Balyasny Asset Management L.P.
Position in NLY — Annaly Capital Management Inc
CIK 1218710
Chicago, IL
Position in NLY
as of Jun 30, 2026
· filed Aug 14, 2026
Position Value
$20,114,653
-$686,720 QoQ
Shares Held
899,582
-3.3% QoQ
Ownership
0.119%
of shares outstanding
% of Portfolio
0.04%
of 13F equity value
Holder Rank
#58
of 776 holders
Holding Since
Mar 2020
15 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 Mar 31, 2025CallValue
$733,191
CallShares
36,100
PutValue
$245,751
PutShares
12,100
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, 2026Balyasny Asset Management L.P. holds $102,783,350 across 13 REIT - Mortgage names. NLY ranks #2 (19.6% of the industry book) .
| # | Ticker | Company | Shares | Value (USD) | Open |
|---|---|---|---|---|---|
| 1 | RITM |
Rithm Capital Corp.
|
2,322,474 | $21,808,030 | |
| 2 | NLY |
Annaly Capital Management Inc
This page
|
899,582 | $20,114,653 | |
| 3 | DX |
Dynex Capital Inc
|
1,220,139 | $15,996,022 | |
| 4 | BXMT |
Blackstone Mortgage Trust, Inc.
|
809,067 | $13,713,685 | |
| 5 | LADR |
Ladder Capital Corp
|
740,592 | $7,368,890 | |
| 6 | TWO-PC |
Two Harbors Investment Corp.
|
568,693 | $7,057,480 | |
| 7 | TRTX |
TPG RE Finance Trust, Inc.
|
632,035 | $5,290,132 | |
| 8 | ABR |
Arbor Realty Trust Inc
|
840,309 | $4,554,474 |
All Filings in NLY
Export CSV
17 filing rows on record
| Report Date | Value (USD) | Shares | Type | Discretion | Filed | |
|---|---|---|---|---|---|---|
| 2026-06-30 | $20,114,653 | 899,582 | Shares | Sole | 2026-08-14 | |
| 2025-12-31 | $20,801,373 | 930,294 | Shares | Sole | 2026-02-17 | |
| 2025-09-30 | $19,685,631 | 974,054 | Shares | Sole | 2025-11-14 | |
| 2025-06-30 | $50,821,885 | 2,700,419 | Shares | Sole | 2025-08-14 | |
| 2025-03-31 | $245,751 | 12,100 | Put | Sole | 2025-05-15 | |
| 2025-03-31 | $62,077,332 | 3,056,491 | Shares | Sole | 2025-05-15 | |
| 2025-03-31 | $733,191 | 36,100 | Call | Sole | 2025-05-15 | |
| 2024-12-31 | $75,586,137 | 4,130,390 | Shares | Sole | 2025-02-14 | |
| 2024-09-30 | $115,698,231 | 5,764,735 | Shares | Sole | 2024-11-14 | |
| 2024-06-30 | $17,130,689 | 898,777 | Shares | Sole | 2024-08-14 | |
| 2023-12-31 | $118,523,867 | 6,118,940 | Shares | Sole | 2024-02-14 | |
| 2023-09-30 | $44,321,777 | 2,356,288 | Shares | Sole | 2023-11-14 | |
| 2023-06-30 | $48,824,480 | 2,440,004 | Shares | Sole | 2023-08-14 | |
| 2023-03-31 | $60,554,984 | 3,168,759 | Shares | Sole | 2023-05-15 | |
| 2022-12-31 | $24,284 | 1,152 | Shares | Other | 2023-02-14 | |
| 2022-06-30 | $4,843,948 | 819,619 | Shares | Sole | 2022-08-15 | |
| 2020-03-31 | $1,712,575 | 337,786 | Shares | Sole | 2020-05-15 | |
| No filing history on record for this holder in this stock. | ||||||