Annaly capital management inc (NLY)
Income statement / Quarterly
Mar'20Dec'19Sep'19Jun'19Mar'19Dec'18Sep'18Jun'18Mar'18Dec'17Sep'17Jun'17Mar'17Dec'16Sep'16Jun'16Mar'16Dec'15Sep'15Jun'15Mar'15Dec'14Sep'14Jun'14Mar'14Dec'13Sep'13Jun'13Mar'13Dec'12Sep'12Jun'12Mar'12Dec'11Sep'11Jun'11Mar'11Dec'10Sep'10Jun'10Mar'10Dec'09Sep'09Jun'09Mar'09Sep'08Jun'08
Net interest income
Investment Securities and corporate debt

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

751,739

874,984

850,959

844,874

926,558

948,703

837,880

678,626

700,964

642,782

653,935

751,560

744,523

710,401

716,015

-

-

U.S. Treasury securities

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

4,588

7,397

1,418

1,082

2,302

6,497

4,825

2,039

751

40

-

-

-

-

-

-

-

Securities loaned

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

2,581

2,698

2,518

1,744

1,942

1,868

1,343

1,422

1,261

860

454

103

-

-

-

-

-

Reverse repurchase agreements

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

2,225

1,122

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Other

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

132

123

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Interest income

555,026

1,074,214

919,299

927,598

866,186

859,674

816,596

776,806

879,487

745,423

622,550

537,426

587,727

807,022

558,668

457,118

388,143

576,580

450,726

624,277

519,114

647,895

644,640

683,962

655,901

770,814

697,160

712,936

737,217

756,661

761,265

886,324

854,895

847,700

930,802

957,068

844,048

682,087

702,976

643,682

654,389

751,663

744,523

710,401

716,015

810,659

773,359

Interest expense:
Repurchase agreements

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

158,150

139,579

113,914

114,989

109,014

100,164

102,602

103,514

105,393

96,975

92,089

101,632

124,653

147,516

378,625

-

-

Convertible Senior Notes

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

18,026

18,965

14,727

12,552

8,798

6,900

6,767

7,034

7,033

6,966

3,195

-

-

-

-

-

-

Interest rate swaps

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

185,040

183,124

175,080

-

-

-

U.S. Treasury securities sold, not yet purchased

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

3,739

5,801

2,644

1,214

2,109

4,772

4,986

2,166

459

24

-

-

-

-

-

-

-

Securities borrowed

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

1,978

2,098

2,060

1,378

1,496

1,484

1,101

1,201

1,047

742

387

92

-

-

-

-

-

Interest expense

503,473

620,058

766,905

750,217

647,695

586,774

500,973

442,692

367,421

318,711

268,937

222,281

198,425

183,396

174,154

152,755

147,447

118,807

110,297

113,072

129,420

134,512

127,069

126,107

124,971

137,393

145,476

164,255

177,590

185,491

181,893

166,443

133,345

130,133

121,417

113,320

115,456

113,915

113,932

104,707

95,671

286,764

307,777

322,596

378,625

458,250

442,251

Net interest income

51,553

454,156

152,394

177,381

218,491

272,900

315,623

334,114

512,066

426,712

353,613

315,145

389,302

623,626

384,514

304,363

240,696

457,773

340,429

511,205

389,694

513,383

517,571

557,855

530,930

633,421

551,684

548,681

559,627

571,170

579,372

719,881

721,550

717,567

809,385

843,748

728,592

568,172

589,044

538,975

558,718

464,899

436,746

387,805

337,390

352,409

331,108

Realized and unrealized gains (losses)
Net interest component of interest rate swaps

-13,980

45,221

88,466

83,653

134,035

65,889

51,349

31,475

-48,160

-82,271

-88,211

-96,470

-104,156

-103,872

-124,572

-130,762

-147,475

-159,487

-162,304

-144,465

-158,239

-174,908

-169,083

-220,934

-260,435

-242,182

-227,909

-212,727

-225,476

-228,155

-224,272

-222,002

-219,340

-227,638

-231,849

-216,760

-206,148

-190,098

-188,636

-175,535

-180,838

-

-

-

-

-

-

Realized gains (losses) on termination or maturity of interest rate swaps

-397,561

-4,615

-682,602

-167,491

-588,256

0

575

0

834

-160,075

0

-58

0

-

1,337

-60,064

-

0

0

0

-226,462

0

0

-772,491

-6,842

-13,177

-36,658

-35,649

-16,378

0

0

0

-2,385

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Unrealized gains (losses) on interest rate swaps

