Annaly capital management inc (NLY)
Income statement / TTM
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

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

3,322

3,497

3,571

3,558

3,391

3,166

2,860

2,676

2,749

2,792

2,860

2,922

0

0

0

-

-

U.S. Treasury securities

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

14

12

11

14

15

14

7

0

0

0

-

-

-

-

-

-

-

Securities loaned

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

9

8

8

6

6

5

4

3

2

0

0

0

-

-

-

-

-

Reverse repurchase agreements

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

0

0

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Other

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

0

0

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Interest income

3,476

3,787

3,572

3,470

3,319

3,332

3,218

3,024

2,784

2,493

2,554

2,490

2,410

2,210

1,980

1,872

2,039

2,170

2,242

2,435

2,495

2,632

2,755

2,807

2,836

2,918

2,903

2,968

3,141

3,259

3,350

3,519

3,590

3,579

3,414

3,186

2,872

2,683

2,752

2,794

2,860

2,922

2,981

3,010

0

0

0

Interest expense:
Repurchase agreements

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

526

477

438

426

415

411

408

397

396

415

465

752

0

0

0

-

-

Convertible Senior Notes

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

64

55

42

35

29

27

27

24

0

0

0

-

-

-

-

-

-

Interest rate swaps

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

0

0

0

-

-

-

U.S. Treasury securities sold, not yet purchased

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

13

11

10

13

14

12

7

0

0

0

-

-

-

-

-

-

-

Securities borrowed

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

7

7

6

5

5

4

4

3

2

0

0

0

-

-

-

-

-

Interest expense

2,640

2,784

2,751

2,485

2,178

1,897

1,629

1,397

1,177

1,008

873

778

708

657

593

529

489

471

487

504

517

512

515

533

572

624

672

709

711

667

611

551

498

480

464

456

448

428

601

794

1,012

1,295

1,467

1,601

0

0

0

Net interest income

835

1,002

821

984

1,141

1,434

1,588

1,626

1,607

1,484

1,681

1,712

1,701

1,553

1,387

1,343

1,550

1,699

1,754

1,931

1,978

2,119

2,239

2,273

2,264

2,293

2,231

2,258

2,430

2,591

2,738

2,968

3,092

3,099

2,949

2,729

2,424

2,254

2,151

1,999

1,848

1,626

1,514

1,408

0

0

0

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

203

351

372

334

282

100

-47

-187

-315

-371

-392

-429

-463

-506

-562

-600

-613

-624

-639

-646

-723

-825

-892

-951

-943

-908

-894

-890

-899

-893

-893

-900

-895

-882

-844

-801

-760

-735

-359

11

362

-

-

-

-

-

-

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

-1,252

-1,442

-1,438

-755

-587

1

-158

-159

-159

-160

1

-58

0

-

0

0

-

-226

-226

-226

-998

-779

-792

-829

-92

-101

-88

-52

-16

-2

0

0

0

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Unrealized gains (losses) on interest rate swaps

-3,647

-1,210

-3,306

-2,563

-943

424

2,222

1,862

1,341

512

1,459

1,658

1,463

282

-685

-1,764

-690

-124

-1,461

-540

-1,066

-948

485

393

1,327

2,002

1,782

1,672

-48

-32

-385

-1,787

-1,642

-1,815

-963

93

-32

-318

-945

-626

197

349

137

265

0

0

0

Subtotal

-4,696

-2,301

-4,373

-2,983

-1,248

526

2,016

1,515

866

-18

1,011

1,175

885

-338

-1,306

-2,424

-1,304

-975

-2,327

-1,413

-2,788

-2,553

-1,199

-1,387

291

992

799

729

-964

-928

-1,281

-2,690

-2,540

-2,697

-1,808

-708

-793

-1,053

0

0

0

-

-

-

-

-

-

Investment advisory and other fee income

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

82

79

75

69

62

58

56

55

53

48

41

33

0

0

0

Net gains (losses) on disposal of investments and other

252

-47

-813

-1,204

-1,231

-1,124

-369

-56

4

-3

-4

21

39

33

18

-4

-13

50

61

74

76

93

118

157

299

403

489

587

534

432

397

347

259

206

159

130

162

181

239

177

141

99

6

9

0

0

0

Net gains (losses) on other derivatives

-359

-680

-1,123

-1,011

-471

-403

203

262

213

261

0

9

105

230

412

357

161

29

-70

-173

-106

-245

-146

-246

-146

1

-25

72

19

22

14

14

7

21

11

10

16

0

0

0

-

-

-

-

-

-

-

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

-741

36

23

-15

-58

-158

-152

-179

-114

-39

83

180

109

86

-87

-141

-69

-103

-69

-83

-98

-86

3

34

143

244

153

126

-10

-59

-96

-102

-75

0

0

0

-

-

-

-

-

-

-

-

-

-

-

Provision for Loan and Lease Losses

110

16

12

9

9

3

0

0

0

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Bargain purchase gain

-

-

-

-

-

-

-

-

-

-

-

-

-

-

0

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Impairment of goodwill

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

0

-

-

-

-

-

-

-

0

-

-

0

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Loss on previously held equity interest in CreXus

