NLY · Annaly Capital Management Inc
Price & Indicators
Raw chart and full-history price indicators begin at the captured split on Sep 26, 2022; bars on opposite sides are not compared.
Up next
AI Brief
TL;DR.
AI-generated from the earnings call and 8-K · may contain errors · not investment advice
Ask ALVIS about this →Equibles Rating
blended score · not investment adviceBlended from price, momentum, positioning, fundamentals & volatility · daily-close · not investment advice. Market backdrop is context, not part of the score.
Guidance & track record
Guidance from company 8-Ks · delivered figures from as-reported statements · no analyst estimates involved.
Technicals
trend & momentum for long-term holders BuyIllustrative technical + ownership context — a signal mix, not investment advice.
Key metrics
the company's own KPIs, from written earnings releases and filings| Metric | Latest | Period | YoY |
|---|---|---|---|
| Accretive capital raised through ATM sales program | 447M | Q2 2026 | — |
| Annualized EAD return on average equity non-GAAP | 15.12% | Q2 2026 | — |
|
|
|||
| Annualized GAAP return on average equity | 19.88% | Q2 2026 | — |
|
|
|||
| Average economic cost of interest bearing liabilities non-GAAP | 3.96% | Q2 2026 | — |
|
|
|||
| Average GAAP cost of interest bearing liabilities | 4.28% | Q2 2026 | — |
|
|
|||
| Average yield on interest earning assets | 5.44% | Q2 2026 | — |
|
|
|||
| Average yield on interest earning assets (excluding PAA) non-GAAP | 5.46% | Q2 2026 | — |
|
|
|||
| Committed warehouse capacity | 2.8B | Q2 2026 | — |
| Earnings available for distribution per average common share non-GAAP | $0.79 | Q2 2026 | — |
|
|
|||
| Economic leverage at period-end non-GAAP | 5.6 | Q2 2026 | — |
|
|
|||
| Economic return | 5.5% | Q2 2026 | — |
|
|
|||
| GAAP leverage at period-end | 7.4 | Q2 2026 | — |
|
|
|||
| Hedge ratio | 97% | Q2 2026 | — |
| Net interest margin | 1.47% | Q2 2026 | — |
|
|
|||
| Net interest margin (excluding PAA) non-GAAP | 1.76% | Q2 2026 | — |
|
|
|||
| Net interest spread | 1.16% | Q2 2026 | — |
|
|
|||
| Residential Credit portfolio | 10.4B | Q2 2026 | — |
|
|
|||
| Total assets available for financing | 9.6B | Q2 2026 | — |
|
|
|||
| Total portfolio | 109.4B | Q2 2026 | — |
|
|
|||
| Total securitization issuance | 6.8B | Q2 2026 | — |
| Total warehouse capacity | 8.3B | Q2 2026 | — |
|
|
|||
| Agency portfolio | 92.2B | Q1 2026 | — |
|
|
|||
| Book value per common share | $19.82 | Q1 2026 | — |
|
|
|||
| Net interest spread (excluding PAA) non-GAAP | 1.42% | Q1 2026 | — |
|
|
|||
| Accretive capital raised | 2.9B | FY 2025 | — |
| Common equity raised (ATM) | 2.6B | FY 2025 | — |
| Loan fundings (Residential Credit correspondent channel) | 16.5B | FY 2025 | — |
| Lock volume (Residential Credit correspondent channel) | 23.1B | FY 2025 | — |
| Securitization volume (Residential Credit Group) | 15.2B | FY 2025 | — |
| Securitizations closed (Residential Credit Group) | 29 | FY 2025 | — |
| Weighted average days to maturity for repurchase agreements | 35 | Q4 2025 | — |
Figures exactly as the company stated them in writing · click a metric with a to chart its history · period links open the stating document · "filing" marks figures stated in the 10-K/10-Q · YoY needs an exactly comparable prior-year period
Versus peers
REIT - Mortgage — same industry group| Company | Mkt cap | YTD | Rev growth Y/Y | P/E | Short % shares |
|---|---|---|---|---|---|
|
NLY
this stock
Annaly Capital Management Inc
|
$17.42B | +4.3% | — | — | 2.8% |
|
AGNC
AGNC Investment Corp.
|
$12.98B | +2.2% | — | — | 8.4% |
|
STWD
Starwood Property Trust, Inc.
|
$6.09B | -9.5% | -5.3% | — | 4.9% |
|
RITM
Rithm Capital Corp.
|
$5.71B | -5.0% | -6.7% | 17.1 | 7.0% |
|
DX
Dynex Capital Inc
|
$3.23B | -6.8% | — | — | 4.2% |
Peers by industry group · P/E from as-reported trailing EPS · short % is of shares outstanding
At a glance
key data from every sectionPerformance
Raw-price comparisons begin at the captured split on Sep 26, 2022; windows that need an earlier baseline remain unavailable.
| 5D | 20D | 120D | MTD | YTD | |
|---|---|---|---|---|---|
| NLY | +1.3% | +1.4% | +2.2% | +2.7% | +4.3% |
| SPY | +0.4% | +4.5% | +13.8% | +3.9% | +13.9% |
| vs SPY | +0.9% | -3.1% | -11.5% | -1.2% | -9.5% |
Capital returns
Dividends per share over the trailing 365 days by ex-date · buyback figures as last reported in SEC filings ("spent" derived as authorized − remaining; when several programs run concurrently, authorized is their combined total per the newest filing) · components shown separately — trailing-year buyback spend isn't tracked, so no combined shareholder yield is derived.