-2,827,723

782,608

-326,309

-1,276,019

-390,556

-1,313,882

417,203

343,475

977,285

484,447

56,854

-177,567

149,184

1,430,668

256,462

-373,220

-1,031,720

463,126

-822,585

700,792

-466,202

-873,468

98,593

175,062

-348,942

561,101

6,343

1,109,022

325,734

341,554

-104,197

-611,215

341,639

-12,139

-1,505,333

-466,943

169,308

839,191

-448,253

-593,038

-116,732

212,456

-128,687

230,207

35,545

0

0

Subtotal

-3,239,264

823,214

-920,445

-1,359,857

-844,777

-1,247,993

469,127

374,950

929,959

242,101

-31,357

-274,095

45,028

1,271,582

133,227

-564,046

-1,179,195

303,639

-984,889

556,327

-850,903

-1,048,376

-70,490

-818,363

-616,219

305,742

-258,224

860,646

83,880

113,399

-328,469

-833,217

119,914

-239,777

-1,737,182

-683,703

-36,840

649,093

-636,889

-768,573

-297,570

-

-

-

-

-

-

Investment advisory and other fee income

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

20,766

20,460

20,828

20,710

17,207

16,321

15,343

13,863

12,546

14,835

14,620

11,736

7,761

7,663

6,406

Net gains (losses) on disposal of investments and other

206,583

17,783

66,522

-38,333

-93,916

-747,505

-324,294

-66,117

13,468

7,895

-11,552

-5,516

5,235

7,782

14,447

12,535

-1,675

-7,259

-7,943

3,833

62,356

3,420

4,693

5,893

79,710

28,602

43,602

147,998

182,843

114,831

142,172

94,837

80,299

80,657

91,668

7,336

27,185

33,802

61,986

39,041

46,962

91,150

591

2,364

5,023

-1,066

2,830

Net gains (losses) on other derivatives

206,426

-42,312

-16,888

-506,411

-115,159

-484,872

94,827

34,189

-47,145

121,334

154,208

-14,423

319

-139,470

162,981

81,880

125,189

42,584

108,175

-114,230

-6,906

-57,454

4,676

-46,489

-146,228

41,936

-96,022

54,046

1,549

15,181

1,368

1,105

5,256

6,356

1,942

-5,712

18,812

-3,510

1,082

77

-

-

-

-

-

-

-

Net unrealized gains (losses) on instruments measured at fair value through earnings

-730,160

-5,636

-1,091

-4,881

47,629

-18,169

-39,944

-48,376

-51,593

-12,115

-67,492

16,240

23,683

110,742

29,675

-54,154

128

-62,703

-24,501

17,581

-33,546

-29,520

-37,944

2,085

-20,793

60,181

-7,099

111,521

80,127

-31,148

-33,563

-26,103

30,877

-67,612

-39,321

276

-

-

-

-

-

-

-

-

-

-

-

Provision for Loan and Lease Losses

99,300

7,400

3,500

0

5,700

3,500

0

0

0

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Bargain purchase gain

-

-

-

-

-

-

-

-

-

-

-

-

-

-

72,576

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Impairment of goodwill

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

22,966

-

-

-

-

-

-

-

23,987

-

-

0

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Loss on previously held equity interest in CreXus

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

18,896

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Loss on other-than-temporarily impaired securities

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-31,834

-

Loss on receivable from Prime Broker

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-13,613

-

-

-

-

-

Subtotal

-416,477

-37,527

45,039

-549,625

-167,149

-1,254,042

-269,411

-80,304

-85,270

117,114

75,164

-3,699

29,237

-20,946

279,679

40,261

123,642

-27,378

75,731

-115,782

21,904

-104,182

-28,575

-38,511

-66,683

69,503

-41,701

294,109

284,490

49,883

50,780

98,389

144,719

48,163

86,595

30,763

72,405

54,940

87,423

60,811

67,472

-

-

-

-

-

-

Total realized and unrealized gains (losses)

-3,655,741

785,687

-875,406

-1,909,482

-1,011,926

-2,502,035

199,716

294,646

844,689

359,215

43,807

-277,794

74,265

1,250,636

412,906

-523,785

-1,055,553

276,261

-909,158

440,545

-828,999

-

-99,065

-856,874

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Other income (loss):
Investment advisory income

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

0

3,780

10,604

10,464

10,858

8,253

6,109

6,123

8,490

9,558

12,187

13,408

-

20,915

21,810

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Net loss on extinguishment of 4% Convertible Senior Notes

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-87,328

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Income from trading securities

