Sep 30, 2020

Annaly Q3 2020 Earnings Report

Announced financial results for the quarter ended September 30, 2020.

Key Takeaways

Annaly Capital Management reported a GAAP net income of $0.70 per average common share, a core earnings (excluding PAA) of $0.32 per average common share, and an economic return of 6.3%. The company's book value per common share increased to $8.70, and economic leverage decreased to 6.2x. They completed two residential whole loan securitizations totaling $1.0 billion and repurchased $209 million of common stock year-to-date.

GAAP net income of $0.70 per average common share, up from $0.58 in the prior quarter.

Core earnings (excluding PAA) of $0.32 per average common share, up 18.5% from the prior quarter.

Book value per common share of $8.70, up 3.7% from the prior quarter.

Economic leverage of 6.2x, down from 6.4x in the prior quarter.

Total Revenue
$562M
Previous year: $919M
-38.8%
EPS
$1.28
Previous year: $0.84
+52.4%
Net Interest Margin
2.15%
Previous year: 0.48%
+347.9%
Average Yield on Assets
2.7%
Previous year: 2.89%
-6.6%
Cost of Interest Bearing Liabilities
0.6%
Previous year: 2.58%
-76.7%
Cash and Equivalents
$1.24B
Previous year: $1.79B
-30.9%
Total Assets
$89.2B
Previous year: $129B
-30.8%

Annaly

Annaly

Annaly Revenue by Segment

Forward Guidance

The CEO is optimistic about the operating environment for Agency MBS due to low-interest rate volatility, strong carry, and low financing costs.

Positive Outlook

  • Low interest rate volatility.
  • Strong carry.
  • Lowest financing costs in the last decade.
  • Enhanced cost of capital and liquidity profile through securitizations.
  • Proactive management of portfolio increased book value.

Challenges Ahead

  • Risks and uncertainties related to the COVID-19 pandemic.
  • Changes in interest rates.
  • Changes in the yield curve.
  • Changes in prepayment rates.
  • Availability of mortgage-backed securities for purchase.