Current Assets
Derivative Assets - Fair Value
Annaly Capital Management Derivative Assets - Fair Value increased by 74.6% to $12.87M in Q1 2026 compared to the prior quarter. Year-over-year, this metric declined by 30.2%, from $18.46M to $12.87M.
Analysis
StatementBalance Sheet Statement
SectionCurrent Assets
CategoryRisk
SignalContext dependent
VolatilityVolatile
First reportedQ4 2014
Last reportedQ1 2026Apr 29, 2026
How to read this metric
Higher values indicate successful hedging outcomes or favorable market shifts, whereas lower values suggest reduced hedging gains.
Detailed definition
This metric captures the total fair value of all derivative financial instruments that are currently in an asset positio...
Peer comparison
Highly comparable across energy and commodity-intensive firms that utilize extensive hedging programs.
Metric ID:
derivative_assets_fair_valueHistorical Data
20 periods
| Q2 '21 | Q3 '21 | Q4 '21 | Q1 '22 | Q2 '22 | Q3 '22 | Q4 '22 | Q1 '23 | Q2 '23 | Q3 '23 | Q4 '23 | Q1 '24 | Q2 '24 | Q3 '24 | Q4 '24 | Q1 '25 | Q2 '25 | Q3 '25 | Q4 '25 | Q1 '26 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Value | $806.95M | $754.25M | $0.00 | $481.70M | $272.06M | $108.07M | $33.01M | $155.80M | $96.62M | $9.30M | $83.05M | $20.93M | $15.31M | $59.30M | $21.23M | $18.46M | $23.55M | $25.35M | $7.37M | $12.87M |
| QoQ Change | — | -6.5% | -100.0% | — | -43.5% | -60.3% | -69.5% | +372.0% | -38.0% | -90.4% | +793.0% | -74.8% | -26.8% | +287.2% | -64.2% | -13.1% | +27.6% | +7.7% | -70.9% | +74.6% |
| YoY Change | — | — | — | — | -66.3% | -85.7% | — | -67.7% | -64.5% | -91.4% | +151.6% | -86.6% | -84.1% | +537.6% | -74.4% | -11.8% | +53.8% | -57.2% | -65.3% | -30.2% |
Range$0.00 – $806.95M
CAGR-58.2%
Avg YoY Growth-2.8%
Median YoY Growth-65.3%
Derivative Assets - Fair Value at Other Companies
Frequently Asked Questions
- What is Annaly Capital Management's derivative assets - fair value?
- Annaly Capital Management (NLY) reported derivative assets - fair value of $12.87M in Q1 2026.
- How has Annaly Capital Management's derivative assets - fair value changed year-over-year?
- Annaly Capital Management's derivative assets - fair value decreased by 30.2% year-over-year, from $18.46M to $12.87M.
- What does derivative assets - fair value mean?
- The total market value of all derivative contracts that are currently profitable.