A look at Annaly Capital Management — Time to Buy?

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Annaly Capital Management ($NLY) averages are at $13.43 (21 day SMA), $14.50 (50 day SMA), $14.71 (200 day SMA). Over the past 52 weeks NLY has traded from a low of $12.16 to a high of $17.75. NLY was last at $12.59 on a volume of 7,917,400. Average daily volume has been at 13,144,881.

The mortgage REITS have really been beaten down lately. Here’s why: When interest rates are on the risk, these high yielding stocks can be relatively less attractive than they previously were because of other viable alternatives. Banks like NLY and WMC make money on the spread — the difference in yields between the 10-year Treasure Note and longer term loans. They “borrow short…and lend long.” As long as their costs of borrowing remain low (i.e., Thanks for the free money, Ben), then they make money on the spread. They sell the 10-year notes (likely to the Fed), and then loan that money in the form of a longer-term loan at a higher rate.

As time goes on, they can continually adjust their books by rotating out of short term bonds at similar prices — so they’re borrowing today to pay their debt on the bond they bought last year….two years ago…5 years ago…etc.

As long as rates stay low, this game that is essentially arbitrage works and they print money. But if the Fed signals that they’re not going to be the brainless buyer that they’ve been in the past through QE1…QE2…and QE3…then these mortgage REITS will have a tougher time with their arbitrage. As bond prices fall, yields go up. And as yields go up, so do their borrowing costs. Meanwhile, longer term mortgage dynamics are changed because people curtail their refinancing.

So essentially, these REITs can get “stuck” in a trade that’s not as easy to unwind as in the past.

Here is a chart of Annaly Capital Management (NLY), w hich has fallen nearly 25% over the past couple of months.

52 Week Range $12.16-$17.75
Market Cap 11,993,690,236
Average Volume 13,144,881
Dividend Yield 12.87%
Institutional Ownership 42.80%
Insider Ownership: 0.60%
Percentage of Float Short 4.10%
Beta 0.27

You can see that volume has increased over the past few days as the stock fell nearly to $12.00. Now, the stock is rebounding and I think this is a good opportunity to take a stock that now sports a 12.9% yield. If you look at a weekly chart, you’ll see that the stock has been in a downtrend since peaking in mid-2011…however, the oscillations have taken quite a while to run their course, and NLY is now at an extreme low. So taking stock now, with a stop below $12 is a reasonable risk — particularly since the stock could run back up to nearly $15 before it challenges the trend of lower highs.

Annaly Capital Management, Inc., owns, manages, and finances real estate related investments, including mortgage pass-through certificates, collateralized mortgage obligations, Agency callable debentures, and other securities.

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