AQR Capital Management
NLY icon

AQR Capital Management’s Annaly Capital Management NLY Stock Holding History

AQR Capital Management’s Portfolio NLY Stock Details NLY Fund Activity
Bought
Maintained
Sold
Quarter Market Value Status Shares Change in
Stake 		Trade Value Portfolio Weight Portfolio Position
2026
Q1 		$19.4M Sell
917,084
-188,200
-17% -$4.29M 0.01% 1049
2025
Q4 		$24.7M Buy
1,105,284
+882,046
+395% +$19.2M 0.01% 867
2025
Q3 		$4.51M Buy
223,238
+96,661
+76% +$2M ﹤0.01% 1517
2025
Q2 		$2.38M Buy
126,577
+69,774
+123% +$1.33M ﹤0.01% 1683
2025
Q1 		$1.15M Buy
56,803
+29,978
+112% +$617K ﹤0.01% 1939
2024
Q4 		$491K Buy
26,825
+7,224
+37% +$141K ﹤0.01% 2258
2024
Q3 		$393K Buy
+19,601
New +$393K ﹤0.01% 2273
2020
Q2 		– Sell
-7,223
Closed -$146K – 2138
2020
Q1 		$146K Hold
7,223
– – ﹤0.01% 1919
2019
Q4 		$272K Hold
7,223
– – ﹤0.01% 1931
2019
Q3 		$254K Sell
7,223
-130,558
-95% -$4.71M ﹤0.01% 1955
2019
Q2 		$5.03M Buy
137,781
+12,034
+10% +$459K 0.01% 976
2019
Q1 		$5.03M Buy
125,747
+117,522
+1,429% +$4.8M 0.01% 982
2018
Q4 		$323K Buy
8,225
+1,002
+14% +$40.1K ﹤0.01% 1946
2018
Q3 		$296K Sell
7,223
-15,226
-68% -$638K ﹤0.01% 2112
2018
Q2 		$924K Sell
22,449
-52,904
-70% -$2.2M ﹤0.01% 1752
2018
Q1 		$3.14M Sell
75,353
-464,750
-86% -$19.8M ﹤0.01% 1170
2017
Q4 		$25.7M Buy
540,103
+213,133
+65% +$10.1M 0.03% 539
2017
Q3 		$15.9M Buy
326,970
+173,580
+113% +$8.5M 0.02% 646
2017
Q2 		$7.39M Buy
153,390
+145,398
+1,819% +$6.86M 0.01% 884
2017
Q1 		$355K Sell
7,992
-355,651
-98% -$15.1M ﹤0.01% 1976
2016
Q4 		$14.5M Buy
363,643
+98,766
+37% +$4.02M 0.02% 674
2016
Q3 		$11.1M Buy
264,877
+121,337
+85% +$5.26M 0.02% 728
2016
Q2 		$6.36M Buy
143,540
+106,721
+290% +$4.54M 0.01% 838
2016
Q1 		$1.51M Sell
36,819
-943
-2% -$37K ﹤0.01% 1394
2015
Q4 		$1.42M Sell
37,762
-13,404
-26% -$523K ﹤0.01% 1421
2015
Q3 		$2.02M Sell
51,166
-141,578
-73% -$5.66M ﹤0.01% 1125
2015
Q2 		$7.08M Sell
192,744
-3,862
-2% -$156K 0.01% 710
2015
Q1 		$8.18M Buy
196,606
+21,550
+12% +$916K 0.02% 605
2014
Q4 		$7.57M Sell
175,056
-12,934
-7% -$585K 0.02% 769
2014
Q3 		$8.03M Buy
187,990
+7,254
+4% +$331K 0.02% 662
2014
Q2 		$8.26M Sell
180,736
-11,500
-6% -$530K 0.02% 699
2014
Q1 		$8.44M Buy
192,236
+27,750
+17% +$1.2M 0.03% 655
2013
Q4 		$6.56M Sell
164,486
-30,825
-16% -$1.34M 0.02% 757
2013
Q3 		$9.05M Buy
195,311
+17,975
+10% +$846K 0.03% 599
2013
Q2 		$8.92M Buy
+177,336
New +$10.4M 0.03% 613

Other funds holding NLY

BlackRock
BlackRock New York $5.72T AUM 30.48% 1-Year Est. Return
VCM
Vanguard Capital Management Malvern, Pennsylvania $4.04T AUM
VPM
Vanguard Portfolio Management Malvern, Pennsylvania $1.91T AUM
State Street
State Street Boston, Massachusetts $2.9T AUM 29.55% 1-Year Est. Return
Geode Capital Management
Geode Capital Management Boston, Massachusetts $1.61T AUM 30.72% 1-Year Est. Return
T. Rowe Price Associates
T. Rowe Price Associates Baltimore, Maryland $865B AUM 30.76% 1-Year Est. Return
Fidelity Investments
Fidelity Investments Boston, Massachusetts $1.9T AUM 41.92% 1-Year Est. Return
Allspring Global Investments
Allspring Global Investments Charlotte, North Carolina $59.7B AUM 29.08% 1-Year Est. Return
Northern Trust
Northern Trust Chicago, Illinois $757B AUM 28.64% 1-Year Est. Return
Invesco
Invesco Atlanta, Georgia $1.02T AUM 30.18% 1-Year Est. Return

AQR Capital Management's NLY Position: Q1 2026 in Review

AQR Capital Management reduced its Annaly Capital Management (NLY) stake by 17% in Q1 2026, selling an estimated $4.29M and leaving 917,084 shares worth $19.4M. The position accounts for 0.01% of the portfolio, ranked #1049.

AQR Capital Management first reported a position in NLY in Q2 2013 and has held it in 35 quarters since. The position peaked at $25.7M in Q4 2017. 768 funds tracked by Wall St. Rank hold NLY as of Q1 2026.

  • AQR Capital Management held 917,084 shares of Annaly Capital Management worth $19.4M as of Q1 2026.
  • AQR Capital Management sold 188,200 Annaly Capital Management shares in Q1 2026, an estimated $4.29M.
  • Annaly Capital Management made up 0.01% of AQR Capital Management's portfolio in Q1 2026, its #1049 holding.
  • AQR Capital Management first reported a position in Annaly Capital Management in Q2 2013 and has held it in 35 quarters since.
  • AQR Capital Management's Annaly Capital Management position peaked at $25.7M in Q4 2017.
  • 768 funds tracked by Wall St. Rank held Annaly Capital Management as of Q1 2026.

Based on AQR Capital Management's 13F filing for Q1 2026, filed 15 May 2026.