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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 Mar 31, 2026 · filed May 12, 2026
Position Value
$12,498,169
-$5,968,574 QoQ
Shares Held
590,930
-28.4% QoQ
Ownership
0.081%
of shares outstanding
% of Portfolio
0.01%
of 13F equity value
Holder Rank
not a current holder
Holding Since
Dec 2024
6 quarters on record
Voting authority Sole 0.ToString("F0")% Shared 100.ToString("F0")% None 0.ToString("F0")%

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 Mar 31, 2026

BNP PARIBAS ARBITRAGE, SA holds $27,399,542 across 37 REIT - Mortgage names. NLY ranks #1 (45.6% of the industry book) .

# Ticker Company Shares Value (USD) Open
1 NLY
Annaly Capital Management Inc
This page
590,930 $12,498,169

All Filings in NLY

Export CSV
7 filing rows on record
Report Date Value (USD) Shares
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