Annaly Capital Management Inc. filed a Form 8-K on October 20, 2026, to post its Third Quarter 2026 financial supplement on its website. The filing provides detailed unaudited financial data for the period ended September 30, 2026.
The supplement reports a GAAP net loss of $1.36 per average common share for the third quarter of 2026. This compares to a net income of $1.06 per share in the prior quarter. The company reported total assets of $146.1 billion and a total investment portfolio of $140.5 billion.
Key balance sheet metrics include a book value per common share of $17.86 as of September 30, 2026, down from $20.15 at the end of the previous quarter. GAAP leverage stood at 8.0x, while economic leverage was 5.9x. The annualized GAAP return on average equity was negative 24.35%.
On the income side, total interest income was $1.97 billion, while total interest expense was $1.43 billion. The net interest margin was 1.54%. The company declared dividends of $0.75 per common share for the quarter.