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

7,671

2,180

Dividend income from affiliate

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

0

0

4,318

4,318

4,048

4,048

4,048

13,045

4,048

4,048

4,048

6,431

7,097

7,097

6,621

7,521

8,283

8,706

8,230

6,297

7,647

8,097

7,330

7,964

7,647

5,398

3,221

918

580

580

Income from underwriting

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

19

2,772

-77

2,904

680

915

500

-

-

-

-

-

-

-

Other income (loss)

14,926

42,656

35,074

28,181

30,502

52,377

-10,643

34,170

34,023

25,064

28,282

30,865

31,646

30,918

29,271

-9,930

-6,115

-10,447

-13,455

-22,275

-1,024

3,614

-22,249

4,687

1,460

4,380

4,212

7,192

132

-

119

119

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Total other income (loss)

-

-

-

-

-

-

-

-

-

-

-

30,865

31,646

-

29,271

-9,930

-6,115

-10,447

-9,675

-7,353

13,758

722,050

-9,948

14,844

-682,902

-1,145,066

-299,925

1,154,755

368,370

163,282

-277,689

-734,828

264,633

-191,614

-1,650,587

-652,940

35,565

704,033

-549,466

-707,762

-230,098

312,475

-108,078

247,528

49,247

-16,986

11,996

General and administrative expenses
Distribution fees

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

0

0

0

360

418

478

432

428

299

370

Compensation and management fee

40,825

40,403

41,161

44,231

44,833

43,750

45,983

45,579

44,529

44,129

41,993

38,938

39,262

39,845

38,709

36,048

36,997

37,193

37,450

37,014

38,629

38,734

39,028

39,277

38,521

43,385

41,774

43,764

38,443

25,842

52,310

53,536

59,014

54,340

57,629

49,752

44,530

40,193

37,419

35,080

34,267

-

-

-

-

-

-

Other general and administrative expenses

36,804

32,948

24,977

34,177

38,904

33,323

80,526

18,202

17,981

15,128

15,023

15,085

14,566

15,608

59,028

13,173

10,948

10,643

12,007

14,995

12,309

19,720

12,289

12,912

8,857

12,909

16,970

21,367

13,469

14,242

10,694

11,020

8,901

8,754

7,565

7,477

7,297

6,303

6,011

6,460

5,754

-

-

-

-

-

-

Total general and administrative expenses

77,629

73,351

66,138

78,408

83,737

77,073

126,509

63,781

62,510

59,257

57,016

54,023

53,828

55,453

97,737

49,221

47,945

47,836

49,457

52,009

50,938

58,454

51,317

52,189

47,378

56,294

58,744

65,131

51,912

-

63,004

64,556

-

-

-

-

-

-

-

-

-

36,880

33,344

30,046

29,882

25,455

27,215

Income (loss) before income taxes

-3,666,891

1,209,148

-754,076

-1,782,328

-846,670

-2,253,831

378,187

599,149

1,328,268

751,734

368,686

14,193

441,385

1,849,727

728,954

-278,573

-868,917

675,751

-627,861

892,388

-476,485

-658,481

357,241

-336,364

-199,350

1,030,506

193,015

1,638,305

876,085

694,368

238,679

-79,503

918,268

462,859

-906,396

133,579

712,330

1,225,709

-3,852

-210,327

288,239

740,076

294,846

604,855

356,327

309,669

315,519

Total expenses

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

67,915

63,094

65,194

57,229

51,827

46,496

43,430

41,540

40,381

37,298

33,822

30,478

30,310

25,754

27,585

Income Tax Expense (Benefit)

