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TWO SIGMA INVESTMENTS, LP

Position in NLY — Annaly Capital Management Inc

CIK 1179392 NEW YORK, NY

Position in NLY

as of Jun 30, 2026 · filed Aug 14, 2026
Position Value
$5,804,656
+$314,116 QoQ
Shares Held
259,600
0.0% QoQ
Ownership
0.034%
of shares outstanding
% of Portfolio
0.00%
of 13F equity value
Holder Rank
#130
of 781 holders
Holding Since
Mar 2020
9 quarters on record
Voting authority Sole 100% Shared 0% None 0%

Common Shares in NLY Over Time

Shares Held

Position Value (USD)

Derivatives in NLY

reported options exposure · as of Jun 30, 2026
CallValue
$219,128
CallShares
9,800
PutValue
$0
PutShares
0

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

TWO SIGMA INVESTMENTS, LP holds $200,493,993 across 24 REIT - Mortgage names. NLY ranks #10 (2.9% of the industry book) .

# Ticker Company Shares Value (USD) Open

All Filings in NLY

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15 filing rows on record
Report Date Value (USD) Shares
2026-06-30 $219,128 9,800
2026-06-30 $5,804,656 259,600
2026-03-31 $277,065 13,100
2026-03-31 $5,490,540 259,600
2025-12-31 $13,643,490 610,174
2024-09-30 $664,296 33,099
2021-03-31 $5,837,000 678,721
2021-03-31 $214,140 24,900
2020-12-31 $34,618,931 4,096,915
2020-12-31 $141,115 16,700
2020-09-30 $236,384 33,200
2020-09-30 $14,122,477 1,983,494
2020-06-30 $318,160 48,500
2020-06-30 $115,456 17,600
2020-03-31 $3,213,249 633,777