Jun 30, 2022

Annaly Q2 2022 Earnings Report

Announced financial results for the quarter ended June 30, 2022.

Key Takeaways

Annaly Capital Management reported a GAAP net income of $0.55 per average common share and Earnings Available for Distribution (EAD) of $0.30 per average common share for the second quarter of 2022. The company's Agency portfolio decreased modestly, while the MSR platform grew assets by 41% to $1.7 billion. The sale of the Middle Market Lending portfolio was completed during the quarter, transitioning Annaly to a dedicated housing finance REIT.

GAAP net income of $0.55 per average common share for the quarter.

Earnings available for distribution (“EAD”) of $0.30 per average common share for the quarter; up $0.02 from the prior quarter with dividend coverage of over 135%.

Annaly's Agency portfolio decreased modestly during the quarter, while capital allocation was roughly unchanged at 71%.

Annaly's Mortgage Servicing Rights ("MSR") platform grew assets by 41% to $1.7 billion during the second quarter with MSR representing 15% of dedicated equity capital, up from 9% in the prior quarter.

Total Revenue
$646M
Previous year: $384M
+68.2%
EPS
$1.2
Previous year: $1.2
+0.0%
Net Interest Margin
2.64%
Previous year: 1.66%
+59.0%
Average Yield on Assets
3.58%
Previous year: 1.97%
+81.7%
Cost of Interest Bearing Liabilities
1.12%
Previous year: 0.35%
+220.0%
Cash and Equivalents
$854M
Previous year: $1.38B
-38.1%
Total Assets
$82.4B
Previous year: $82.4B
+0.0%

Annaly

Annaly

Forward Guidance

Annaly remains constructive on the outlook for Agency MBS, citing attractive new investment returns and increased clarity from the Federal Reserve. The company expects that progresses in Residential Credit and Mortgage Servicing Rights businesses will enhance the durability and quality of returns.

Positive Outlook

  • Historically attractive new investment returns in Agency MBS.
  • Increased clarity from the Federal Reserve on interest rate hikes and quantitative tightening.
  • Continued growth in Residential Credit business.
  • Continued growth in Mortgage Servicing Rights business.
  • Progress towards long-term strategic objectives.

Challenges Ahead

  • Challenging operating environment due to spread widening and rate volatility.
  • Intensifying concerns about global economic growth contributing to risk-off sentiment.
  • Pressures on book value.
  • Persistent spread widening and rate volatility roiled financial markets
  • These pressures weighed on our book value