◂ Portfolio Summary
NLYAnnaly Capital Management
Financials — Mortgage REIT (Agency MBS)
Overall Risk
57/100
MODERATE
◀ HIGH RISKMODERATELOW RISK ▶
Page 1 / 2 — Snapshot, Valuation, Financial Health & Growth
Last Close
$18.23
Day
-1.30%
Market Cap
$16B
P/E
7.3x
Rev Growth
+12%
Div Yield
16.5%
Next Dividend Ex-Date
~Dec 30, 2026 (est)
12-Month Price
Monthly closes, Nov 2025 → October 30, 2026. 52-week range $18.23 – $24.52.
$18.23$20.73$23.24 $18.23Nov'25May'26Oct'26
Valuation · Financial Health · Growth
Valuation
Trades near book value16.5% yield, covered by EAD
Financial Health
Agency MBS = low credit riskHigh leverage; rate/spread sensitive
Growth
Wider MBS spreads aid new investmentBook value pressured by rate moves
Sector median comparison
Price/Book
~1.0x
sector median 0.95x
Div Yield
16.5%
sector median 13%
Leverage
~6x
sector median 6x
Risk Score Breakdown
Weighted: Valuation 35% · Financial Health 35% · Growth 30% (higher = more risk)
Valuation (35%)48
Financial Health (35%)64
Growth (30%)60
Composite Risk57
Page 2 / 2 — Trend, Earnings, Catalysts vs Risks & Verdict
Quarterly Trend
Rows shaded green = improving QoQ, red = declining. Figures directional; see notes.
QuarterRevenueYoYEPS / KeyTrend
Q3'25——0.72▬ steady
Q4'25——0.70▼ declining
Q1'26——0.72▲ improving
Q2'26——0.73▲ improving
Latest Earnings / Delivery Highlights
EAD / share
~$0.73
Covers $0.75 dividend thinly
Book value
Pressured
Rate volatility in Q3
Dividend
$0.75/qtr
Yield 16.5%
Catalysts vs Risks

▲ Catalysts

Fed rate cuts steepening the curveHIGH IMPACT
MBS spread tightening lifts book valueHIGH IMPACT
Stable dividend coverageMEDIUM IMPACT

▼ Risks

Interest-rate & spread volatilityHIGH
Book value erosionHIGH
Leverage amplifies drawdownsMEDIUM
Bottom Line
◀ SELLHOLDBUY ▶
HOLD — Income · Buy/Sell 58/100
A bellwether agency mortgage REIT yielding ~16% near book value. Credit risk is minimal, but leverage makes book value and the dividend hostage to rates and spreads. Recent book-value pressure warrants a hold; attractive if the curve steepens.
Generated October 31, 2026. Prices: last close October 30, 2026. Live quotes via AlphaVantage (CURI, NGL, BSBR) and public market data (others); ADA is a 24/7 crypto price. Risk score = 0.35×Valuation + 0.35×Financial Health + 0.30×Growth (0=low risk, 100=high). Quarterly and some fundamental figures are directional/approximate. Informational only — not investment advice.