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Annaly Capital Management·Balance Sheet Statement·63 metrics

Breakdown

MetricQ2 '24Q3 '24Q4 '24Q1 '25Q2 '25Q3 '25Q4 '25Q1 '26
Investment Owned Balance Principal Amount$99.1B$105.4B$109.2B$112.9B$117.7B$131.5B$143.4B$147.8B
Financial Assets, Fair Value Disclosure$98.4B$132.2B$134.5B
Secured financings and interest rate swaps - collateral held, estimated fair value$65.8B$69.3B$71.8B$68B$73.5B$81.7B$89B$90.1B
Debt Securities, Available-for-Sale, Amortized Cost, Excluding Accrued Interest, after Allowance for Credit Loss$69.3B$71.7B$72.1B$71.5B$74.5B$85.3B$91B$88.9B
Estimated Fair Value$67B$71.7B$69.8B$70.4B$73.5B$85.1B$91.3B$88.5B
Mortgage-backed securities, fair value$67.4B$89.6B$86.4B
Security Sold under Agreement to Repurchase, Subject to Master Netting Arrangement, after Offset$60.8B$64.3B$65.7B$61.7B$66.5B$75.1B$81.9B$85.1B
Loans retained by Huntington$17.9B$21B$22B$24.5B$27B$29.5B$32.1B$34.2B
Fair Value Measurement Disclosure$23.2B$33.3B$33.4B
Debt issued by securitization vehicles$15.8B$18.7B$19.5B$21.8B$24.1B$26.6B$28.9B$30.7B
Securitized Debt Of Consolidated VIE Fair Value Disclosure$19.5B$28.9B$30.7B
Repurchase agreement amount$2.9B$3.5B$3.6B$3.9B$4.2B$4.3B$4.8B$5.3B
Transfer of residential loans to securitization vehicles, carrying value$5.6B$8.8B$11.2B$3.2B$7B$10.9B$15.8B$4.9B
Remaining Premium$2.2B$2.4B$2.5B$2.5B$2.6B$2.7B$2.9B$2.9B
Participations issued$1.1B$467M$1.2B$1.7B$1.6B$1.8B$1.9B$2.5B
Remaining capacity of repurchase agreement$1.9B$2.2B$2.2B$2.2B$2.5B$2.5B$2.5B$1.9B
Cash Collateral for Borrowed Securities$1.3B$1.2B$1.2B$1.5B$1.8B$1.8B$1.7B$1.5B
Payable for unsettled trades$1.1B$1.9B$308.3M$2.3B$1.5B$2.6B$2.1B$1.5B
Common stock, shares authorized (in shares)$1.5B$1.5B$1.5B$1.5B$1.5B$1.5B$1.5B$1.5B
Debt Securities, Available-for-sale, Remaining Discount$1.3B$1.3B$1.3B$1.3B$1.4B$1.4B$1.2B$1.2B
Debt Securities, Available-for-Sale, Accumulated Gross Unrealized Loss, before Tax$2.5B$1.1B$2.5B$1.6B$1.5B$1.1B$877.5M$1.2B
Security Purchased under Agreement to Resell, Subject to Master Netting Arrangement, before Offset$2B$2.7B$2.6B$2.5B$3.5B$4.5B$2.5B$1B
Receivable for unsettled trades$320.7M$766.3M$2.2B$2.5M$1.1B$185.9M$1M$891.3M
Principal and interest receivable$917.1M$1.1B$1.1B$836.9M$830.5M$959.4M$926.7M$806.5M
Common stock, shares issued (in shares)$501M$558M$578.4M$602.3M$642.1M$681.1M$707M$730.3M
Common Stock, Shares, Outstanding$501M$558M$578.4M$602.3M$642.1M$681.1M$707M$730.3M
Gross Unrealized Gains$266.4M$1.1B$235.8M$480.7M$555.5M$910.2M$1.2B$704.8M
Exercise of optional redemption provisions of securitization vehicles, carrying value$290.4M$577.3M$535.8M
Secured financings and interest rate swaps - collateral held, accrued interest$293.3M$304.7M$332.7M$310.1M$333.2M$374.6M$404.1M$425.6M
Other derivatives$204.1M$108.2M$387M
Gross Assets/Liabilities$100.8M$102.6M$59.6M$181.1M$426M$199.1M$53.8M$207.4M
Derivative Liability$100.8M$102.6M$59.6M$181.1M$426M$199.1M$53.8M$207.4M
Other derivatives$52.4M$37.4M$194.5M
Deferred Tax Liabilities, Net$131.9M$149.9M$159.1M$159.3M$151.3M$149.1M
Other investments ($20 and $8 pledged as collateral)$754.9M$213.8M$110.6M
Deferred Tax Assets, Net$62.9M$72.6M$81.4M$89.4M$89.2M$90M
Operating Loss Carryforwards$50.3M$61.5M$79.7M$97.9M$109.1M$81.6M
Preferred Stock, Shares Authorized$63.5M$63.5M$63.5M$63.5M$63.5M$75M$75M$75M
Preferred Stock, Shares Issued$63.5M$63.5M$63.5M$63.5M$63.5M$74.5M$74.5M$74.5M
Preferred Stock, Shares Outstanding$63.5M$63.5M$63.5M$63.5M$63.5M$74.5M$74.5M$74.5M
Deferred Tax Assets Operating Loss Carryforwards Not Subject To Expiration$42.4M$53.6M$71.8M$90M$101.2M$73.9M
Lessee Operating Lease Liability Payments Due$5.8M$4.7M$65.6M$64.6M$63.6M$62.6M$62.5M$62.4M
Noncontrolling interests in subsidiaries$81.8M$96.7M$87.7M$89.8M$93.1M$85.7M$69.1M$51.7M
Later years$0$0$55.9M$52M$52M$52M$52M$48.2M
Reverse repurchase agreements$0$35M$34.4M$33.5M
Security Purchased under Agreement to Resell, Subject to Master Netting Arrangement, after Offset$0$0$0$0$0$35M$34.4M$33.5M
Lessee Operating Lease Liability Undiscounted Excess Amount$187K$143K$37M$36.5M$34.4M$30.9M$29.4M$28.8M
Interests in MSR$0$35.8M$28.6M$27.2M
Interests in MSR$28.6M$27.2M
Deferred Tax Assets Operating Loss Carryforwards Subject To Expiration$7.9M$7.9M$7.9M$7.9M$7.9M$7.7M
Remainder of Fiscal Year 2024$2.1M$1M$2.1M$1.1M$63K$196K
Operating Lease Weighted Average Discount Rate Percent$0$0$0.1$0.1$0.1$0.1$0.1$0.1
Weighted Average Interest Rate (as a percent)$0.1$0.1$0.1$0.1$0.1$0.1$0.1$0.1
Repurchase agreements weighted average rate5.6%5.2%4.8%4.6%4.6%4.4%4.0%3.9%
Common stock, par value (in dollars per share)$0$0$0$0$0$0$0$0
Percentage of portfolio1.0%1.0%1.0%
Preferred Stock, Par or Stated Value Per Share$0$0$0$0$0$0$0$0
Repurchase agreements, remaining maturities, percentage1.0%1.0%1.0%1.0%1.0%1.0%1.0%1.0%
Deferred Tax Assets, Valuation Allowance$0$0$0$0$0$0
Loss Contingency Accrual$0$0$0$0$0$0$0$0
Carrying value of assets pledged as collateral against repurchase agreements$2B$2B$2.5B$2.5B$2.5B$2.4B$2.4B$0
Unrecognized tax benefits$0$0$0$0$0$0$0
Penalties and interest accrued on unrecognized tax benefits$0$0$0$0$0$0$0$0

