Power of Annaly

Source: Bloomberg and Company filings. Financial and market data as of September 30, 2024. 

1. 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.
2. Permanent capital represents Annaly’s total stockholders’ equity as of September 30, 2024.
3. Total return represents total shareholder return for the period beginning October 7, 1997 through September 30, 2024.
4. 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.