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

0

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Loss on other-than-temporarily impaired securities

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

0

-

Loss on receivable from Prime Broker

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

0

-

-

-

-

-

Subtotal

-958

-709

-1,925

-2,240

-1,770

-1,689

-317

26

103

217

79

284

328

422

416

212

56

-45

-122

-226

-149

-237

-64

-77

255

606

586

679

483

343

342

377

310

237

244

245

275

270

0

0

0

-

-

-

-

-

-

Total realized and unrealized gains (losses)

-5,654

-3,011

-6,298

-5,223

-3,019

-1,162

1,698

1,542

969

199

1,090

1,460

1,214

84

-890

-2,212

-1,247

-1,021

-1,396

-1,344

0

-

0

0

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Other income (loss):
Investment advisory income

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

24

35

40

35

31

28

30

36

43

56

68

0

-

0

0

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Net loss on extinguishment of 4% Convertible Senior Notes

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

0

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Income from trading securities

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

0

0

Dividend income from affiliate

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

8

12

16

16

25

25

25

25

18

21

24

27

28

29

31

32

31

30

30

29

31

31

28

24

17

10

5

0

0

0

Income from underwriting

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

5

6

4

4

0

0

0

-

-

-

-

-

-

-

Other income (loss)

120

136

146

100

106

109

82

121

118

115

121

122

81

44

2

-39

-52

-47

-33

-41

-14

-12

-11

14

17

15

11

7

0

-

0

0

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Total other income (loss)

-

-

-

-

-

-

-

-

-

-

-

122

81

-

2

-36

-33

-13

718

718

740

44

-1,823

-2,113

-973

78

1,386

1,408

-480

-584

-939

-2,312

-2,230

-2,459

-1,563

-462

-517

-783

-1,174

-733

221

501

171

291

0

0

0

General and administrative expenses
Distribution fees

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

0

0

1

1

1

1

1

0

0

0

Compensation and management fee

166

170

173

178

180

179

180

176

169

164

160

156

153

151

148

147

148

150

151

153

155

155

160

162

167

167

149

160

170

190

219

224

220

206

192

171

157

146

0

0

0

-

-

-

-

-

-

Other general and administrative expenses

128

131

131

186

170

150

131

66

63

59

60

104

102

98

93

46

48

49

59

59

57

53

46

51

60

64

66

59

49

44

39

36

32

31

28

27

26

24

0

0

0

-

-

-

-

-

-

Total general and administrative expenses

295

301

305

365

351

329

312

242

232

224

220

261

256

250

242

194

197

200

210

212

212

209

207

214

227

232

238

244

0

-

0

0

-

-

-

-

-

-

-

-

-

130

118

112

0

0

0

Income (loss) before income taxes

-4,994

-2,173

-5,636

-4,504

-2,123

51

3,057

3,047

2,462

1,575

2,673

3,034

2,741

1,431

257

-1,099

71

463

-870

114

-1,114

-836

852

687

2,662

3,737

3,401

3,447

1,729

1,771

1,540

395

608

402

1,165

2,067

1,723

1,299

814

1,112

1,928

1,996

1,565

1,586

0

0

0

Total expenses

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

253

237

220

198

183

171

162

153

141

131

120

114

0

0

0

Income Tax Expense (Benefit)

