Position in NLY
as of Jun 30, 2026
· filed Aug 14, 2026
Position Value
$150,732,918
+$85,680,510 QoQ
Shares Held
6,741,186
+119.2% QoQ
Ownership
0.894%
of shares outstanding
% of Portfolio
0.10%
of 13F equity value
Holder Rank
#12
of 781 holders
Holding Since
Mar 2020
26 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
$9,075,924
CallShares
405,900
PutValue
$4,469,764
PutShares
199,900
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, 2026CITADEL ADVISORS LLC holds $251,876,845 across 28 REIT - Mortgage names. NLY ranks #1 (59.8% of the industry book) .
| # | Ticker | Company | Shares | Value (USD) | Open |
|---|---|---|---|---|---|
| 1 | NLY |
Annaly Capital Management Inc
This page
|
6,741,186 | $150,732,918 | |
| 2 | PMT |
PennyMac Mortgage Investment Trust
|
1,672,282 | $18,863,340 | |
| 3 | DX |
Dynex Capital Inc
|
932,382 | $12,223,527 | |
| 4 | AGNC |
AGNC Investment Corp.
|
994,234 | $10,837,150 | |
| 5 | ARI |
Apollo Commercial Real Estate Finance, Inc.
|
822,385 | $8,783,071 | |
| 6 | STWD |
Starwood Property Trust, Inc.
|
523,775 | $8,579,434 | |
| 7 | ORC |
Orchid Island Capital, Inc.
|
972,010 | $6,774,908 | |
| 8 | ARR |
Armour Residential REIT, Inc.
|
339,735 | $5,928,374 |
All Filings in NLY
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50 filing rows on record
| Report Date | Value (USD) | Shares | Type | Discretion | Filed | |
|---|---|---|---|---|---|---|
| 2026-06-30 | $150,732,918 | 6,741,186 | Shares | Defined | 2026-08-14 | |
| 2026-06-30 | $9,075,924 | 405,900 | Call | Defined | 2026-08-14 | |
| 2026-06-30 | $4,469,764 | 199,900 | Put | Defined | 2026-08-14 | |
| 2026-03-31 | $65,052,408 | 3,075,764 | Shares | Defined | 2026-05-15 | |
| 2026-03-31 | $21,953,700 | 1,038,000 | Call | Defined | 2026-05-15 | |
| 2026-03-31 | $6,672,825 | 315,500 | Put | Defined | 2026-05-15 | |
| 2025-12-31 | $12,649,052 | 565,700 | Put | Defined | 2026-02-17 | |
| 2025-12-31 | $9,945,728 | 444,800 | Call | Defined | 2026-02-17 | |
| 2025-12-31 | $7,129,239 | 318,839 | Shares | Defined | 2026-02-17 | |
| 2025-09-30 | $12,807,077 | 633,700 | Put | Defined | 2025-11-14 | |
| 2025-09-30 | $13,170,857 | 651,700 | Call | Defined | 2025-11-14 | |
| 2025-06-30 | $36,712,268 | 1,950,705 | Shares | Defined | 2025-08-14 | |
| 2025-06-30 | $16,892,832 | 897,600 | Put | Defined | 2025-08-14 | |
| 2025-06-30 | $15,997,000 | 850,000 | Call | Defined | 2025-08-14 | |
| 2025-03-31 | $18,254,628 | 898,800 | Call | Defined | 2025-05-15 | |
| 2025-03-31 | $11,207,058 | 551,800 | Put | Defined | 2025-05-15 | |
| 2025-03-31 | $4,631,024 | 228,017 | Shares | Defined | 2025-05-15 | |
| 2024-12-31 | $4,651,402 | 254,175 | Put | Defined | 2025-02-14 | |
| 2024-12-31 | $24,595,657 | 1,344,025 | Call | Defined | 2025-02-14 | |
| 2024-09-30 | $6,421,235 | 319,942 | Shares | Defined | 2024-11-14 | |
| 2024-09-30 | $6,674,780 | 332,575 | Put | Defined | 2024-11-14 | |
| 2024-09-30 | $24,917,406 | 1,241,525 | Call | Defined | 2024-11-14 | |
| 2024-06-30 | $8,402,124 | 440,825 | Put | Defined | 2024-08-14 | |
| 2024-06-30 | $23,480,014 | 1,231,900 | Call | Defined | 2024-08-14 | |
| 2024-06-30 | $23,168,154 | 1,215,538 | Shares | Defined | 2024-08-14 | |
| 2024-03-31 | $32,246,332 | 1,637,701 | Shares | Defined | 2024-05-15 | |
| 2024-03-31 | $25,898,257 | 1,315,300 | Call | Defined | 2024-05-15 | |
| 2024-03-31 | $7,723,402 | 392,250 | Put | Defined | 2024-05-15 | |
| 2023-12-31 | $15,821,900 | 816,825 | Put | Defined | 2024-02-14 | |
| 2023-12-31 | $21,885,678 | 1,129,875 | Call | Defined | 2024-02-14 | |
| 2023-12-31 | $15,861,724 | 818,881 | Shares | Defined | 2024-02-14 | |
| 2023-09-30 | $26,609,566 | 1,414,650 | Call | Defined | 2023-11-14 | |
| 2023-09-30 | $4,574,441 | 243,192 | Shares | Defined | 2023-11-14 | |
| 2023-09-30 | $16,314,383 | 867,325 | Put | Defined | 2023-11-14 | |
| 2023-06-30 | $1,051,685 | 52,558 | Shares | Defined | 2023-08-14 | |
| 2023-06-30 | $37,208,094 | 1,859,475 | Call | Defined | 2023-08-14 | |
| 2023-06-30 | $17,019,005 | 850,525 | Put | Defined | 2023-08-14 | |
| 2023-03-31 | $38,769,412 | 2,028,750 | Put | Defined | 2023-05-15 | |
| 2023-03-31 | $859,891 | 44,997 | Shares | Defined | 2023-05-15 | |
| 2023-03-31 | $29,937,726 | 1,566,600 | Call | Defined | 2023-05-15 | |
| 2022-12-31 | $59,792,366 | 2,836,450 | Put | Defined | 2023-02-14 | |
| 2022-12-31 | $40,349,755 | 1,914,125 | Call | Defined | 2023-02-14 | |
| 2022-09-30 | $6,904,326 | 402,350 | Put | Defined | 2022-11-14 | |
| 2022-09-30 | $6,163,014 | 359,150 | Call | Defined | 2022-11-14 | |
| 2022-06-30 | $4,569,021 | 773,100 | Call | Defined | 2022-08-15 | |
| 2022-06-30 | $19,397,364 | 3,282,126 | Shares | Defined | 2022-08-15 | |
| 2022-06-30 | $7,724,370 | 1,307,000 | Put | Defined | 2022-08-15 | |
| 2022-03-31 | $16,030,080 | 2,277,000 | Call | Defined | 2022-05-16 | |
| 2022-03-31 | $38,406,720 | 5,455,500 | Put | Defined | 2022-05-16 | |
| 2022-03-31 | $8,195,791 | 1,164,175 | Shares | Defined | 2022-05-16 | |
| No filing history on record for this holder in this stock. | ||||||