TWO SIGMA SECURITIES, LLC
Broker-DealerPosition in NLY — Annaly Capital Management Inc
CIK 1450144
NEW YORK, NY
Position in NLY
as of Jun 30, 2026
· filed Aug 14, 2026
Position Value
$913,584
+$556,332 QoQ
Shares Held
40,858
+132.3% QoQ
Ownership
0.005%
of shares outstanding
% of Portfolio
0.11%
of 13F equity value
Holder Rank
#315
of 770 holders
Holding Since
Mar 2020
17 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, 2023CallValue
$556,101
CallShares
29,100
PutValue
$894,348
PutShares
46,800
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, 2026TWO SIGMA SECURITIES, LLC holds $4,144,104 across 13 REIT - Mortgage names. NLY ranks #1 (22.0% of the industry book) .
| # | Ticker | Company | Shares | Value (USD) | Open |
|---|---|---|---|---|---|
| 1 | NLY |
Annaly Capital Management Inc
This page
|
40,858 | $913,584 | |
| 2 | IVR |
Invesco Mortgage Capital Inc.
|
81,219 | $641,630 | |
| 3 | ARR |
Armour Residential REIT, Inc.
|
28,874 | $503,851 | |
| 4 | AGNC |
AGNC Investment Corp.
|
44,937 | $489,813 | |
| 5 | ARI |
Apollo Commercial Real Estate Finance, Inc.
|
39,646 | $423,419 | |
| 6 | DX |
Dynex Capital Inc
|
19,431 | $254,740 | |
| 7 | MFA |
Mfa Financial, Inc.
|
21,475 | $208,092 | |
| 8 | FBRT |
Franklin BSP Realty Trust, Inc.
|
22,844 | $185,950 |
All Filings in NLY
Export CSV
25 filing rows on record
| Report Date | Value (USD) | Shares | Type | Discretion | Filed | |
|---|---|---|---|---|---|---|
| 2026-06-30 | $913,584 | 40,858 | Shares | Sole | 2026-08-14 | |
| 2025-03-31 | $357,252 | 17,590 | Shares | Sole | 2025-05-15 | |
| 2024-09-30 | $398,650 | 19,863 | Shares | Sole | 2024-11-14 | |
| 2024-06-30 | $564,214 | 29,602 | Shares | Sole | 2024-08-14 | |
| 2023-12-31 | $308,176 | 15,910 | Shares | Sole | 2024-02-14 | |
| 2023-03-31 | $528,945 | 27,679 | Shares | Sole | 2023-05-15 | |
| 2023-03-31 | $894,348 | 46,800 | Put | Sole | 2023-05-15 | |
| 2023-03-31 | $556,101 | 29,100 | Call | Sole | 2023-05-15 | |
| 2022-12-31 | $250,852 | 11,900 | Call | Sole | 2023-02-14 | |
| 2022-12-31 | $919,088 | 43,600 | Put | Sole | 2023-02-14 | |
| 2022-09-30 | $1,423,319 | 82,944 | Shares | Sole | 2022-11-14 | |
| 2022-06-30 | $2,141,949 | 362,428 | Shares | Sole | 2022-08-15 | |
| 2022-03-31 | $560,545 | 79,623 | Shares | Sole | 2022-05-16 | |
| 2021-12-31 | $1,413,660 | 180,775 | Shares | Sole | 2022-02-14 | |
| 2021-09-30 | $1,003,554 | 119,187 | Shares | Sole | 2021-11-15 | |
| 2021-06-30 | $237,984 | 26,800 | Call | Sole | 2021-08-16 | |
| 2021-06-30 | $1,331,973 | 149,997 | Shares | Sole | 2021-08-16 | |
| 2021-06-30 | $312,576 | 35,200 | Put | Sole | 2021-08-16 | |
| 2020-12-31 | $85,345 | 10,100 | Put | Sole | 2021-02-16 | |
| 2020-12-31 | $237,715 | 28,132 | Shares | Sole | 2021-02-16 | |
| 2020-12-31 | $109,850 | 13,000 | Call | Sole | 2021-02-16 | |
| 2020-09-30 | $129,584 | 18,200 | Call | Sole | 2020-11-16 | |
| 2020-06-30 | $144,320 | 22,000 | Call | Sole | 2020-09-10 | |
| 2020-03-31 | $162,914 | 32,133 | Shares | Sole | 2020-05-15 | |
| 2020-03-31 | $128,271 | 25,300 | Put | Sole | 2020-05-15 | |
| No filing history on record for this holder in this stock. | ||||||