What is Annaly Capital Management's gain (loss) on investments, debt and derivatives?

Annaly Capital Management (NLY) reported gain (loss) on investments, debt and derivatives of -$359.85M in Q1 2026.

How has Annaly Capital Management's gain (loss) on investments, debt and derivatives changed year-over-year?

Annaly Capital Management's gain (loss) on investments, debt and derivatives decreased by 0.3% year-over-year, from -$358.60M to -$359.85M.

What is the long-term trend for Annaly Capital Management's gain (loss) on investments, debt and derivatives?

Over 2 years (2022 to 2024), Annaly Capital Management's gain (loss) on investments, debt and derivatives has grown at a 167.5% compound annual growth rate (CAGR), from -$109.44M to -$783.19M.

What does gain (loss) on investments, debt and derivatives mean?

The net profit or loss resulting from changes in the market value of investments and financial hedges.

Other

Gain (Loss) On Investments, Debt and Derivatives

Annaly Capital Management Gain (Loss) On Investments, Debt and Derivatives increased by 26.7% to -$359.85M in Q1 2026 compared to the prior quarter. Year-over-year, this metric declined by 0.3%, from -$358.60M to -$359.85M. Over 2 years (FY 2022 to FY 2024), Gain (Loss) On Investments, Debt and Derivatives shows a downward trend with a 167.5% CAGR. This is a positive signal — higher values indicate stronger performance for this metric.

Analysis

StatementIncome Statement

SectionOther

CategoryProfitability

SignalHigher is better

VolatilityVolatile

First reportedQ1 2016

Last reportedQ1 2026Apr 29, 2026

How to read this metric

Positive values indicate successful investment performance or effective hedging, while negative values suggest market headwinds or hedging losses.

Detailed definition

This represents the net realized and unrealized changes in the fair value of the company's investment portfolio, debt in...

Peer comparison

Highly comparable across mortgage REITs and financial firms with significant trading or investment books.

Metric ID: other_gain_loss_on_investments_debt_and_derivatives

Historical Data

17 periods

	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	Q1 '26
Value	$242.18M	$153.78M	$1.54B	$399.44M	-$726.38M	-$1.33B	-$1.28B	-$258.92M	-$980.37M	-$786.54M	$52.87M	-$436.63M	-$347.78M	-$51.65M	-$358.60M	-$490.93M	-$359.85M
QoQ Change	—	-36.5%	+904.5%	-74.1%	-281.9%	-82.7%	+3.2%	+79.8%	-278.6%	+19.8%	+106.7%	-925.9%	+20.3%	+85.1%	-594.3%	-36.9%	+26.7%
YoY Change	—	—	—	—	-399.9%	-963.1%	-183.2%	-164.8%	-35.0%	+40.7%	+104.1%	-68.6%	+64.5%	+93.4%	-778.3%	-12.4%	-0.3%

Range-$1.33B – $1.54B

CAGR+10.4%

Avg YoY Growth-177.1%

Median YoY Growth-35.0%

Gain (Loss) On Investments, Debt and Derivatives at Other Companies

Arch Capital GroupACGL View metric

PennyMac Mortgage Investment TrustPMT View metric

KKR & Co.KKR View metric

PennyMac Mortgage Investment TrustPMT View metric

Frequently Asked Questions

What is Annaly Capital Management's gain (loss) on investments, debt and derivatives?: Annaly Capital Management (NLY) reported gain (loss) on investments, debt and derivatives of -$359.85M in Q1 2026.
How has Annaly Capital Management's gain (loss) on investments, debt and derivatives changed year-over-year?: Annaly Capital Management's gain (loss) on investments, debt and derivatives decreased by 0.3% year-over-year, from -$358.60M to -$359.85M.
What is the long-term trend for Annaly Capital Management's gain (loss) on investments, debt and derivatives?: Over 2 years (2022 to 2024), Annaly Capital Management's gain (loss) on investments, debt and derivatives has grown at a 167.5% compound annual growth rate (CAGR), from -$109.44M to -$783.19M.
What does gain (loss) on investments, debt and derivatives mean?: The net profit or loss resulting from changes in the market value of investments and financial hedges.