Position in NLY
as of Jun 30, 2026
· filed Aug 14, 2026
Position Value
$11,128,817
-$15,042,044 QoQ
Shares Held
497,711
-59.8% QoQ
Ownership
0.066%
of shares outstanding
% of Portfolio
0.01%
of 13F equity value
Holder Rank
#79
of 781 holders
Holding Since
Mar 2020
24 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, 2026CallValue
$4,098,588
CallShares
183,300
PutValue
$11,510,928
PutShares
514,800
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, 2026MILLENNIUM MANAGEMENT LLC holds $224,210,009 across 25 REIT - Mortgage names. NLY ranks #5 (5.0% of the industry book) .
| # | Ticker | Company | Shares | Value (USD) | Open |
|---|---|---|---|---|---|
| 1 | DX |
Dynex Capital Inc
|
7,016,976 | $91,992,555 | |
| 2 | ARI |
Apollo Commercial Real Estate Finance, Inc.
|
4,563,909 | $48,742,548 | |
| 3 | TWO-PC |
Two Harbors Investment Corp.
|
1,564,654 | $19,417,356 | |
| 4 | BRSP |
BrightSpire Capital, Inc.
|
2,088,436 | $11,381,976 | |
| 5 | NLY |
Annaly Capital Management Inc
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|
497,711 | $11,128,817 | |
| 6 | PMT |
PennyMac Mortgage Investment Trust
|
793,352 | $8,949,010 | |
| 7 | ORC |
Orchid Island Capital, Inc.
|
1,259,851 | $8,781,161 | |
| 8 | KREF |
KKR Real Estate Finance Trust Inc.
|
969,954 | $6,634,485 |
All Filings in NLY
Export CSV
40 filing rows on record
| Report Date | Value (USD) | Shares | Type | Discretion | Filed | |
|---|---|---|---|---|---|---|
| 2026-06-30 | $11,510,928 | 514,800 | Put | Sole | 2026-08-14 | |
| 2026-06-30 | $4,098,588 | 183,300 | Call | Sole | 2026-08-14 | |
| 2026-06-30 | $11,128,817 | 497,711 | Shares | Sole | 2026-08-14 | |
| 2026-03-31 | $6,404,220 | 302,800 | Call | Sole | 2026-05-15 | |
| 2026-03-31 | $26,170,861 | 1,237,393 | Shares | Sole | 2026-05-15 | |
| 2026-03-31 | $829,080 | 39,200 | Put | Sole | 2026-05-15 | |
| 2025-12-31 | $988,312 | 44,200 | Put | Sole | 2026-02-17 | |
| 2025-12-31 | $20,001,735 | 894,532 | Shares | Sole | 2026-02-17 | |
| 2025-12-31 | $13,639,600 | 610,000 | Call | Sole | 2026-02-17 | |
| 2025-09-30 | $31,416,323 | 1,554,494 | Shares | Sole | 2025-11-14 | |
| 2025-09-30 | $12,691,880 | 628,000 | Call | Sole | 2025-11-14 | |
| 2025-06-30 | $2,977,324 | 158,200 | Call | Sole | 2025-08-14 | |
| 2025-06-30 | $12,920,927 | 686,553 | Shares | Sole | 2025-08-14 | |
| 2025-03-31 | $11,002,597 | 541,733 | Shares | Sole | 2025-05-15 | |
| 2024-12-31 | $871,080 | 47,600 | Put | Sole | 2025-02-14 | |
| 2024-12-31 | $9,311,991 | 508,852 | Shares | Sole | 2025-02-14 | |
| 2024-09-30 | $955,332 | 47,600 | Put | Sole | 2024-11-14 | |
| 2024-09-30 | $57,024,549 | 2,841,283 | Shares | Sole | 2024-11-14 | |
| 2024-06-30 | $35,359,197 | 1,855,152 | Shares | Sole | 2024-08-14 | |
| 2024-06-30 | $3,832,966 | 201,100 | Put | Sole | 2024-08-14 | |
| 2024-03-31 | $10,518,398 | 534,200 | Put | Sole | 2024-05-15 | |
| 2024-03-31 | $1,014,035 | 51,500 | Call | Sole | 2024-05-15 | |
| 2024-03-31 | $26,048,806 | 1,322,946 | Shares | Sole | 2024-05-15 | |
| 2023-12-31 | $7,345,104 | 379,200 | Put | Sole | 2024-02-14 | |
| 2023-12-31 | $16,617,542 | 857,901 | Shares | Sole | 2024-02-14 | |
| 2023-09-30 | $1,487,871 | 79,100 | Put | Sole | 2023-11-14 | |
| 2023-09-30 | $16,844,599 | 895,513 | Shares | Sole | 2023-11-14 | |
| 2023-03-31 | $25,717,817 | 1,345,778 | Shares | Sole | 2023-05-15 | |
| 2023-03-31 | $4,678,128 | 244,800 | Put | Sole | 2023-05-15 | |
| 2022-12-31 | $328,089 | 15,564 | Shares | Sole | 2023-02-14 | |
| 2022-09-30 | $44,816,977 | 2,611,712 | Shares | Sole | 2022-11-14 | |
| 2022-03-31 | $704,049 | 100,007 | Shares | Sole | 2022-05-16 | |
| 2021-12-31 | $2,344,670 | 299,830 | Shares | Sole | 2022-02-14 | |
| 2021-09-30 | $213,211 | 25,322 | Shares | Sole | 2021-11-15 | |
| 2021-06-30 | $2,005,734 | 225,871 | Shares | Sole | 2021-08-16 | |
| 2021-03-31 | $670,198 | 77,930 | Shares | Sole | 2021-05-17 | |
| 2020-12-31 | $1,973,514 | 233,552 | Shares | Sole | 2021-02-16 | |
| 2020-09-30 | $12,050,507 | 1,692,487 | Shares | Sole | 2020-11-16 | |
| 2020-06-30 | $28,175,974 | 4,295,118 | Shares | Sole | 2020-08-14 | |
| 2020-03-31 | $1,272,331 | 250,953 | Shares | Sole | 2020-05-14 | |
| No filing history on record for this holder in this stock. | ||||||