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NLY

Annaly Capital Management
Agency Mortgage REIT
47
RISK / 100
MODERATE
HIGH RISKMODERATELOW RISK
Last close
$23.16
Day chg
-0.6%
Market cap
$14B
P/E
~7x
Rev growth
n/m
Div yield
13.0%

12-month price

Indicative · 52-wk rangeEx-div: ~Sep 30, 2026 (est) · $0.75
$24.50$17.80

Risk factor breakdown

Valuation
Multiples & price

Near book value

Trades ~1.0x bookDiscount narrowedRate-path dependent
Rating

Buy · B/S 61/100

Covered ~13% yieldPT upside +6%Spread / duration risk
vs Sector medianThisMedian
P/Book1.0x1.0x
Div yield13.0%12.5%
Leverage~6x~7x
Financial Health
Balance sheet

Diversified agency book

Agency MBS + MSR + resi creditAmple liquidity~6x economic leverage
Profitability

Earnings cover dividend

EAD covers $0.75 payoutBook value stableHedge costs a drag
Growth
Top-line

Spread-driven

Wider MBS spreads help ROEPortfolio growth fundedNIM sensitive to curve
Outlook

Rate-cut beneficiary

Fed easing supports bookLower funding costs aheadPrepayment risk if rates fall fast

Score breakdown

Valuation risk · 35%46
Financial Health risk · 35%48
Growth risk · 30%47
Weighted risk = Valuation 35% · Financial Health 35% · Growth 30% → 47/100
PAGE 2

Quarterly trend

QuarterEAD / share ($)Book value ($)QoQ
Q3 250.7020.9
Q4 250.7221.4
Q1 260.7221.9
Q2 260.7322.1
Green rows = improving QoQ · red rows = declining. Figures indicative, drawn from reported results & guidance.

Latest earnings / delivery

Steady Q2

Earnings available for distribution covered the $0.75 dividend; book value edged higher and economic leverage held around 6x. Management leaned into agency MBS on attractive spreads.

Dividend

Quarterly $0.75 payout, ~13% yield at $23.16; next ex-date estimated late September.

Catalysts vs Risks

▲ Catalysts

  • Fed rate cuts lowering funding costsHIGH IMPACT
  • Wide, stable MBS spreadsMEDIUM
  • Book-value recoveryMEDIUM

▼ Risks

  • Rate volatility / curve shiftsHIGH IMPACT
  • Spread widening hits book valueHIGH IMPACT
  • Leverage amplifies movesMEDIUM

Bottom line

Buy · Buy/Sell 61/100 · PT +6%
SELL / AVOIDHOLDATTRACTIVE BUY
A best-in-class agency mortgage REIT trading around book with a ~13% dividend currently covered by distributable earnings. At $23.16 most of the discount has closed, so total return leans on the coupon rather than price appreciation. A rate-cut cycle is the tailwind; spread and duration volatility remain the core risks.
Generated August 24, 2026. Prices reflect the last completed session (August 21, 2026), sourced via AlphaVantage & web research; some quotes carry data-provider lag — verify live prices before acting. 12-month charts are indicative. Risk score = Valuation 35% · Financial Health 35% · Growth 30% (0 = low risk, 100 = high risk). Buy/Sell weighs current price level against fundamentals (0 = avoid, 100 = attractive). For informational purposes only — not investment advice.