Intelligence Feed event · Credit · 2026-10-02

    Annaly Capital falls 16.8% over trailing month ahead of October 20 earnings

    Question

    Annaly Capital falls 16.8% over trailing month ahead of October 20 earnings

    Direct answer

    Annaly Capital Management closed at $18.70, down 1.01% on the session and extending its trailing one-month drawdown to 16.82%. The underperformance highlights heightened duration and spread risk across agency mortgage REIT balance sheets. The REIT sector faces sensitivity to interest rate curve shifts and hedging costs ahead of NLY's scheduled earnings release on October 20, 2026.

    Original publisher
    Market Ontology
    Evidence through
    2026-10-02
    Published
    2026-10-20
    Revision
    1 · 2026-10-20

    Cite as: Market Ontology, “Annaly Capital falls 16.8% over trailing month ahead of October 20 earnings”, revision 1, evidence through 2026-10-02. https://marketontology.com/market-events/2026-10-02/annaly-capital-falls-16-8-over-trailing-month-ahead-of-october-20-earnings-4f3d9d

    CREDIT
    Annaly Capital falls 16.8% over trailing month ahead of October 20 earnings
    Annaly Capital Management closed at $18.70, down 1.01% on the session and extending its trailing one-month drawdown to 16.82%. The underperformance highlights heightened duration and spread risk across agency mortgage REIT balance sheets. The REIT sector faces sensitivity to interest rate curve shifts and hedging costs ahead of NLY's scheduled earnings release on October 20, 2026.
    NLY
    Impact
    69
    OCT 2
    SIG
    80%
    NLY
    Annaly Capital falls 16.8% over trailing month ahead of October 20 earnings
    Annaly Capital Management closed at $18.70, down 1.01% on the session and extending its trailing one-month drawdown to 16.82%. The underperformance highlights heightened duration and spread risk across agency mortgage REIT balance sheets. The REIT sector faces sensitivity to interest rate curve shifts and hedging costs ahead of NLY's scheduled earnings release on October 20, 2026.
    → Agency MBS spread volatility and elevated funding costs weigh on NLY book value, driving a 16.82% monthly equity pullback.
    Impact
    Annaly Capital Management closed at $18.70, down 1.01% on the session and extending its trailing one-month drawdown to 16.82%. The underperformance highlights heightened duration and spread risk across agency mortgage REIT balance sheets. The REIT sector faces sensitivity to interest rate curve shifts and hedging costs ahead of NLY's scheduled earnings release on October 20, 2026.
    Affected
    NLY
    Transmission
    Agency MBS spread volatility and elevated funding costs weigh on NLY book value, driving a 16.82% monthly equity pullback.

    How this development reaches the affected companies

    AssetExposure and channelDirectionEvidence
    NLYbook value erosion and hedge cost pressures driving 16.8% monthly drawdownDown1-4wNLY shares declined 16.82% over the past month to $18.70.

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    What happened next

    AssetCallBase close+1 day+5 days+20 days
    NLYDown20.32 2026-09-29PendingPendingPending

    Closing prices from stored daily bars; returns measured from the last close on or before the event date. Not a recommendation.

    No verifiable public source recorded for this card.

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