-40

-10

-9

-9

-0

-2

1

10

6

6

3

-0

0

-1

3

4

-2

-1

-8

-5

1

5

7

5

6

8

0

13

25

35

59

60

61

59

49

45

41

35

37

36

35

34

31

29

0

0

0

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

-4,954

-2,163

-5,627

-4,495

-2,122

54

3,055

3,037

2,456

1,569

2,670

3,034

2,741

1,432

253

-1,104

74

465

-862

120

-1,115

-842

0

0

0

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

0

0

Net Income (Loss) Attributable to Noncontrolling Interest

-0

-0

-0

-0

-0

-0

-0

-0

-0

-0

-0

-0

-0

-0

-1

-1

-0

-0

0

0

0

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

0

0

Income (loss) from equity method investment in affiliate

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

1

2

3

3

2

2

0

0

0

-

-

-

-

-

Net Income (Loss) Attributable to Parent

-4,953

-2,162

-5,627

-4,494

-2,122

54

3,056

3,038

2,456

1,569

2,671

3,034

2,742

1,433

255

-1,103

75

466

-861

120

-1,115

-842

844

682

2,656

3,729

3,401

3,433

1,704

1,735

1,480

334

546

344

1,117

2,025

1,686

1,267

778

1,077

1,892

1,961

1,534

1,557

0

0

0

Dividends on preferred stock

139

136

133

129

128

129

129

127

119

109

100

93

87

82

76

71

71

71

71

71

71

71

71

71

71

71

73

65

53

39

23

18

16

16

16

17

17

18

18

18

18

18

19

19

0

0

0

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

-5,093

-2,299

-5,760

-4,623

-2,250

-74

2,927

2,910

2,336

1,459

2,570

2,941

2,654

1,351

178

-1,175

3

394

-933

48

-1,187

-914

772

610

2,584

3,657

3,327

3,368

1,650

1,696

1,457

315

529

327

1,100

2,007

1,668

1,249

759

1,058

1,874

1,942

1,515

1,537

0

0

0

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

1,431

1,453

1,456

1,398

1,315

1,202

1,160

1,159

1,153

1,072

1,019

1,018

1,019

1,007

924

926

945

947

947

947

947

947

947

947

947

947

947

947

970

974

974

971

970

948

822

752

625

611

559

554

552

547

544

542

538

503

Diluted (in shares)

1,430

1,431

1,453

1,456

1,398

1,314

1,202

1,160

1,160

1,154

1,073

1,019

1,019

1,020

1,007

924

926

945

947

947

947

907

987

947

947

1,036

955

995

994

1,040

997

974

1,010

1,011

948

827

790

662

611

559

575

559

553

550

548

547

512

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)

-4,954

-2,163

-5,627

-4,495

-2,122

54

3,055

3,037

2,456

1,569

2,670

3,034

2,741

1,432

253

-1,104

74

465

-862

120

-1,115

-842

0

0

0

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

0

0

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

3,911

4,135

5,389

3,634

1,474

-2,004

-3,591

-2,676

-1,909

-89

-1,808

-1,985

-1,763

-686

871

1,463

-145

-531

1,292

291

2,938

3,048

627

896

-3,769

-5,378

-5,028

-4,108

-222

482

1,393

1,710

2,016

2,036

1,328

-406

-789

-639

27

1,189

700

1,513

1,338

266

0

0

0

Unrealized losses on interest rate swaps

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

14

27

46

73

94

128

166

206

224

193

526

0

0

0

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

470

17

-747

-1,164

-1,205

-1,150

-409

-93

-35

-49

-48

-17

2

21

14

-8

-12

50

82

85

76

94

119

168

321

424

656

754

701

438

237

3

-98

8

-38

115

162

181

249

187

151

99

-1

-4

0

0

0

Other comprehensive income (loss)

3,440

4,118

6,136

4,799

2,680

-853

-3,182

-2,583

-1,873

-40

-1,759

-1,967

-1,766

-708

856

1,472

-133

-582

1,230

217

2,862

2,953

486

716

-4,091

-5,802

-5,524

-4,702

-763

44

996

1,363

1,756

1,844

1,195

-490

-878

-726

-82

1,178

766

1,639

1,525

784

0

0

0

Comprehensive income (loss)

-1,513

1,954

509

304

557

-799

-127

453

582

1,528

910

1,066

974

724

1,110

367

-59

-116

368

337

1,747

2,111

0

0

0

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Comprehensive income (loss) attributable to noncontrolling interests

-0

-0

-0

-0

-0

-0

-0

-0

-0

-0

-0

-0

-0

-0

-1

-1

-0

-0

0

0

0

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Comprehensive income (loss) attributable to Annaly

-1,513

1,955

509

304

558

-799

-126

454

582

1,529

911

1,067

975

725

1,112

368

-58

-115

369

337

1,747

2,111

1,331

1,399

-1,435

-2,072

-2,122

-1,268

941

1,780

2,477

1,697

2,303

2,188

2,313

1,534

807

540

695

2,255

2,658

3,600

3,059

2,341

0

0

0

Preferred Stock Dividends and Other Adjustments

139

136

133

129

128

129

129

127

119

109

100

93

87

82

76

71

71

71

71

71

71

71

71

71

71

71

73

65

53

39

23

18

16

16

16

17

17

18

18

18

18

18

19

19

0

0

0

Comprehensive income (loss) attributable to common stockholders

-1,652

1,818

375

175

430

-928

-255

326

462

1,419

810

973

887

643

1,035

296

-130

-187

-258

931

0

-

0

0

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Series F Preferred Stock
Cumulative and undeclared dividends

-

-

-

-

-

-

-

-

-

-

0

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-