Annaly Capital Management, Inc. Net Asset Quality Index
Annaly Capital Management, Inc. net asset quality index. Annaly Capital Management, Inc. (NLY) has a Net Asset Quality Index of 11.8% as of June 2026. This metric measures the proportion of total assets financed by shareholders' equity — total assets of $143.74 Billion minus total liabilities of $126.76 Billion yields net assets of $16.98 Billion. A higher index indicates a stronger, lower-leverage balance sheet. See Annaly Capital Management, Inc. book value and equity for net asset value and shareholders' equity analysis.
Quality Index
Net Assets
Total Assets
Total Liabilities
Net Asset Quality Index of Annaly Capital Management, Inc. (1997–2025)
Net asset quality index of Annaly Capital Management, Inc. from 1997 to 2025. This chart shows how Annaly Capital Management, Inc.'s Net Asset Quality Index has evolved across 29 annual periods from 1997 to 2025. As of June 2026, the index stands at 11.8%, representing net assets of $16.98 Billion against total assets of $143.74 Billion USD. Check how strategically is Annaly Capital Management, Inc.'s equity deployed to assess the company's strategic physical and investment asset allocation.
Annaly Capital Management, Inc. Net Asset Quality Index by Year (1997–2025)
Annaly Capital Management, Inc. net asset quality index by year from 1997 to 2025. The table below presents the year-by-year Net Asset Quality Index for Annaly Capital Management, Inc. from 1997 to 2025, covering 29 annual filings. Each row shows total assets, total liabilities, net assets, the quality index percentage, and the change in percentage points compared to the prior year. For live market cap and overall valuation, see NLY stock market capitalisation.
| Year | Quality Index | Net Assets (USD) | Total Assets | Total Liabilities | Change (pp) |
|---|---|---|---|---|---|
| 2025 | 11.9% | $16.16 Billion | $135.61 Billion | $119.45 Billion | ▼ -0.3 pp |
| 2024 | 12.3% | $12.70 Billion | $103.56 Billion | $90.86 Billion | ▲ +0.1 pp |
| 2023 | 12.2% | $11.35 Billion | $93.23 Billion | $81.88 Billion | ▼ -1.7 pp |
| 2022 | 13.9% | $11.37 Billion | $81.85 Billion | $70.48 Billion | ▼ -3.3 pp |
| 2021 | 17.2% | $13.20 Billion | $76.76 Billion | $63.57 Billion | ▲ +1.3 pp |
| 2020 | 15.9% | $14.02 Billion | $88.46 Billion | $74.43 Billion | ▲ +3.7 pp |
| 2019 | 12.1% | $15.80 Billion | $130.30 Billion | $114.50 Billion | ▼ -1.2 pp |
| 2018 | 13.3% | $14.12 Billion | $105.79 Billion | $91.67 Billion | ▼ -1.3 pp |
| 2017 | 14.6% | $14.87 Billion | $101.76 Billion | $86.89 Billion | ▲ +0.3 pp |
| 2016 | 14.3% | $12.58 Billion | $87.91 Billion | $75.33 Billion | ▼ -1.5 pp |
| 2015 | 15.8% | $11.91 Billion | $75.19 Billion | $63.28 Billion | ▲ +0.7 pp |
| 2014 | 15.1% | $13.33 Billion | $88.36 Billion | $75.02 Billion | ▼ -0.1 pp |
| 2013 | 15.1% | $12.41 Billion | $81.92 Billion | $69.52 Billion | ▲ +3.2 pp |
| 2012 | 11.9% | $15.92 Billion | $133.45 Billion | $117.53 Billion | ▼ -2.4 pp |
| 2011 | 14.4% | $15.76 Billion | $109.63 Billion | $93.87 Billion | ▲ +2.5 pp |
| 2010 | 11.9% | $9.86 Billion | $83.03 Billion | $73.16 Billion | ▼ -1.9 pp |
| 2009 | 13.8% | $9.55 Billion | $69.38 Billion | $59.82 Billion | ▲ +1.3 pp |
| 2008 | 12.5% | $7.18 Billion | $57.60 Billion | $50.41 Billion | ▲ +2.6 pp |
| 2007 | 9.9% | $5.32 Billion | $53.90 Billion | $48.59 Billion | ▲ +1.2 pp |
| 2006 | 8.7% | $2.66 Billion | $30.72 Billion | $28.06 Billion | ▼ -0.7 pp |
| 2005 | 9.4% | $1.50 Billion | $16.06 Billion | $14.56 Billion | ▲ +0.7 pp |
| 2004 | 8.7% | $1.70 Billion | $19.56 Billion | $17.86 Billion | ▼ -0.2 pp |
| 2003 | 8.8% | $1.15 Billion | $12.99 Billion | $11.84 Billion | ▼ -0.4 pp |
| 2002 | 9.3% | $1.08 Billion | $11.66 Billion | $10.58 Billion | ▲ +0.6 pp |
| 2001 | 8.6% | $667.36 Million | $7.72 Billion | $7.05 Billion | ▲ +2.0 pp |
| 2000 | 6.7% | $135.64 Million | $2.04 Billion | $1.90 Billion | ▼ -0.3 pp |
| 1999 | 6.9% | $103.27 Million | $1.49 Billion | $1.39 Billion | ▼ -1.3 pp |
| 1998 | 8.2% | $125.90 Million | $1.53 Billion | $1.40 Billion | ▼ -3.3 pp |
| 1997 | 11.6% | $135.10 Million | $1.17 Billion | $1.03 Billion | — |