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BNP PARIBAS ARBITRAGE, SA

Position in NLY — Annaly Capital Management Inc

CIK 1166588 NEW YORK, NY

Position in NLY

as of Jun 30, 2026 · filed Aug 13, 2026
Position Value
$13,997,315
+$1,499,146 QoQ
Shares Held
625,998
+5.9% QoQ
Ownership
0.083%
of shares outstanding
% of Portfolio
0.01%
of 13F equity value
Holder Rank
#68
of 781 holders
Holding Since
Mar 2020
17 quarters on record
Voting authority Sole 0% Shared 100% None 0%

Common Shares in NLY Over Time

Shares Held

Position Value (USD)

Derivatives in NLY

reported options exposure · as of Dec 31, 2024
CallValue
$0
CallShares
0
PutValue
$13,725
PutShares
750

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 Jun 30, 2026

BNP PARIBAS ARBITRAGE, SA holds $32,590,556 across 36 REIT - Mortgage names. NLY ranks #1 (42.9% of the industry book) .

# Ticker Company Shares Value (USD) Open
1 NLY
Annaly Capital Management Inc
This page
625,998 $13,997,315

All Filings in NLY

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18 filing rows on record
Report Date Value (USD) Shares
2026-06-30 $13,997,315 625,998
2026-03-31 $12,498,169 590,930
2025-12-31 $18,466,743 825,883
2025-09-30 $14,091,826 697,270
2025-06-30 $11,078,750 588,669
2025-03-31 $7,729,072 380,555
2024-12-31 $13,725 750
2024-12-31 $9,022,339 493,024
2022-06-30 $7,437,941 1,258,535
2022-03-31 $6,807,658 966,997
2021-12-31 $9,413,848 1,203,817
2021-09-30 $10,694,671 1,270,151
2021-06-30 $20,343,964 2,290,987
2021-03-31 $5,736,010 666,978
2020-12-31 $6,359,182 752,566
2020-09-30 $5,141,722 722,152
2020-06-30 $9,029,295 1,376,417
2020-03-31 $5,303,072 1,045,971