Investor Presentaiton
Financial Highlights and Trends.
Unaudited
For the quarters ended
6/30/2022
3/31/2022
12/31/2021
9/30/2021
6/30/2021
GAAP net income (loss) per average common share (1)
Earnings available for distribution per average common share*(1)
Dividends declared per common share
Book value per common share
Annualized GAAP return (loss) on average equity
Annualized EAD return on average equity*
$0.55
$1.37
$0.27
$0.34
($0.23)
$0.30
$0.28
$0.28
$0.28
$0.30
$0.22
$0.22
$0.22
$0.22
$0.22
$5.90
$6.77
$7.97
$8.39
$8.37
30.60%
65.62%
12.44%
15.25%
(8.51%)
17.49%
14.01%
13.10%
12.81%
13.05%
Net interest margin (2)
2.64%
3.20%
1.97%
2.01%
1.66%
Average yield on interest earning assets
3.58%
3.61%
2.31%
2.29%
1.97%
Average GAAP cost of interest bearing liabilities (4)
1.12%
0.48%
0.38%
0.32%
0.35%
Net interest margin (excluding PAA) (2)*
2.20%
2.04%
2.03%
2.04%
2.09%
Average yield on interest earning assets (excluding PAA) (³)*
2.87%
2.62%
2.63%
2.63%
2.76%
Average economic cost of interest bearing liabilities
(4)*
1.11%
0.89%
0.75%
0.66%
0.83%
GAAP leverage, at period-end (5)
5.4x
5.3x
4.7x
4.4x
4.7x
Economic leverage, at period-end (5
(5)*
6.6x
6.4x
5.7x
5.8x
5.8x
* Represents a non-GAAP financial measure; see Appendix.
Detailed endnotes and a glossary of defined terms are included at the end of this presentation.
ANNALY
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