Mar 31, 2023

Annaly Q1 2023 Earnings Report

Reported financial results for the quarter ended March 31, 2023.

Key Takeaways

Annaly Capital Management reported a GAAP net loss of ($1.79) per average common share and earnings available for distribution (EAD) of $0.81 per average common share for Q1 2023. The company's economic return was 3.0% for the quarter, with book value per common share at $20.77. Despite market volatility, Annaly maintained a defensive duration position and grew its Agency portfolio through accretive equity issuance.

GAAP net loss of ($1.79) per average common share for the quarter.

Earnings available for distribution (EAD) of $0.81 per average common share for the quarter.

Economic return of 3.0% for the first quarter.

Book value per common share of $20.77.

Total Revenue
$818M
Previous year: $656M
+24.8%
EPS
$0.81
Previous year: $1.12
-27.7%
Net Interest Margin
0.09%
Previous year: 3.2%
-97.2%
Average Yield on Assets
3.96%
Previous year: 3.61%
+9.7%
Cost of Interest Bearing Liabilities
4.52%
Previous year: 0.48%
+841.7%
Cash and Equivalents
$1.79B
Previous year: $956M
+87.7%
Total Assets
$86.8B
Previous year: $76.2B
+14.0%

Annaly

Annaly

Forward Guidance

Annaly is encouraged by the robust returns available across its three investment strategies and believes it is well-positioned to take advantage of opportunities as they arise. The company is confident in its outlook and prepared for any additional market turbulence.

Positive Outlook

  • Robust returns available across investment strategies.
  • Well-positioned to take advantage of opportunities.
  • Volatility likely to decrease as the Federal Reserve moves closer towards the end of its hiking cycle.
  • Conservative positioning enabled preservation of capital and liquidity.
  • Flexibility to grow when opportunistic, including adding to Agency portfolio.

Challenges Ahead

  • Significant volatility in interest rates and mortgage spreads.
  • Challenging market environment.
  • Potential for additional market turbulence.
  • Dependence on prudent leverage and substantial liquidity.
  • Exposure to interest rate and credit environment changes.