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ANNALY CAP MGMT INC
ANNALY CAP MGMT INC. Institutional holdings reported to the SEC.

Institutional Holders (2016Q2)
Portfolio Summary: 533 Institutional holders with a total value of $6,119,493,984.
#
Manager Name
Shares
Value ($)
%
Options
Notes
1 VANGUARD GROUP INC 67,023,200 741,948,000 12.12%
2 BlackRock Fund Advisors 45,889,718 507,999,000 8.30%
3 FMR LLC 33,677,606 372,811,000 6.09%
4 BlackRock Institutional Trust Company, N.A. 25,813,792 285,759,000 4.67%
5 STATE STREET CORP 24,526,493 271,517,000 4.44%
6 LSV ASSET MANAGEMENT 19,563,329 216,566,000 3.54%
7 Invesco Ltd. 10,777,329 119,305,000 1.95%
8 RENAISSANCE TECHNOLOGIES LLC 10,687,500 118,311,000 1.93%
9 NORGES BANK 8,987,438 99,491,000 1.63%
10 APG Asset Management N.V. 8,272,910 91,581,000 1.50%
11 BlackRock Group LTD 8,244,466 91,265,000 1.49%
12 THOMPSON SIEGEL & WALMSLEY LLC 8,242,447 91,244,000 1.49%
13 ROCKEFELLER FINANCIAL SERVICES INC 7,634,445 84,513,000 1.38%
14 Swiss National Bank 7,382,475 81,724,000 1.34%
15 BANK OF AMERICA CORP /DE/ 7,271,558 80,496,000 1.32%
16 GEODE CAPITAL MANAGEMENT, LLC 6,790,849 75,144,000 1.23%
17 EDGE ASSET MANAGEMENT, INC 6,580,431 72,845,000 1.19%
18 NORTHERN TRUST CORP 6,542,172 72,422,000 1.18%
19 Sterling Capital Management LLC 6,496,373 71,915,000 1.18%
20 Legal & General Group Plc 6,117,775 67,661,000 1.11%
21 BARCLAYS PLC 6,040,330 66,866,000 1.09%
22 JFB Holdings Corp 5,621,657 62,232,000 1.02%
23 GOLDMAN SACHS GROUP INC 5,264,717 58,280,000 0.95%
24 LOS ANGELES CAPITAL MANAGEMENT LLC 4,997,396 55,321,000 0.90%
25 TWO SIGMA INVESTMENTS, LP 4,751,889 52,603,000 0.86%
26 UBS AM, a distinct business unit of UBS ASSET MANAGEMENT AMERICAS LLC 4,603,280 50,957,000 0.83%
27 Bank of New York Mellon Corp 4,356,580 48,227,000 0.79%
28 TIAA CREF INVESTMENT MANAGEMENT LLC 4,311,285 47,726,000 0.78%
29 BANK OF MONTREAL /CAN/ 4,279,361 47,372,000 0.77%
30 CREDIT AGRICOLE S A 4,250,443 47,053,000 0.77%
31 NN INVESTMENT PARTNERS HOLDINGS N.V. 4,171,514 46,178,000 0.75%
32 JANUS HENDERSON INVESTORS US LLC 4,064,586 44,995,000 0.74%
33 UBS Group AG 4,043,058 44,757,000 0.73%
34 DEUTSCHE BANK AG\ 3,899,753 43,168,000 0.71%
35 TD ASSET MANAGEMENT INC 3,868,592 42,825,000 0.70%
36 D. E. Shaw & Co., Inc. 3,746,802 41,477,000 0.68%
37 PARAMETRIC PORTFOLIO ASSOCIATES LLC 3,671,716 40,646,000 0.66%
38 CALIFORNIA PUBLIC EMPLOYEES RETIREMENT SYSTEM 3,163,000 35,014,000 0.57%
39 ACADIAN ASSET MANAGEMENT LLC 3,083,223 34,131,000 0.56%
40 NEW YORK STATE COMMON RETIREMENT FUND 2,916,886 32,290,000 0.53%
41 Sumitomo Mitsui Trust Group, Inc. 2,883,253 31,918,000 0.52%
42 PRUDENTIAL FINANCIAL INC 2,871,154 31,784,000 0.52%
43 ANALYTIC INVESTORS, LLC 2,734,698 30,273,000 0.49%
44 MARTINGALE ASSET MANAGEMENT L P 2,653,363 29,374,000 0.48%
45 Alberta Investment Management Corp 2,600,100 28,783,000 0.47%
46 EMERALD ACQUISITION LTD. 2,559,509 28,317,000 0.46%
47 Mitsubishi UFJ Trust & Banking Corp 2,542,329 28,144,000 0.46%
48 Artemis Investment Management LLP 2,509,857 27,772,000 0.45%
49 MORGAN STANLEY 2,500,393 27,678,000 0.45%
50 JPMORGAN CHASE & CO 2,276,579 25,203,000 0.41%
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From 2023-01-03 onward, the SEC requires values to be reported in nearest dollars. Earlier filings reported values in thousands; therefore, positions shown as $0 in older filings may represent actual values between $0–$999.