Cliff Asness's NLY Position Overview
Cliff Asness (via Aqr Capital Management LLC) currently holds 917,084 shares of Annaly Capital Management, Inc. (NLY) worth $19.4 M, representing 0.01% of the portfolio. First purchased in 2012-Q4, this long-term strategic position has been held for 38 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 2025, adding 882,046 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 |
|---|---|---|---|---|
| Q1 2026 | -188,200 | Reduce 17.03% | 917,084 | $21.15 |
| Q4 2025 | +882,046 | Add 395.11% | 1.11 M | $22.36 |
| Q3 2025 | +96,661 | Add 76.37% | 223,238 | $20.21 |
| Q2 2025 | +69,774 | Add 122.84% | 126,577 | $18.82 |
| Q1 2025 | +29,978 | Add 111.75% | 56,803 | $20.31 |
| Q4 2024 | +7,224 | Add 36.86% | 26,825 | $18.30 |
| Q3 2024 | +19,601 | New Buy | 19,601 | $20.07 |
| Q2 2020 | -7,223 | Sold Out | 0 | $0.00 |
| Q3 2019 | -130,558 | Reduce 94.76% | 7,223 | $35.17 |
| Q2 2019 | +12,034 | Add 9.57% | 137,781 | $36.52 |
| Q1 2019 | +117,522 | Add 1428.84% | 125,747 | $39.96 |
| Q4 2018 | +1,002 | Add 13.87% | 8,225 | $39.27 |
| Q3 2018 | -15,226 | Reduce 67.82% | 7,223 | $40.98 |
| Q2 2018 | -52,904 | Reduce 70.21% | 22,449 | $41.16 |
| Q1 2018 | -464,750 | Reduce 86.05% | 75,353 | $41.72 |
| Q4 2017 | +213,133 | Add 65.18% | 540,103 | $47.56 |
| Q3 2017 | +173,580 | Add 113.16% | 326,970 | $48.76 |
| Q2 2017 | +145,398 | Add 1819.29% | 153,390 | $48.20 |
| Q1 2017 | -355,651 | Reduce 97.80% | 7,992 | $44.42 |
| Q4 2016 | +98,766 | Add 37.29% | 363,643 | $39.88 |
| Q3 2016 | +121,337 | Add 84.53% | 264,877 | $42.00 |
| Q2 2016 | +106,721 | Add 289.85% | 143,540 | $44.28 |
| Q1 2016 | -943 | Reduce 2.50% | 36,819 | $41.04 |
| Q4 2015 | -13,404 | Reduce 26.20% | 37,762 | $37.52 |
| Q3 2015 | -141,578 | Reduce 73.45% | 51,166 | $39.48 |
| Q2 2015 | -3,862 | Reduce 1.96% | 192,744 | $36.76 |
| Q1 2015 | +21,550 | Add 12.31% | 196,606 | $41.60 |
| Q4 2014 | -12,934 | Reduce 6.88% | 175,056 | $43.24 |
| Q3 2014 | +7,254 | Add 4.01% | 187,990 | $42.72 |
| Q2 2014 | -11,500 | Reduce 5.98% | 180,736 | $45.72 |
| Q1 2014 | +27,750 | Add 16.87% | 192,236 | $43.88 |
| Q4 2013 | -30,825 | Reduce 15.78% | 164,486 | $39.88 |
| Q3 2013 | +17,975 | Add 10.14% | 195,311 | $46.32 |
| Q2 2013 | +177,336 | Add 0.00% | 177,336 | $50.28 |
| Q4 2012 | +186,761 | Add 0.00% | 186,761 | $56.16 |
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 38 quarters since Q4 2012.
Cliff Asness's largest addition to Annaly Capital Management, Inc. (NLY) was in Q4 2025, adding 1,105,284 shares worth $24.71 M.
According to the latest 13F filing for Q1 2026, Cliff Asness's firm, Aqr Capital Management LLC, owns 917,084 shares of Annaly Capital Management, Inc. (NLY), valued at approximately $19.4 M.
As of the Q1 2026 filing, Annaly Capital Management, Inc. (NLY) represents approximately 0.01% 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 1,105,284 shares, as reported at the end of Q4 2025.