AQR CAPITAL MANAGEMENT LLC

Position in NLY — Annaly Capital Management Inc

CIK 1167557 Greenwich, CT

Position in NLY

as of Mar 31, 2026 · filed May 15, 2026 Compact

Position Value

$19,396,323

-$5,317,825 QoQ

Shares Held

917,084

-17.0% QoQ

Ownership

0.125%

of shares outstanding

% of Portfolio

0.01%

of 13F equity value

Holder Rank

—

not a current holder

Holding Since

Sep 2024

7 quarters on record

Voting authority Sole 100.ToString("F0")% Shared 0.ToString("F0")% None 0.ToString("F0")%

Real Estate · as of Mar 31, 2026

AQR CAPITAL MANAGEMENT LLC holds $87,261,364 across 33 REIT - Mortgage names. NLY ranks #1 (22.2% of the industry book) .

#	Ticker	Company	Shares	Value (USD)
1	NLY	Annaly Capital Management Inc This page	917,084	$19,396,323
2	MFA	Mfa Financial, Inc.	1,016,810	$9,741,036
3	RITM	Rithm Capital Corp.	849,416	$8,052,462
4	ARR	Armour Residential REIT, Inc.	476,343	$7,945,395
5	DX	Dynex Capital Inc	349,467	$4,459,197
6	BXMT	Blackstone Mortgage Trust, Inc.	223,502	$4,280,060
7	AGNC	AGNC Investment Corp.	339,391	$3,404,090
8	ARI	Apollo Commercial Real Estate Finance, Inc.	321,544	$3,395,503

7 filing rows on record

Report Date	Value (USD)	Shares	Change	Type	Discretion	Filed
2026-03-31	$19,396,323	917,084	-17.0%	Shares	Other	2026-05-15
2025-12-31	$24,714,148	1,105,284	+395.1%	Shares	Other	2026-02-17
2025-09-30	$4,511,638	223,238	+76.4%	Shares	Other	2025-11-14
2025-06-30	$2,382,178	126,577	+122.8%	Shares	Other	2025-08-14
2025-03-31	$1,153,666	56,803	+111.8%	Shares	Other	2025-05-15
2024-12-31	$490,896	26,825	+36.9%	Shares	Other	2025-02-14
2024-09-30	$393,391	19,601	—	Shares	Other	2024-11-14
No filing history on record for this holder in this stock.