Position in NLY
as of Mar 31, 2026
· filed May 15, 2026
Position Value
$124,770,723
-$22,529,756 QoQ
Shares Held
5,899,325
-10.4% QoQ
Ownership
0.805%
of shares outstanding
% of Portfolio
0.11%
of 13F equity value
Holder Rank
—
not a current holder
Holding Since
Sep 2022
15 quarters on record
Voting authority
Sole 99.8932081212681.ToString("F0")%
Shared 0.ToString("F0")%
None 0.10679187873188882.ToString("F0")%
Common Shares in NLY Over Time
Shares Held
Position Value (USD)
Derivatives in NLY
reported options exposure · as of Mar 31, 2026CallValue
$6,376,725
CallShares
301,500
PutValue
$1,042,695
PutShares
49,300
Notional value of option positions as reported on Form 13F. Calls and puts are disclosed separately and do not net against the common-share stake above.
Position in REIT - Mortgage
Real Estate · as of Mar 31, 2026D. E. Shaw & Co., Inc. holds $252,086,550 across 18 REIT - Mortgage names. NLY ranks #1 (49.5% of the industry book) .
| # | Ticker | Company | Shares | Value (USD) | Open |
|---|---|---|---|---|---|
| 1 | NLY |
Annaly Capital Management Inc
This page
|
5,899,325 | $124,770,723 | |
| 2 | ARR |
Armour Residential REIT, Inc.
|
2,085,529 | $34,786,623 | |
| 3 | RITM |
Rithm Capital Corp.
|
2,491,544 | $23,619,836 | |
| 4 | AGNC |
AGNC Investment Corp.
|
1,430,246 | $14,345,367 | |
| 5 | BXMT |
Blackstone Mortgage Trust, Inc.
|
530,037 | $10,150,208 | |
| 6 | ORC |
Orchid Island Capital, Inc.
|
1,438,504 | $10,112,683 | |
| 7 | STWD |
Starwood Property Trust, Inc.
|
529,682 | $9,121,123 | |
| 8 | IVR |
Invesco Mortgage Capital Inc.
|
1,065,656 | $8,610,500 |
All Filings in NLY
Export CSV
37 filing rows on record
| Report Date | Value (USD) | Shares | Type | Discretion | Filed | |
|---|---|---|---|---|---|---|
| 2026-03-31 | $6,376,725 | 301,500 | Call | Defined | 2026-05-15 | |
| 2026-03-31 | $1,042,695 | 49,300 | Put | Defined | 2026-05-15 | |
| 2026-03-31 | $124,770,723 | 5,899,325 | Shares | Defined | 2026-05-15 | |
| 2025-12-31 | $2,850,900 | 127,500 | Put | Defined | 2026-02-17 | |
| 2025-12-31 | $147,300,479 | 6,587,678 | Shares | Defined | 2026-02-17 | |
| 2025-12-31 | $2,019,108 | 90,300 | Call | Defined | 2026-02-17 | |
| 2025-09-30 | $4,803,917 | 237,700 | Call | Defined | 2025-11-14 | |
| 2025-09-30 | $4,153,155 | 205,500 | Put | Defined | 2025-11-14 | |
| 2025-09-30 | $81,194,482 | 4,017,540 | Shares | Defined | 2025-11-14 | |
| 2025-06-30 | $126,527,951 | 6,723,058 | Shares | Defined | 2025-08-14 | |
| 2025-06-30 | $1,520,656 | 80,800 | Put | Defined | 2025-08-14 | |
| 2025-06-30 | $3,923,970 | 208,500 | Call | Defined | 2025-08-14 | |
| 2025-03-31 | $4,234,635 | 208,500 | Call | Defined | 2025-05-15 | |
| 2025-03-31 | $99,736,011 | 4,910,685 | Shares | Defined | 2025-05-15 | |
| 2025-03-31 | $1,641,048 | 80,800 | Put | Defined | 2025-05-15 | |
| 2024-12-31 | $633,180 | 34,600 | Put | Defined | 2025-02-14 | |
| 2024-12-31 | $95,917,984 | 5,241,420 | Shares | Defined | 2025-02-14 | |
| 2024-09-30 | $37,083,679 | 1,847,717 | Shares | Defined | 2024-11-14 | |
| 2024-09-30 | $315,099 | 15,700 | Put | Defined | 2024-11-14 | |
| 2024-06-30 | $5,423,865 | 284,568 | Shares | Defined | 2024-08-14 | |
| 2024-03-31 | $7,542,844 | 383,080 | Shares | Defined | 2024-05-15 | |
| 2024-03-31 | $4,528,700 | 230,000 | Put | Defined | 2024-05-15 | |
| 2023-12-31 | $4,236,219 | 218,700 | Put | Defined | 2024-02-14 | |
| 2023-12-31 | $7,716,076 | 398,352 | Shares | Defined | 2024-02-14 | |
| 2023-09-30 | $3,633,001 | 193,142 | Shares | Defined | 2023-11-14 | |
| 2023-09-30 | $564,300 | 30,000 | Put | Defined | 2023-11-14 | |
| 2023-09-30 | $564,300 | 30,000 | Call | Defined | 2023-11-14 | |
| 2023-06-30 | $600,300 | 30,000 | Call | Defined | 2023-08-14 | |
| 2023-06-30 | $3,801,900 | 190,000 | Put | Defined | 2023-08-14 | |
| 2023-06-30 | $1,235,536 | 61,746 | Shares | Defined | 2023-08-14 | |
| 2023-03-31 | $6,017,739 | 314,900 | Put | Defined | 2023-05-15 | |
| 2023-03-31 | $2,989,892 | 156,457 | Shares | Defined | 2023-05-15 | |
| 2023-03-31 | $573,300 | 30,000 | Call | Defined | 2023-05-15 | |
| 2022-12-31 | $1,013,905 | 48,098 | Shares | Defined | 2023-02-14 | |
| 2022-12-31 | $4,317,184 | 204,800 | Put | Defined | 2023-02-14 | |
| 2022-12-31 | $364,684 | 17,300 | Call | Defined | 2023-02-14 | |
| 2022-09-30 | $7,181,201 | 418,485 | Shares | Defined | 2022-11-14 | |
| No filing history on record for this holder in this stock. | ||||||