Source: Bloomberg and Company filings. Financial and market data as of September 30, 2024.
- Comprised of $6.5bn of unencumbered assets, which represents Annaly’s excess liquidity and defined as assets that have not been pledged or securitized (generally including cash and cash equivalents, Agency MBS, CRT, Non-Agency MBS, residential mortgage loans, MSR, reverse repurchase agreements, other unencumbered financial assets and capital stock), and $0.9bn of fair value of collateral pledged for future advances.
- Permanent capital represents Annaly’s total stockholders’ equity as of September 30, 2024.
- Total return represents total shareholder return for the period beginning October 7, 1997 through September 30, 2024.
- Represents the median of our Mortgage REIT peer group including the following Agency and Hybrid mREIT peers: AGNC, AJX, ARR, CHMI, CIM, DX, EFC, IVR, MFA, MITT, NYMT, ORC, PMT, RWT & TWO. Excludes NLY.