NLY ANNALY CAPITAL MANAGEMENT INC

BULLISH Impact: 6/10 8-K
Horizon weeks Filed Apr 21, 2026 Processed 1mo ago SEC 0001043219-26-000023
8-K context-dependent: Items 7.01
Latest settled — T+20d ⚠ clustered
NLY-PJ ▼ -0.88% at T+20d
LONG call ✗ call lost -0.88% · α vs SPY -4.05% · entry $26.01 → $25.78
Next anchor: T+60d in 5w
Currently $22.00 · -15.42% from $26.01 entry
Entry anchored
Apr 21, 2026
via day open
T+1d
+0.35%
call +0.35% · α +0.74%
$26.10
settled 7w ago
T+5d
-0.12%
call -0.12% · α -0.17%
$25.98
settled 7w ago
T+20d
-0.88%
call -0.88% · α -4.05%
$25.78
settled 25d ago
T+60d
call — · α —
in 5w

Price Chart

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Executive Summary

Annaly Capital Management provided an investor presentation with Q1 2026 results, highlighting positive economic returns, growth in its Residential Credit and MSR portfolios, and a dividend that exceeds earnings available for distribution. The company maintained strong liquidity and achieved record securitization activity.

Actionable Insight

Monitor Annaly's ability to maintain its dividend coverage as interest rates and prepayment speeds evolve, particularly given the company's significant exposure to mortgage-backed securities and residential credit markets.

Key Facts

  • Earnings available for distribution (EAD) of $0.76 per share exceeded the $0.70 dividend
  • Residential Credit portfolio grew 30% quarter-over-quarter to $10.3 billion
  • MSR portfolio increased 9% quarter-over-quarter to $4.2 billion
  • Book value per share of $19.82
  • Economic leverage of 5.7x, up from 5.6x in Q4 2025

Financial Impact

Earnings available for distribution of $0.76 per share exceeds the $0.70 dividend, indicating sustainable dividend coverage

earningsdividendbook valueportfolio growth

Risk Factors

  • Interest rate sensitivity could impact portfolio values
  • Prepayment risk remains elevated despite higher interest rates
  • Geopolitical uncertainty could affect fixed income technicals

Market Snapshot

Exchange
NYSE
Sector
Real Estate Investment Trusts

Documents Analyzed

This report is based on 5 SEC documents filed with EDGAR.

DocumentAccession Number
8-K Filing (Primary)0001043219-26-000023
Document: nly-20260421.htm0001043219-26-000023
Document: 0001043219-26-000023-index-headers.html0001043219-26-000023
Document: 0001043219-26-000023-index.html0001043219-26-000023
Document: 0001043219-26-000023.txt0001043219-26-000023
4 reports for NLY
Performance horizon

Track record builds as more directional reports settle.

Filters
Rows
Reports for NLY — sortable, filterable
Type Now
Jun 11, 2026
1d ago
Institutional Cluster
MIXED ★ 4/10
$22.04 awaiting T+20awaiting T+20$22.00 (−0.16%)
Apr 21, 2026
7w ago
8-K
BULLISH ★ 6/10
$26.01 $25.78▼ −0.88%▼ −4.05%$22.00 (−15.42%)
Apr 21, 2026
7w ago
8-K
BEARISH ★ 6/10
$26.01 $25.78▲ +0.88%▲ +4.05%$22.00 (+15.42%)
Apr 21, 2026
7w ago
8-K
BEARISH ★ 7/10
$26.01 $25.78▲ +0.88%▲ +4.05%$22.00 (+15.42%)
Showing 4 of 4

US Market Status

Market Closed — Opens Mon (48h 16m)

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