Position in NLY
as of Mar 31, 2026
· filed May 15, 2026
Position Value
$26,170,861
+$6,169,126 QoQ
Shares Held
1,237,393
+38.3% QoQ
Ownership
0.169%
of shares outstanding
% of Portfolio
0.02%
of 13F equity value
Holder Rank
—
not a current holder
Holding Since
Sep 2022
14 quarters on record
Voting authority
Sole 100.ToString("F0")%
Shared 0.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 Mar 31, 2026CallValue
$6,404,220
CallShares
302,800
PutValue
$829,080
PutShares
39,200
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, 2026MILLENNIUM MANAGEMENT LLC holds $217,305,306 across 27 REIT - Mortgage names. NLY ranks #3 (12.0% of the industry book) .
| # | Ticker | Company | Shares | Value (USD) | Open |
|---|---|---|---|---|---|
| 1 | AGNC |
AGNC Investment Corp.
|
5,004,650 | $50,196,639 | |
| 2 | DX |
Dynex Capital Inc
|
2,754,327 | $35,145,212 | |
| 3 | NLY |
Annaly Capital Management Inc
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|
1,237,393 | $26,170,861 | |
| 4 | TWO |
Two Harbors Investment Corp.
|
2,125,337 | $24,271,348 | |
| 5 | ORC |
Orchid Island Capital, Inc.
|
2,479,457 | $17,430,582 | |
| 6 | ARI |
Apollo Commercial Real Estate Finance, Inc.
|
1,286,506 | $13,585,503 | |
| 7 | KREF |
KKR Real Estate Finance Trust Inc.
|
1,478,151 | $9,046,284 | |
| 8 | EFC |
Ellington Financial Inc.
|
653,941 | $7,749,200 |
All Filings in NLY
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28 filing rows on record
| Report Date | Value (USD) | Shares | Type | Discretion | Filed | |
|---|---|---|---|---|---|---|
| 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 | |
| No filing history on record for this holder in this stock. | ||||||