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Jun 30, 2021

Annaly Q2 2021 Earnings Report

Announced its financial results for the quarter ended June 30, 2021.

Key Takeaways

Annaly Capital Management reported a GAAP net loss of ($0.23) per average common share, but earnings available for distribution (EAD) of $0.30 per average common share, covering the dividend by +135%. The company increased capital allocation to residential credit and grew its MSR platform. The sale of the Commercial Real Estate Business is on track.

GAAP net loss of ($0.23) per average common share for the quarter.

Earnings available for distribution (“EAD”) of $0.30 per average common share for the quarter, up $0.01 quarter-over-quarter with dividend coverage of +135%.

Capital allocation to residential credit increased from 13% to 19% as the portfolio grew 22% quarter-over-quarter

Sale of Annaly's Commercial Real Estate Business on track to be completed as planned.

Total Revenue
$384M
Previous year: $585M
-34.4%
EPS
$1.2
Previous year: $1.08
+11.1%
Net Interest Margin
1.66%
Previous year: 1.89%
-12.2%
Average Yield on Assets
1.97%
Previous year: 2.77%
-28.9%
Cost of Interest Bearing Liabilities
0.35%
Previous year: 0.96%
-63.5%
Cash and Equivalents
$1.38B
Previous year: $1.39B
-1.0%
Total Assets
$82.4B
Previous year: $93.5B
-11.9%

Annaly

Annaly

Forward Guidance

Annaly navigated a challenging market with heightened rate and spread volatility. They proactively reduced leverage and increased liquidity to preserve capital. Strategic milestones should enable them to effectively allocate capital where returns are strongest.

Positive Outlook

  • Generated robust earnings for the quarter well in excess of our dividend.
  • Increased our capital allocation to residential credit.
  • Continued to build out our strategic presence in the market through initiatives including the launch of our residential whole loan correspondent channel.
  • Made considerable progress in growing our mortgage servicing rights (“MSR”) platform.
  • The disposition of our Commercial Real Estate business remains on track.

Challenges Ahead

  • More challenging market backdrop marked by heightened rate and spread volatility
  • Elevated prepay environment
  • Increased discussion of an eventual Fed Taper
  • Spread widening on lower rates
  • Rising volatility and continued elevated speeds and supply