Other

Net gains (losses) on derivatives

Annaly Capital Management Net gains (losses) on derivatives increased by 543.2% to $409.11M in Q1 2026 compared to the prior quarter. Year-over-year, this metric grew by 141.8%, from -$977.87M to $409.11M. Over 2 years (FY 2021 to FY 2024), Net gains (losses) on derivatives shows an upward trend with a 67.6% CAGR. This is a positive signal — higher values indicate stronger performance for this metric.

Analysis

StatementIncome Statement
SectionOther
CategoryRisk
SignalHigher is better
VolatilityVolatile
First reportedQ1 2017
Last reportedQ1 2026Apr 29, 2026

How to read this metric

An increase suggests effective hedging or favorable market conditions, whereas a decrease indicates losses from derivative positions.

Detailed definition

The net impact of derivative activities on the income statement, encompassing both realized and unrealized changes in fa...

Peer comparison

Commonly reported by financial firms using derivatives for interest rate or currency hedging.

Metric ID: other_derivative_gain_losson_derivative_net_including_us_69e36c

Historical Data

18 periods
 Q2 '21Q3 '21Q4 '21Q1 '22Q2 '22Q3 '22Q4 '22Q1 '23Q2 '23Q3 '23Q1 '24Q2 '24Q3 '24Q4 '24Q1 '25Q2 '25Q3 '25Q1 '26
Value-$581.96M$84.95M$135.36M$1.64B$1.02B$2.12B$84.26M-$900.75M$1.48B$2.13B$1.38B$430.49M-$1.75B$2.22B-$977.87M-$388.79M-$92.31M$409.11M
QoQ Change+114.6%+59.3%>999%-38.1%+108.5%-96.0%<-999%+263.8%+44.2%-35.3%-68.7%-507.4%+226.3%-144.1%+60.2%+76.3%+543.2%
YoY Change+274.5%>999%-37.7%-154.9%+45.3%+0.5%+252.9%-70.8%-182.4%-171.0%-190.3%+94.7%+141.8%
Range-$1.75B$2.22B
CAGR-8.0%
Avg YoY Growth+184.2%
Median YoY Growth+0.5%
Current Streak3 quarters growth

Frequently Asked Questions

What is Annaly Capital Management's net gains (losses) on derivatives?
Annaly Capital Management (NLY) reported net gains (losses) on derivatives of $409.11M in Q1 2026.
How has Annaly Capital Management's net gains (losses) on derivatives changed year-over-year?
Annaly Capital Management's net gains (losses) on derivatives increased by 141.8% year-over-year, from -$977.87M to $409.11M.
What is the long-term trend for Annaly Capital Management's net gains (losses) on derivatives?
Over 2 years (2021 to 2024), Annaly Capital Management's net gains (losses) on derivatives has grown at a 67.6% compound annual growth rate (CAGR), from $807.73M to $2.27B.
What does net gains (losses) on derivatives mean?
The net financial impact of derivative positions on the company's earnings.