, LLC | +592K +752.7% | 671K | $15.1M |
| HSBC Holdings PLC | +587K +215.8% | 858K | $19.3M |
| First Trust Advisors LP | +577K +41.9% | 2.0M | $43.7M |
| Edgestream Partners, L.P. Hedge fund | +547K +4516.0% | 559K | $12.5M |
| Jpmorgan Chase & Co | +530K +9.8% | 6.0M | $138M |
| Voloridge Investment Management, LLC Hedge fund | +504K New position | 504K | $11.3M |
| Vanguard Portfolio Management LLC Index funds | +482K +1.6% | 31.3M | $699M |
| Nordea Investment Management AB | +430K +710.5% | 490K | $11M |
| Illinois Municipal Retirement Fund | +420K +205.8% | 624K | $14M |
| Legal & General Group PLC | +396K +18.6% | 2.5M | $56.5M |
| Institution | Change in shares | Shares June 30, 2026 | Value |
|---|---|---|---|
| Citadel Advisors LLC Hedge fund | +3.7M +119.2% | 6.7M | $151M |
| Balyasny Asset Management L.P. Hedge fund | +900K New position | 900K | $20.1M |
| Edgestream Partners, L.P. Hedge fund | +547K +4516.0% | 559K | $12.5M |
| Voloridge Investment Management, LLC Hedge fund | +504K New position | 504K | $11.3M |
| Schroder Investment Management Group Active manager | +283K +17.2% | 1.9M | $43.2M |
| Man Group PLC Hedge fund | +262K New position | 262K | $5.9M |
| Wellington Management Group LLP Active manager | +179K +21.8% | 999K | $22.3M |
| Worldquant Millennium Advisors LLC Hedge fund | +166K +266.5% | 228K | $5.1M |
| Arrowstreet Capital, Limited Partnership Hedge fund | +152K New position | 152K | $3.4M |
| Freestone Grove Partners LP Hedge fund | +104K New position | 104K | $2.3M |
Biggest sellers
| Institution | Change in shares | Shares June 30, 2026 | Value |
|---|---|---|---|
| Price T Rowe Associates Inc Active manager | −11.3M −61.1% | 7.2M | $160M |
| D. E. Shaw & Co., Inc. Hedge fund | −2.0M −33.2% | 3.9M | $88.1M |
| Allspring Global Investments Holdings, LLC | −2.0M −14.5% | 11.5M | $256M |
| Millennium Management LLC Hedge fund | −740K −59.8% | 498K | $11.1M |
| Allianz Asset Management Gmbh | −598K −84.1% | 113K | $2.5M |
| Amundi | −539K −16.0% | 2.8M | $63.1M |
| UBS Am, A Distinct Business Unit Of UBS Asset Management Americas LLC | −503K −9.6% | 4.8M | $106M |
| Renaissance Technologies LLC Hedge fund | −448K Sold out | 0 | — |
| KBC Group NV | −394K −7.9% | 4.6M | $102M |
| Deutsche Bank Ag\ | −328K −19.0% | 1.4M | $31.2M |
| AQR Capital Management LLC Hedge fund | −320K −34.9% | 597K | $13.3M |
| California State Teachers Retirement System | −315K −19.3% | 1.3M | $29.4M |
| Korea Investment Corp | −285K −75.2% | 94K | $2.1M |
| Swedbank AB | −249K −17.3% | 1.2M | $26.5M |
| Independent Financial Group, LLC | −225K −71.4% | 90K | $2M |
| Franklin Resources Inc Active manager | −213K −7.9% | 2.5M | $55.6M |
| BNP Paribas Asset Management Holding S.A. | −208K −32.1% | 440K | $9.8M |
| Sei Investments Co | −203K −12.8% | 1.4M | $30.9M |
| Intech Investment Management LLC Active manager | −195K −77.5% | 57K | $1.3M |
| UBS Group AG | −194K −8.8% | 2.0M | $45.1M |
| Institution | Change in shares | Shares June 30, 2026 | Value |
|---|---|---|---|
| Price T Rowe Associates Inc Active manager | −11.3M −61.1% | 7.2M | $160M |
| D. E. Shaw & Co., Inc. Hedge fund | −2.0M −33.2% | 3.9M | $88.1M |
| Millennium Management LLC Hedge fund | −740K −59.8% | 498K | $11.1M |
| Renaissance Technologies LLC Hedge fund | −448K Sold out | 0 | — |
| AQR Capital Management LLC Hedge fund | −320K −34.9% | 597K | $13.3M |
| Franklin Resources Inc Active manager | −213K −7.9% | 2.5M | $55.6M |
| Intech Investment Management LLC Active manager | −195K −77.5% | 57K | $1.3M |
| Acadian Asset Management LLC Active manager | −182K Sold out | 0 | — |
| Hudson Bay Capital Management LP Hedge fund | −147K Sold out | 0 | — |
| Sona Asset Management (US) LLC Active manager | −130K Sold out | 0 | — |
New positions
| Institution | Shares | Value June 30, 2026 |
|---|---|---|
| Balyasny Asset Management L.P.Hedge fund | 900K | $20.1M |
| Voloridge Investment Management, LLCHedge fund | 504K | $11.3M |
| Alberta Investment Management Corp | 382K | $8.5M |
| CIBC World Market Inc. | 268K | $6M |
| Connor, Clark & Lunn Investment Management Ltd. | 267K | $6M |
| Man Group PLCHedge fund | 262K | $5.9M |
| National Bank Of Canada | 223K | $5M |
| Susquehanna International Group, LLP | 170K | $3.8M |
| New Age Alpha Advisors, LLC | 154K | $3.4M |
| Arrowstreet Capital, Limited PartnershipHedge fund | 152K | $3.4M |
Sold out
| Institution | Shares | Value March 31, 2026 |
|---|---|---|
| Renaissance Technologies LLCHedge fund | 448K | $9.5M |
| Acadian Asset Management LLCActive manager | 182K | $3.8M |
| Hudson Bay Capital Management LPHedge fund | 147K | $3.1M |
| Sona Asset Management (US) LLCActive manager | 130K | $2.7M |
| Grantham, Mayo, Van Otterloo & Co. LLCActive manager | 114K | $2.4M |
| Evoke Wealth, LLC | 93K | $2M |
| Caption Management, LLC | 89K | $1.9M |
| Imc-Chicago, LLC | 70K | $1.5M |
| Odyssean, LLC | 65K | $1.4M |
| Audent Global Asset Management, LLC | 58K | $1.3M |
Who holds the shares
- Institutions reporting
- 782
- Ten largest holders
- 57.5% of 13F-reported shares
- Index fund managers
- 50.6% of 13F-reported shares
- Active managers and hedge funds
- 11.2% of 13F-reported shares
| Type | Bought | Sold | New | Sold out | Net change in shares | Net % |
|---|---|---|---|---|---|---|
| Active managers and hedge funds | 22 | 19 | 12 | 6 | −8.7M | −15.0% |
| Index fund managers | 11 | 1 | 0 | 0 | +9.8M | +4.6% |
| Other institutions | 404 | 250 | 65 | 58 | +9.2M | +6.2% |
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