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Serena Wolfe

Chief Financial Officer at ANNALY CAPITAL MANAGEMENT
Executive

About Serena Wolfe

Serena Wolfe is Annaly Capital Management’s Chief Financial Officer (CFO), age 45, serving since December 2019 after 20+ years at Ernst & Young (EY), including leadership of EY’s Central Region Real Estate Hospitality & Construction practice; she holds a Bachelor of Commerce in Accounting from the University of Queensland and is a CPA in New York and California, and serves on the board of Lennar Corporation . During her tenure, Annaly’s Tangible Economic Return (TER) has been volatile but improved in 2024: 2020: 1.6%, 2021: 0.1%, 2022: (23.7)%, 2023: 6.1%, 2024: 11.9% . The company emphasizes TER and Earnings Available for Distribution (EAD) Return on Equity as core performance measures in incentive design, with dividend-driven TSR features integrated into long-term equity governance .

Past Roles

OrganizationRoleYearsStrategic Impact
Annaly Capital Management, Inc.Chief Financial OfficerDec 2019–presentOversees firm financial condition, reporting, treasury and financing capacity; supports buildout of Residential Credit and MSR controls; reduced weighted average repo rate and expanded warehouse financing .
Ernst & Young LLP (EY)Partner; Central Region RHC Leader; Global RHC Assurance Leader2011–2019 (Partner), 2017–Nov 2019 (RHC Leader)Led sector go-to-market and client relationships; multi-jurisdiction practice across U.S. and Australia .

External Roles

OrganizationRoleYearsStrategic Impact
Lennar Corporation (NYSE: LEN)DirectorNot disclosedPublic company board service adds housing cycle insight; governance experience .

Fixed Compensation

Multi-year compensation (SEC Summary Compensation Table):

MetricFY 2022FY 2023FY 2024
Salary ($)750,000 750,000 750,000
Bonus ($)1,781,250 2,348,400 2,723,200
Stock Awards ($)749,992 1,781,232 2,348,400
All Other Compensation ($)13,032 14,250 11,750
Total ($)3,294,274 4,893,882 5,833,350

2024 incentive targets (set at start of year):

ComponentTarget Amount ($)
Target Cash Incentive2,250,000
Target RSUs1,125,000
Target PSUs1,125,000
Target Total Incentive4,500,000

Performance Compensation

Corporate scorecard (2024) and individual/overall outcomes:

MetricWeightThresholdTargetMaximumActualPayout Multiplier
Relative Tangible Economic Return50% 5th percentile 55th percentile 100th percentile 89th percentile 129%
Operating Efficiency (OpEx/Equity, Absolute)30% 1.60% 1.45% 1.30% 1.47% 92%
Market Risk (Total Assets Available for Financing / Equity)10% 40% 45% 50% 56% 150%
Operational Risk (KRIs achieved)10% 10/12 12/12 N/A12/12 100%
Weighted Corporate Multiplier117%
Individual AssessmentWeightIndividual MultiplierAbsolute TER ModifierFinal Multiplier
Serena Wolfe25% 125% +2% (12% Absolute TER) 121.00%

Award outcomes for 2024 performance (granted/payed early 2025):

ComponentAmount ($)
Cash Incentive Paid2,723,200
RSUs Granted (Value)1,361,600
PSUs Granted (Target Value)1,361,600
Total Annual Incentive (Cash + Equity)5,446,400

PSU (2025–2027) performance design:

MetricWeightThresholdTargetAbove TargetMaximumTSR Governor
Relative Tangible Economic Return50% 25th pct: 50% 55th pct: 100% 75th pct: 125% >90th pct: 150% Payout capped at 100% if 3-year TSR is negative
Average EAD ROE50% 10.50%: 50% 11.50%: 100% 12.50%: 125% 13.50%: 150% N/A

Equity Ownership & Alignment

Ownership and outstanding equity (as of applicable dates):

  • Beneficial ownership: 58,460 shares; percent of class “*” (<1%) .
  • Stock ownership guideline: 3× base salary for executive officers; required holding of net shares until later of 1 year post vest/exercise or meeting guideline .
  • Hedging/pledging: Prohibited for directors, executive officers, and employees .

