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CONSOLIDATED STATEMENTS OF COMPREHENSIVE INCOME (LOSS) (USD $)
In Thousands, except Share data, unless otherwise specified
12 Months Ended
Dec. 31, 2014
Dec. 31, 2013
Dec. 31, 2012
Net interest income:      
Interest income $ 2,632,647us-gaap_InterestIncomeOperating $ 2,918,562us-gaap_InterestIncomeOperating $ 3,259,145us-gaap_InterestIncomeOperating
Interest expense 512,659us-gaap_InterestExpense 624,714us-gaap_InterestExpense 667,172us-gaap_InterestExpense
Net interest income 2,119,988us-gaap_InterestIncomeExpenseNet 2,293,848us-gaap_InterestIncomeExpenseNet 2,591,973us-gaap_InterestIncomeExpenseNet
Other income (loss):      
Realized gains (losses) on interest rate swaps (825,360)nly_GainLossOnRealizedInterestRateSwaps [1],[2] (908,294)nly_GainLossOnRealizedInterestRateSwaps [1],[2] (893,769)nly_GainLossOnRealizedInterestRateSwaps [1],[2]
Realized gains (losses) on termination of interest rate swaps (779,333)nly_GainLossOnTerminationOfInterestRateSwaps (101,862)nly_GainLossOnTerminationOfInterestRateSwaps (2,385)nly_GainLossOnTerminationOfInterestRateSwaps
Unrealized gains (losses) on interest rate swaps (948,755)us-gaap_UnrealizedGainLossOnDerivatives 2,002,200us-gaap_UnrealizedGainLossOnDerivatives (32,219)us-gaap_UnrealizedGainLossOnDerivatives
Subtotal (2,553,448)us-gaap_GainLossOnDerivativeInstrumentsNetPretax 992,044us-gaap_GainLossOnDerivativeInstrumentsNetPretax (928,373)us-gaap_GainLossOnDerivativeInstrumentsNetPretax
Investment advisory income 31,343us-gaap_AssetManagementFees1 43,643us-gaap_AssetManagementFees1 82,138us-gaap_AssetManagementFees1
Net gains (losses) on disposal of investments 93,716us-gaap_GainsLossesOnSalesOfAssets 403,045us-gaap_GainsLossesOnSalesOfAssets 432,139us-gaap_GainsLossesOnSalesOfAssets
Net loss on extinguishment of 4% Convertible Senior Notes     (162,340)us-gaap_GainsLossesOnExtinguishmentOfDebt
Dividend income from affiliates 25,189nly_DividendIncomeFromAvailableForSaleEquitySecurities 18,575nly_DividendIncomeFromAvailableForSaleEquitySecurities 28,336nly_DividendIncomeFromAvailableForSaleEquitySecurities
Net gains (losses) on trading assets (245,495)nly_RealizedAndUnrealizedGainLossOnSaleOfDebtInvestmentsUSTreasurySecurities 1,509nly_RealizedAndUnrealizedGainLossOnSaleOfDebtInvestmentsUSTreasurySecurities 22,910nly_RealizedAndUnrealizedGainLossOnSaleOfDebtInvestmentsUSTreasurySecurities
Net unrealized gains (losses) on interest-only Agency mortgage-backed securities (86,172)nly_UnrealizedGainLossOnInterestOnlyMortgageBackedSecuritiesMBS 244,730nly_UnrealizedGainLossOnInterestOnlyMortgageBackedSecuritiesMBS (59,937)nly_UnrealizedGainLossOnInterestOnlyMortgageBackedSecuritiesMBS
Impairment of goodwill   (23,987)us-gaap_GoodwillImpairmentLoss  
Loss on previously held equity interest in CreXus   (18,896)nly_LossOnPreviouslyHeldEquityInterestInAffiliates  
Other income (loss) (12,737)us-gaap_OtherNonoperatingGainsLosses 15,481us-gaap_OtherNonoperatingGainsLosses 525us-gaap_OtherNonoperatingGainsLosses
Subtotal (194,156)nly_NonoperatingIncomeExpensePreDerivativeInstruments 684,100nly_NonoperatingIncomeExpensePreDerivativeInstruments 343,771nly_NonoperatingIncomeExpensePreDerivativeInstruments
Total other income (loss) (2,747,604)us-gaap_NonoperatingIncomeExpense 1,676,144us-gaap_NonoperatingIncomeExpense (584,602)us-gaap_NonoperatingIncomeExpense
General and administrative expenses:      
Compensation and management fee 155,560us-gaap_LaborAndRelatedExpense 167,366us-gaap_LaborAndRelatedExpense 190,702us-gaap_LaborAndRelatedExpense
Other general and administrative expenses 53,778us-gaap_OtherGeneralAndAdministrativeExpense 64,715us-gaap_OtherGeneralAndAdministrativeExpense 44,857us-gaap_OtherGeneralAndAdministrativeExpense
Total general and administrative expenses 209,338us-gaap_GeneralAndAdministrativeExpense 232,081us-gaap_GeneralAndAdministrativeExpense 235,559us-gaap_GeneralAndAdministrativeExpense
Income (loss) before income taxes (836,954)us-gaap_IncomeLossFromContinuingOperationsBeforeIncomeTaxesMinorityInterestAndIncomeLossFromEquityMethodInvestments 3,737,911us-gaap_IncomeLossFromContinuingOperationsBeforeIncomeTaxesMinorityInterestAndIncomeLossFromEquityMethodInvestments 1,771,812us-gaap_IncomeLossFromContinuingOperationsBeforeIncomeTaxesMinorityInterestAndIncomeLossFromEquityMethodInvestments
