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Annaly Capital Management NLY Derivative Liabilities - Fair Value

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Other financials

Income statement

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Revenue$1.7B+31.0%
Net income$282.7M+128%
EPS (diluted)$0.33+120%

Balance sheet

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Cash & equivalents$1.9B+4.3%
Total debt$33.7M+19.8%
Total equity$16.3B+25.2%
Total assets$138.54B+31.8%

Cash flow

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Operating cash flow-$1.4B-797%

Valuation

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Market cap$16.97B+41.6%
Enterprise value$15.09B+51.6%
P/E7.8×-8.7×
P/S2.7×+0.4×

Profitability

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Net margin34.3%+21.2pp

Returns & leverage

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Return on equity14.9%+9.5pp
Debt / equity0.0×

Where this comes from

Reported directly by Annaly Capital Management in its filing.

Tagged under the XBRL concept us-gaap:DerivativeLiabilities.

The official record: Annaly Capital Management’s 10-Q, filed April 29, 2026, on SEC EDGAR. View the filing →

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Questions, answered.

What is Annaly Capital Management's derivative liabilities - fair value?
Annaly Capital Management (NLY) reported derivative liabilities - fair value of $207.37M in Q1 2026.
How has Annaly Capital Management's derivative liabilities - fair value changed year-over-year?
Annaly Capital Management's derivative liabilities - fair value increased by 14.5% year-over-year, from $181.07M to $207.37M.
What is the long-term trend for Annaly Capital Management's derivative liabilities - fair value?
Over 5 years (2020 to 2025), Annaly Capital Management's derivative liabilities - fair value has grown at a -44.6% compound annual growth rate (CAGR), from $1.03B to $53.76M.
What does derivative liabilities - fair value mean?
This metric represents the total fair market value of all derivative contracts currently in a liability position for the institution. It reflects the potential cash outflow required if these contracts were settled at the current reporting date. Monitoring this value is essential for assessing the bank's exposure to market volatility and counterparty risk.