Outstanding awards at 12/31/2024:

Grant DateTypeUnvested/Unearned (#)Market/Payout Value ($)
2/1/2022RSUs5,829 106,671
2/1/2023RSUs31,385 574,346
2/1/2023PSUs (unearned)70,613 1,292,209
2/1/2024RSUs66,302 1,213,327
2/1/2024PSUs (unearned)99,456 1,820,045

2024 vesting realized:

Metric2024
Shares acquired on vesting (#)46,566
Value realized ($)911,288

2024 award grants (for 2024 performance, granted on 2/1/2025):

TypeValue ($)Units (#)Vesting
RSUs1,361,600 66,712 3 equal annual installments starting 2/1/2026
PSUs (target)1,361,600 66,712 3-year performance period 1/1/2025–12/31/2027 with metric thresholds as above

Employment Terms

ProvisionTerm
Severance (without cause, non-CIC)1.25× base salary + 1.25× target cash bonus (lump sum), plus prorated cash bonus if termination after March 31 based on prior-year bonus; subject to release and clawback .
Change-in-Control Cash SeveranceNo enhanced cash severance; no single-trigger cash severance .
Equity – Qualifying TerminationRSUs continue to vest per schedule; PSUs continue to vest based on actual performance (not prorated); subject to release and covenants .
Equity – CIC + Involuntary Termination/Good ReasonImmediate vesting of all unvested RSUs; immediate vesting of PSUs at greater of target or actual (measured at last fiscal quarter-end before CIC) .
ClawbacksTwo policies: (1) No-fault recoupment for accounting restatements (3 fiscal years), and (2) misconduct-based recoupment for “detrimental conduct”; covers cash and all equity .
ProhibitionsNo hedging or pledging of Company stock .
Tax Gross-upsNo tax gross-ups for CIC excise taxes or perquisites (other than non-cash relocation benefits) .

Quantified potential payments (assuming termination at 12/31/2024):

ScenarioSeverance ($)Bonus ($)Accelerated/Continued Equity ($)Total ($)
Without Cause (non-CIC)3,750,000 2,723,200 5,006,596 11,479,796
Without Cause (within 2 years of CIC)3,750,000 2,723,200 5,006,596 11,479,796
Death0 0 3,969,179 3,969,179
Disability0 0 5,006,596 5,006,596

Performance & Track Record

Tangible Economic Return (companywide) during Wolfe’s tenure:

MetricFY 2020FY 2021FY 2022FY 2023FY 2024
Tangible Economic Return (%)1.6 0.1 (23.7) 6.1 11.9

2024 highlights cited in MDC review: improved liquidity and leverage, growth in Residential Credit and MSR portfolios, capital raising via ATM program, and operating expense below mREIT peer average .

Compensation Peer Group and Performance Peer Group

  • Compensation Peer Group includes diversified financials and mREITs (e.g., AMG, AMP, BEN, JEF, LAZ, RJF, VOYA; mREITs like AGNC, MFA, CIM, NYMT, RWT, RITM, PFSI, CG) .
  • Performance Peer Group used for scorecard and PSUs includes agency and hybrid mREIT peers (AGNC, ARR, CIM, DX, EFC, IVR, MFA, NYMT, ORC, RWT, TWO, RITM) .

Say‑on‑Pay & Shareholder Feedback

The 2024 advisory vote on executive compensation received ~63% support versus a prior five-year average ~88%, prompting enhanced engagement and program changes to increase equity weighting, simplify scorecard, rebalance absolute vs relative metrics, and apply scorecard only to cash incentives from 2025 onward .

Related Party Transactions and Governance Red Flags

No related person transactions requiring disclosure since the beginning of 2024; governance policies include prohibition on hedging/pledging, robust clawbacks, and no option repricing without shareholder approval .

Equity Program Design Notes

  • RSUs vest over three years; dividend equivalents accrue and are paid only upon vesting .
  • PSUs use 3-year performance against Relative TER and Average EAD ROE; a TSR governor caps Relative TER payouts if TSR is negative .
  • 2022 PSU cohort paid out at 125% of target based on 58th percentile Relative TER (capped at 100% due to negative TSR) and 14.44% Average EAD ROE (150%) .

Investment Implications

  • Alignment: Strong pay-for-performance architecture centered on TER and EAD ROE, robust clawbacks, and prohibitions on hedging/pledging support investor alignment; equity is 50% of total incentive for NEOs, with PSUs at 50% (moving to 60% target in 2025) .
  • Execution signals: 2024 corporate scorecard above target (117%) and Wolfe’s above-target individual multiplier (125%) led to a 121% final payout, consistent with improved TER and liquidity—suggesting reduced compensation risk and credible operational execution .
  • Retention/change-in-control: Cash severance is modest (1.25× salary+bonus) with double-trigger equity treatment and no CIC cash enhancements or tax gross-ups—lowering payout tail risk while providing continuity incentives .
  • Selling pressure: RSUs vest annually and PSUs cliff after three years; 2024 saw 46,566 shares vest for Wolfe, and sizable unearned PSUs remain outstanding, creating periodic settlement events but with governance limits on pledging/hedging .
  • Governance watch: The 63% 2024 say‑on‑pay result is a caution flag; however, program changes for 2025 (greater equity/PSU mix, simplified cash scorecard with more absolute metrics) should mitigate future vote risk and tighten pay-performance linkage .