Income taxes 5,325us-gaap_IncomeTaxExpenseBenefit 8,213us-gaap_IncomeTaxExpenseBenefit 35,912us-gaap_IncomeTaxExpenseBenefit
Net income (loss) (842,279)us-gaap_ProfitLoss 3,729,698us-gaap_ProfitLoss 1,735,900us-gaap_ProfitLoss
Net income (loss) attributable to noncontrolling interest (196)us-gaap_NetIncomeLossAttributableToNoncontrollingInterest    
Net income (loss) (842,083)us-gaap_NetIncomeLoss 3,729,698us-gaap_NetIncomeLoss 1,735,900us-gaap_NetIncomeLoss
Dividends on preferred stock 71,968us-gaap_PreferredStockDividendsAndOtherAdjustments 71,968us-gaap_PreferredStockDividendsAndOtherAdjustments 39,530us-gaap_PreferredStockDividendsAndOtherAdjustments
Net income (loss) available (related) to common stockholders (914,051)us-gaap_NetIncomeLossAvailableToCommonStockholdersBasic 3,657,730us-gaap_NetIncomeLossAvailableToCommonStockholdersBasic 1,696,370us-gaap_NetIncomeLossAvailableToCommonStockholdersBasic
Net income (loss) per share available (related) to common stockholders:      
Basic $ (0.96)us-gaap_EarningsPerShareBasic $ 3.86us-gaap_EarningsPerShareBasic $ 1.74us-gaap_EarningsPerShareBasic
Diluted $ (0.96)us-gaap_EarningsPerShareDiluted $ 3.74us-gaap_EarningsPerShareDiluted $ 1.71us-gaap_EarningsPerShareDiluted
Weighted average number of common shares outstanding:      
Basic 947,539,294us-gaap_WeightedAverageNumberOfSharesOutstandingBasic 947,337,915us-gaap_WeightedAverageNumberOfSharesOutstandingBasic 972,902,459us-gaap_WeightedAverageNumberOfSharesOutstandingBasic
Diluted 947,539,294us-gaap_WeightedAverageNumberOfDilutedSharesOutstanding 995,557,026us-gaap_WeightedAverageNumberOfDilutedSharesOutstanding 1,005,755,057us-gaap_WeightedAverageNumberOfDilutedSharesOutstanding
Dividends declared per share of common stock $ 1.2us-gaap_CommonStockDividendsPerShareDeclared $ 1.5us-gaap_CommonStockDividendsPerShareDeclared $ 2.05us-gaap_CommonStockDividendsPerShareDeclared
Net income (loss) (842,279)us-gaap_ProfitLoss 3,729,698us-gaap_ProfitLoss 1,735,900us-gaap_ProfitLoss
Other comprehensive income (loss):      
Unrealized gains (losses) on available-for-sale securities 3,048,291us-gaap_OtherComprehensiveIncomeLossAvailableForSaleSecuritiesAdjustmentNetOfTax (5,378,089)us-gaap_OtherComprehensiveIncomeLossAvailableForSaleSecuritiesAdjustmentNetOfTax 482,765us-gaap_OtherComprehensiveIncomeLossAvailableForSaleSecuritiesAdjustmentNetOfTax
Reclassification adjustment for net (gains) losses included in net income (loss) (94,475)us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIForSaleOfSecuritiesNetOfTax (424,086)us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIForSaleOfSecuritiesNetOfTax (438,511)us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIForSaleOfSecuritiesNetOfTax
Other comprehensive income (loss) 2,953,816us-gaap_OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent (5,802,175)us-gaap_OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent 44,254us-gaap_OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent
Comprehensive income (loss) 2,111,537us-gaap_ComprehensiveIncomeNetOfTaxIncludingPortionAttributableToNoncontrollingInterest (2,072,477)us-gaap_ComprehensiveIncomeNetOfTaxIncludingPortionAttributableToNoncontrollingInterest 1,780,154us-gaap_ComprehensiveIncomeNetOfTaxIncludingPortionAttributableToNoncontrollingInterest
Comprehensive income (loss) attributable to noncontrolling interest (196)us-gaap_ComprehensiveIncomeNetOfTaxAttributableToNoncontrollingInterest    
Comprehensive income (loss) attributable to Annaly $ 2,111,733us-gaap_ComprehensiveIncomeNetOfTax $ (2,072,477)us-gaap_ComprehensiveIncomeNetOfTax $ 1,780,154us-gaap_ComprehensiveIncomeNetOfTax
[1] Interest expense related to the Company's interest rate swaps is recorded in Realized losses on interest rate swaps on the Consolidated Statements of Operations and Comprehensive Income (Loss).
[2] Interest expense related to interest rate swaps is recorded in realized gains (losses) on interest rate swaps on the Consolidated Statements of Operations and Comprehensive Income (Loss).