Impact ledger
Annaly Capital Management, Inc. (NLY)
11 events mapped to this ticker since 2026-06-12.
Assumption changes
| Date | Assumption | Direction | Magnitude | Conf. |
|---|---|---|---|---|
| 2026-07-16 | wacc | Bullish | — | 0.80 |
Event impact log
| Date | Event | Channel | Direction | Horizon | Impact |
|---|---|---|---|---|---|
| 2026-07-16 | Event | Higher interest rates increase funding costs for mREITs and can lead to a compression of net interest margin, as well as potential mark-to-market losses on their fixed-income portfolios. Dividend coverage is directly threatened. | Bearish | 1-3m | 0.90 |
| 2026-07-16 | Event | Rising interest rates can compress net interest margins for mortgage REITs as their funding costs may rise faster than their asset yields, and can also lead to mark-to-market losses on their fixed-income portfolios. | Bearish | 1-3m | 0.85 |
| 2026-07-16 | Event | Rising oil prices contribute to inflation expectations, which can push interest rates higher. As a mortgage REIT, NLY's net interest margin can be compressed by rising funding costs (short-term rates) relative to fixed-rate mortgage assets, and higher rates can also lead to lower mortgage prepayment | Bearish | 1-3m | 0.80 |
| 2026-07-16 | Event | Increased cost of funds and potential for portfolio asset value depreciation due to rising rates; credit risk from oil price volatility impacting borrowers. | Bearish | 1-3m | 0.90 |
| 2026-07-05 | Event | Peer effect; similar business model as AGNC, making it susceptible to the same market dynamics of narrowing MBS spreads and lower reinvestment rates. | Bearish | 1-3m | 0.70 |
| 2026-06-29 | Event | Similar to AGNC, NLY's portfolio of agency MBS will likely experience valuation declines due to rising long-term yields. Increased funding costs and higher hedging expenses will compress net interest income and potentially impact dividend sustainability. | Bearish | 1-3m | 0.85 |
| 2026-06-29 | Event | Similar business model to AGNC, direct exposure to MBS valuations and interest rate sensitivity. | Bearish | 1-3m | 0.80 |
| 2026-06-29 | Event | As a large mortgage REIT, NLY's portfolio and funding costs are directly exposed to interest rate fluctuations. Hedging costs may also increase. | Bearish | 1-3m | 0.70 |
| 2026-06-29 | Event | Similar to AGNC, NLY is a mortgage REIT with significant exposure to interest rate risk and MBS valuations. Increased funding costs and potential declines in asset values would directly impact profitability. | Bearish | 3-12m | 0.80 |
| 2026-06-28 | Event | Similar to AGNC, NLY's business model relies on leveraging MBS portfolios. Rising rates increase funding costs and reduce asset values. | Bearish | 1-3m | 0.85 |
| 2026-06-12 | Event | Peer comparison in the mortgage REIT (mREIT) sector; investor sentiment towards mREIT dividend sustainability. | watch | 1-3m | 0.30 |
This ledger is regenerated from Market Ontology's public event pipeline. For live alerts on new assumption changes for NLY, start a trial or view the NLY entity page.