Metrics

Fair Value Measurement Disclosure

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Gross Assets/Liabilities

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Debt Securities, Available-for-Sale, Accumulated Gross Unrealized Loss, before Tax

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Gross Unrealized Gains

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Cash Collateral for Borrowed Securities

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Secured financings and interest rate swaps - collateral held, estimated fair value

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Common stock, par value (in dollars per share)

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Common stock, shares authorized (in shares)

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Common stock, shares issued (in shares)

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Common Stock, Shares, Outstanding

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Debt Securities, Available-for-Sale, Amortized Cost, Excluding Accrued Interest, after Allowance for Credit Loss

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Estimated Fair Value

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Debt Securities, Available-for-sale, Remaining Discount

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Remaining Premium

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Weighted Average Interest Rate (as a percent)

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Deferred Tax Assets, Net

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Deferred Tax Assets Operating Loss Carryforwards Not Subject To Expiration

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Deferred Tax Assets Operating Loss Carryforwards Subject To Expiration

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Deferred Tax Assets, Valuation Allowance

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Deferred Tax Liabilities, Net

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Derivative Liability

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Financial Assets, Fair Value Disclosure

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Other investments ($20 and $8 pledged as collateral)

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Principal and interest receivable

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Interests in MSR

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Interests in MSR

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Investment Owned Balance Principal Amount

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Lessee Operating Lease Liability Payments Due

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Later years

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Lessee Operating Lease Liability Undiscounted Excess Amount

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Percentage of portfolio

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Loss Contingency Accrual

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Noncontrolling interests in subsidiaries

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Mortgage-backed securities, fair value

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Exercise of optional redemption provisions of securitization vehicles, carrying value

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Transfer of residential loans to securitization vehicles, carrying value

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Operating Lease Weighted Average Discount Rate Percent

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Operating Loss Carryforwards

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Other derivatives

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Other derivatives

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Participations issued

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Payable for unsettled trades

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Preferred Stock, Par or Stated Value Per Share

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Preferred Stock, Shares Authorized

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Preferred Stock, Shares Issued

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Preferred Stock, Shares Outstanding

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Receivable for unsettled trades

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Secured financings and interest rate swaps - collateral held, accrued interest

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Repurchase agreements, remaining maturities, percentage

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Repurchase agreements weighted average rate

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Reverse repurchase agreements

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Security Purchased under Agreement to Resell, Subject to Master Netting Arrangement, before Offset

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Carrying value of assets pledged as collateral against repurchase agreements

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Remaining capacity of repurchase agreement

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Repurchase agreement amount

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Debt issued by securitization vehicles

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Securitized Debt Of Consolidated VIE Fair Value Disclosure

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Security Purchased under Agreement to Resell, Subject to Master Netting Arrangement, after Offset

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Security Sold under Agreement to Repurchase, Subject to Master Netting Arrangement, after Offset

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Loans retained by Huntington

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Unrecognized tax benefits

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Penalties and interest accrued on unrecognized tax benefits

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Remainder of Fiscal Year 2024

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