Cliff Asness's NLY Position Overview
Cliff Asness (via Aqr Capital Management LLC) currently holds 223,238 shares of Annaly Capital Management, Inc. (NLY) worth $4.51 M, representing 0.00% of the portfolio. First purchased in 2012-Q4, this long-term strategic position has been held for 36 quarters.
Based on 13F filings, Cliff Asness has maintained a strategic position in NLY, demonstrating sustained confidence in this investment. Largest addition occurred in Q4 2017, adding 213,133 shares. Largest reduction occurred in Q1 2018, reducing 464,750 shares.
Analysis based on 13F filings available since 2013 Q2
Cliff Asness's Annaly Capital Management (NLY) Holding Value Over Time
Track share changes against reported price movement
Quarterly Annaly Capital Management (NLY) Trades by Cliff Asness
| Report Date | Bought/Sold (Sh.) | % Change | Qtr. End Shares | Reported Price |
|---|---|---|---|---|
| Q4 2012 | +186,761 | Add 0.00% | 186,761 | $56.16 |
| Q2 2013 | +177,336 | Add 0.00% | 177,336 | $50.28 |
| Q3 2013 | +17,975 | Add 10.14% | 195,311 | $46.32 |
| Q4 2013 | -30,825 | Reduce 15.78% | 164,486 | $39.88 |
| Q1 2014 | +27,750 | Add 16.87% | 192,236 | $43.88 |
| Q2 2014 | -11,500 | Reduce 5.98% | 180,736 | $45.72 |
| Q3 2014 | +7,254 | Add 4.01% | 187,990 | $42.72 |
| Q4 2014 | -12,934 | Reduce 6.88% | 175,056 | $43.24 |
| Q1 2015 | +21,550 | Add 12.31% | 196,606 | $41.60 |
| Q2 2015 | -3,862 | Reduce 1.96% | 192,744 | $36.76 |
| Q3 2015 | -141,578 | Reduce 73.45% | 51,166 | $39.48 |
| Q4 2015 | -13,404 | Reduce 26.20% | 37,762 | $37.52 |
| Q1 2016 | -943 | Reduce 2.50% | 36,819 | $41.04 |
| Q2 2016 | +106,721 | Add 289.85% | 143,540 | $44.28 |
| Q3 2016 | +121,337 | Add 84.53% | 264,877 | $42.00 |
| Q4 2016 | +98,766 | Add 37.29% | 363,643 | $39.88 |
| Q1 2017 | -355,651 | Reduce 97.80% | 7,992 | $44.42 |
| Q2 2017 | +145,398 | Add 1819.29% | 153,390 | $48.20 |
| Q3 2017 | +173,580 | Add 113.16% | 326,970 | $48.76 |
| Q4 2017 | +213,133 | Add 65.18% | 540,103 | $47.56 |
| Q1 2018 | -464,750 | Reduce 86.05% | 75,353 | $41.72 |
| Q2 2018 | -52,904 | Reduce 70.21% | 22,449 | $41.16 |
| Q3 2018 | -15,226 | Reduce 67.82% | 7,223 | $40.98 |
| Q4 2018 | +1,002 | Add 13.87% | 8,225 | $39.27 |
| Q1 2019 | +117,522 | Add 1428.84% | 125,747 | $39.96 |
| Q2 2019 | +12,034 | Add 9.57% | 137,781 | $36.52 |
| Q3 2019 | -130,558 | Reduce 94.76% | 7,223 | $35.17 |
| Q2 2020 | -7,223 | Sold Out | 0 | $0.00 |
| Q3 2024 | +19,601 | New Buy | 19,601 | $20.07 |
| Q4 2024 | +7,224 | Add 36.86% | 26,825 | $18.30 |
| Q1 2025 | +29,978 | Add 111.75% | 56,803 | $20.31 |
| Q2 2025 | +69,774 | Add 122.84% | 126,577 | $18.82 |
| Q3 2025 | +96,661 | Add 76.37% | 223,238 | $20.21 |
Cliff Asness's Annaly Capital Management Investment FAQs
Cliff Asness first purchased Annaly Capital Management, Inc. (NLY) in Q4 2012, acquiring 186,761 shares, as reported in their 13F filing for that period. Note: Analysis reflects filings available since Q2 2013; earlier records may be incomplete.
Cliff Asness has held Annaly Capital Management, Inc. (NLY) for 36 quarters since Q4 2012.
Cliff Asness's largest addition to Annaly Capital Management, Inc. (NLY) was in Q4 2017, adding 540,103 shares worth $25.69 M.
According to the latest 13F filing for Q3 2025, Cliff Asness's firm, Aqr Capital Management LLC, owns 223,238 shares of Annaly Capital Management, Inc. (NLY), valued at approximately $4.51 M.
As of the Q3 2025 filing, Annaly Capital Management, Inc. (NLY) represents approximately 0.00% of Cliff Asness's publicly disclosed stock portfolio, making it one of their key holdings.
Cliff Asness's peak holding in Annaly Capital Management, Inc. (NLY) was 540,103 shares, as reported at the end of Q4 2017.