-26,702

-594

-6,907

-5,915

2,581

1,041

-7,242

3,262

564

4,963

1,371

-329

977

1,244

-1,926

-76

-837

6,085

-370

-7,683

14

-209

2,385

-852

4,001

1,757

557

92

5,807

-6,127

13,921

11,656

16,462

17,297

15,417

12,762

13,575

8,207

11,076

8,837

7,314

10,489

9,657

7,801

6,434

7,538

7,527

Net Income (Loss), Including Portion Attributable to Noncontrolling Interest

-3,640,189

1,209,742

-747,169

-1,776,413

-849,251

-2,254,872

385,429

595,887

1,327,704

746,771

367,315

14,522

440,408

1,848,483

730,880

-278,497

-868,080

669,666

-627,491

900,071

-476,499

-658,272

354,856

-335,512

-203,351

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

302,131

307,992

Net Income (Loss) Attributable to Noncontrolling Interest

66

68

-110

-83

-101

17

-149

-32

-96

-151

-232

-102

-103

-87

-336

-385

-162

-373

-197

-149

-90

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

0

0

Income (loss) from equity method investment in affiliate

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

0

0

0

1,140

1,002

868

935

140

252

-

-

-

-

-

Net Income (Loss) Attributable to Parent

-3,640,255

1,209,674

-747,059

-1,776,330

-849,150

-2,254,889

385,578

595,919

1,327,800

746,922

367,547

14,624

440,511

1,848,570

731,216

-278,112

-867,918

670,039

-627,294

900,220

-476,409

-658,076

354,856

-335,512

-203,351

1,028,749

192,458

1,638,213

870,278

700,495

224,758

-91,159

901,806

445,562

-921,813

120,817

699,895

1,218,504

-14,060

-218,229

281,065

729,335

285,189

597,054

349,893

302,131

307,992

Dividends on preferred stock

35,509

35,509

36,151

32,422

32,494

32,494

31,675

31,377

33,766

32,334

30,355

23,473

23,473

23,473

22,803

17,992

17,992

17,992

17,992

17,992

17,992

17,992

17,992

17,992

17,992

17,992

17,992

17,992

17,992

19,717

9,367

6,508

3,938

4,148

4,172

4,267

4,267

4,268

4,515

4,625

4,625

4,625

4,625

4,625

4,626

5,335

5,334

Net income (loss) available (related) to common stockholders

-3,675,764

1,174,165

-783,210

-1,808,752

-881,644

-2,287,383

353,903

564,542

1,294,034

714,588

337,192

-8,849

417,038

1,825,097

708,413

-296,104

-885,910

652,047

-645,286

882,228

-494,401

-676,068

336,864

-353,504

-221,343

1,010,757

174,466

1,620,221

852,286

680,778

215,391

-97,667

897,868

441,414

-925,985

116,550

695,628

1,214,236

-18,575

-222,854

276,440

724,710

280,564

592,429

345,267

296,796

302,658

Net income (loss) per share available (related) to common stockholders
Basic (in dollars per share)

-2.57

0.81

-0.54

-1.24

-0.63

-1.96

0.29

0.49

1.12

0.66

0.31

-0.01

0.41

1.97

0.70

-0.32

-0.96

0.69

-0.68

0.93

-0.52

-0.72

0.36

-0.37

-0.23

1.07

0.18

1.71

0.90

0.70

0.22

-0.10

0.92

0.46

-0.98

0.14

0.92

1.94

-0.03

-0.40

0.50

1.31

0.51

1.09

0.64

0.55

0.60

Diluted (in dollars per share)

-2.57

0.81

-0.54

-1.24

-0.63

-1.96

0.29

0.49

1.12

0.66

0.31

-0.01

0.41

1.97

0.70

-0.32

-0.96

0.69

-0.68

0.93

-0.52

-0.71

0.35

-0.37

-0.23

1.05

0.18

1.64

0.87

0.70

0.22

-0.10

0.89

0.44

-0.98

0.14

0.89

1.84

-0.03

-0.40

0.49

1.30

0.51

1.08

0.63

0.54

0.59

Weighted average number of common shares outstanding
Basic (in shares)

1,430,994

1,431,638

1,453,359

1,456,038

1,398,614

1,315,998

1,202,353

1,160,436

1,159,617

1,153,184

1,072,566

1,019,000

1,018,942

1,019,841

1,007,607

924,887

926,813

945,051

947,795

947,731

947,669

947,617

947,565

947,515

947,458

947,387

947,303

947,411

947,249

970,597

974,729

974,555

971,727

970,056

948,545

822,623

752,413

625,138

611,904

559,700

554,995

552,917

547,611

544,344

542,903

538,706

503,758

Diluted (in shares)

1,430,994

1,431,638

1,453,359

1,456,038

1,398,614

1,314,970

1,202,353

1,160,979

1,160,103

1,154,057

1,073,040

1,019,000

1,019,307

1,020,745

1,007,963

924,887

926,813

945,711

947,795

947,929

947,669

907,867

987,315

947,515

947,458

1,036,492

955,690

995,229

994,815

1,040,868

997,007

974,555

1,010,588

1,011,495

948,545

827,754

790,993

662,476

611,904

559,700

575,859

559,332

553,376

550,099

548,551

547,882

512,678

Common Stock, Dividends, Per Share, Declared

-

-

-

-

-

-

-

-

-

-

0.30

0.30

0.30

-

0.30

0.30

0.30

-

0.30

0.30

0.30

-

0.30

0.30

0.30

0.30

0.35

0.40

0.45

0.45

0.50

0.55

0.55

-

0.60

0.65

-

-

-

-

-

-

-

-

-

-

-

Net income (loss)

