What is Annaly Capital Management's derivative liability?

Annaly Capital Management (NLY) reported derivative liability of $207.37M in Q1 2026.

How has Annaly Capital Management's derivative liability changed year-over-year?

Annaly Capital Management's derivative liability 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 liability?

Over 5 years (2020 to 2025), Annaly Capital Management's derivative liability has grown at a -44.6% compound annual growth rate (CAGR), from $1.03B to $53.76M.

Annaly Capital Management NLY Derivative Liability

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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 / equity0×0.0×

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 liability?: Annaly Capital Management (NLY) reported derivative liability of $207.37M in Q1 2026.
How has Annaly Capital Management's derivative liability changed year-over-year?: Annaly Capital Management's derivative liability 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 liability?: Over 5 years (2020 to 2025), Annaly Capital Management's derivative liability has grown at a -44.6% compound annual growth rate (CAGR), from $1.03B to $53.76M.