Annaly Capital Management Inc · Brief

Next report

88 days

Jan 27 · after closeest.Q4 FY26

Expected move

No implied move.

2 reportsHistory

—≥ implied

Q2 FY26—▲+0.63%—

Q3 FY26±2.4%▼−1.53%×0.63

quarterimplied−5%0+5%realized×

Q3 FY26±2.4%▼−1.53%×0.63

Q2 FY26—▲+0.63%—

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Jan 27 report · est.

Bull2 of 3

789managers reporting a position in the latest quarterly filings among holders13F · Jun 30 '26

4tracked funds holding the company across tracked fund universesN-PORT · Jul 31 '26

Bear2

8 of 21largest reporting managers reduced their stakes in the latest quarter13F · Jun 30 '26

0.45%largest tracked fund weight within that ETF's asset baseN-PORT · Jun 30 '26

AI captions · Oct 26 '26once per report · top 2 per case

NLY report session

No linked exposure.

Oct 19impliedImplied move: ±4.4% into Oct 20 earnings (Oct 19 close).Source

privateThesis 0 · Decisions 0 · Observations 0

No thesis.