This can occur when you are using a browser on Server A to access Central Administration running on Server B, while SQL Server is running on Server C. The user token is not being properly passed to SQL Server and “NT AUTHORITY\ANONYMOUS LOGON” is being used instead.
Please see the following article for more information:
“When a client authenticates using NTLM, the front-end server cannot authenticate as the client to another (next-hop) server. This is because of how NTLM authentication works: the server sends the client a challenge, which the client combines with its password hash, computing another hash based on this combination and sending it back to the server. The only way to verify that the client’s returned value is correct and thereby authenticate it is by performing the same calculation on the server side, which requires access to the client’s real password."
Source:
http://blogs.msdn.com/b/besidethepoint/archive/2010/05/09/double-hop-authentication-why-ntlm-fails-and-kerberos-works.aspx