-3,640,189

1,209,742

-747,169

-1,776,413

-849,251

-2,254,872

385,429

595,887

1,327,704

746,771

367,315

14,522

440,408

1,848,483

730,880

-278,497

-868,080

669,666

-627,491

900,071

-476,499

-658,272

354,856

-335,512

-203,351

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

302,131

307,992

Other comprehensive income (loss)
Unrealized gains (losses) on available-for-sale securities

1,374,796

-153,192

1,034,873

1,654,783

1,599,398

1,100,052

-719,609

-505,130

-1,879,479

-487,597

195,251

261,964

-59,615

-2,206,288

18,237

483,930

1,017,707

-648,106

609,725

-1,125,043

631,472

1,175,864

-390,871

1,522,126

741,172

-1,244,500

-121,942

-3,144,496

-867,151

-894,972

798,269

741,727

-162,259

16,157

1,115,325

1,047,639

-142,227

-692,663

-619,080

664,544

7,416

-25,190

542,396

176,013

820,178

-200,513

-529,008

Unrealized losses on interest rate swaps

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

0

0

0

14,298

13,570

18,402

26,846

36,081

47,663

56,055

66,934

54,166

16,740

388,861

Reclassification adjustment for net (gains) losses included in net income (loss)

391,616

22,432

86,061

-29,596

-61,091

-743,039

-331,100

-70,763

-5,419

-1,726

-15,367

-13,360

-19,417

-718

15,606

7,250

-255

-7,655

-8,095

3,921

62,356

24,353

-4,693

-5,903

80,718

49,643

43,602

147,998

182,843

281,991

141,982

94,837

-80,299

80,657

-91,668

-7,336

27,185

33,802

61,986

39,041

46,962

101,196

591

2,364

-5,023

1,066

-2,830

Other comprehensive income (loss)

983,180

-175,624

948,812

1,684,379

1,660,489

1,843,091

-388,509

-434,367

-1,874,060

-485,871

210,618

275,324

-40,198

-2,205,570

2,631

476,680

1,017,962

-640,451

617,820

-1,128,964

569,116

1,172,703

-395,564

1,516,223

660,454

-1,294,143

-165,544

-3,292,494

-1,049,994

-1,016,365

656,287

646,890

-242,558

-64,500

1,023,657

1,040,303

-155,114

-712,895

-662,664

652,349

-3,465

-68,677

597,860

240,583

869,321

-182,707

-142,977

Comprehensive income (loss)

-2,657,009

1,034,118

201,643

-92,034

811,238

-411,781

-3,080

161,520

-546,356

260,900

577,933

289,846

400,210

-357,087

733,511

198,183

149,882

29,215

-9,671

-228,893

92,617

514,431

-40,708

1,180,711

457,103

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Comprehensive income (loss) attributable to noncontrolling interests

66

68

-110

-83

-101

17

-149

-32

-96

-151

-232

-102

-103

-87

-336

-385

-162

-373

-197

-149

-90

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Comprehensive income (loss) attributable to Annaly

-2,657,075

1,034,050

201,753

-91,951

811,339

-411,798

-2,931

161,552

-546,260

261,051

578,165

289,948

400,313

-357,000

733,847

198,568

150,044

29,588

-9,474

-228,744

92,707

514,627

-40,708

1,180,711

457,103

-265,394

26,914

-1,654,281

-179,716

-315,870

881,045

555,731

659,248

381,062

101,844

1,161,120

544,781

505,609

-676,724

434,120

277,600

660,658

883,049

837,637

1,219,214

119,424

165,015

Preferred Stock Dividends and Other Adjustments

35,509

35,509

36,151

32,422

32,494

32,494

31,675

31,377

33,766

32,334

30,355

23,473

23,473

23,473

22,803

17,992

17,992

17,992

17,992

17,992

17,992

17,992

17,992

17,992

17,992

17,992

17,992

17,992

17,992

19,717

9,367

6,508

3,938

4,148

4,172

4,267

4,267

4,268

4,515

4,625

4,625

4,625

4,625

4,625

4,626

5,335

5,334

Comprehensive income (loss) attributable to common stockholders

-2,692,584

998,541

165,602

-124,373

778,845

-444,292

-34,606

130,175

-580,026

228,717

547,810

266,475

376,840

-380,473

711,044

180,576

132,052

11,596

-27,466

-246,736

74,715

-

-58,700

1,162,719

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Series F Preferred Stock
Cumulative and undeclared dividends

-

-

-

-

-

-

-

-

-

-

8,300

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-