Derivative Liabilities - Fair Value
Annaly Capital Management Derivative Liabilities - Fair Value increased by 285.8% to $207.37M in Q1 2026 compared to the prior quarter. Year-over-year, this metric grew by 14.5%, from $181.07M to $207.37M. Over 5 years (FY 2020 to FY 2025), Derivative Liabilities - Fair Value shows a downward trend with a -44.6% CAGR. This increase may warrant attention — for this metric, lower values are generally preferred.
Analysis
How to read this metric
An increase in liabilities suggests unfavorable market movements for the company's hedges, while a decrease indicates a reduction in potential settlement obligations.
Detailed definition
This represents the fair value of derivative financial instruments that are currently in a liability position. These lia...
Peer comparison
Standard for energy companies; peers with similar hedging profiles will show comparable volatility in this line item.
derivative_liabilities_fair_valueHistorical Data
| 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 | $900.26M | $912.13M | $881.54M | $826.97M | $379.71M | $764.54M | $204.17M | $473.52M | $156.18M | $97.62M | $302.30M | $103.14M | $100.83M | $102.63M | $59.59M | $181.07M | $425.99M | $199.10M | $53.76M | $207.37M |
| QoQ Change | — | +1.3% | -3.4% | -6.2% | -54.1% | +101.3% | -73.3% | +131.9% | -67.0% | -37.5% | +209.7% | -65.9% | -2.2% | +1.8% | -41.9% | +203.9% | +135.3% | -53.3% | -73.0% | +285.8% |
| YoY Change | — | — | — | — | -57.8% | -16.2% | -76.8% | -42.7% | -58.9% | -87.2% | +48.1% | -78.2% | -35.4% | +5.1% | -80.3% | +75.5% | +322.5% | +94.0% | -9.8% | +14.5% |
Derivative Liabilities - Fair Value at Other Companies
Frequently Asked Questions
- 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?
- The total market value of all derivative contracts that are currently resulting in a loss.