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Annaly Capital Management NLY Fair Value Measurement Disclosure
Fair Value Measurement Disclosure at other companies
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Where this comes from
Reported directly by Annaly Capital Management in its filing.
Tagged under the XBRL concept us-gaap:FinancialLiabilitiesFairValueDisclosure.
The source filing: Annaly Capital Management’s 10-Q, filed July 29, 2026.
- Filed
- Jul 29, 2026, 4:06 PM EDT
- Fiscal quarter
- Q2 FY2026
- Calendar quarter
- Q2 2026
- Accession
- 0001043219-26-000058
| Assets | Level 1 / (dollars in thousands) | Level 2 / (dollars in thousands) | Level 3 / (dollars in thousands) | Total / (dollars in thousands) |
|---|---|---|---|---|
| Total assets | $1,800 | $135,133,138 | $4,196,260 | $139,331,198 |
| Liabilities | ||||
| Debt issued by securitization vehicles | — | $34,366,098 | — | $34,366,098 |
| Participations issued | — | 2,553,709 | — | 2,553,709 |
| Derivative liabilities | ||||
| Interest rate swaps | — | 7,219 | — | 7,219 |
| Other derivatives | 233,242 | 7,507 | — | 240,749 |
| Total liabilities | $233,242 | $36,934,533 | — | $37,167,775 |
Item 1. Financial Statements
FAQ
- What is Annaly Capital Management's fair value measurement disclosure?
- Annaly Capital Management (NLY) reported fair value measurement disclosure of $37.17B in Q2 2026.
- What does fair value measurement disclosure mean?
- This represents the aggregate carrying amount of assets and liabilities that are measured at fair value on a recurring or non-recurring basis. It provides transparency into the valuation techniques and inputs used to determine these values, categorized by the fair value hierarchy. This is critical for asset managers holding diverse investment portfolios.
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