Securities — Unrealized gain (loss) on Agency interest-only securities

Ladder Capital Securities — Unrealized gain (loss) on Agency interest-only securities decreased by 380.0% to -$24.00K in Q4 2022 compared to the prior quarter. Year-over-year, this metric declined by 500.0%, from -$4.00K to -$24.00K. This decline may warrant attention — for this metric, higher values are generally preferred.

Analysis

StatementSegment

CategoryMarket Position

SignalHigher is better

VolatilityVolatile

First reportedQ1 2018

Last reportedQ4 2022Feb 13, 2023

Rolls up toDebt Securities, Unrealized Gain (Loss)

How to read this metric

Changes in this metric often signal shifts in interest rate expectations or mortgage prepayment behavior in the broader market.

Detailed definition

Captures the valuation changes of interest-only (IO) securities backed by government agencies. These assets are highly s...

Peer comparison

Specific to mortgage REITs and firms holding agency-backed derivative instruments.

Metric ID: ladr_segment_securities_unrealized_gain_loss_on_agency_interest_only_securities

Historical Data

7 periods

	Q2 '21	Q3 '21	Q4 '21	Q1 '22	Q2 '22	Q3 '22	Q4 '22
Value	-$48.00K	-$19.00K	-$4.00K	$3.00K	-$19.00K	-$5.00K	-$24.00K
QoQ Change	—	+60.4%	+78.9%	+175.0%	-733.3%	+73.7%	-380.0%
YoY Change	—	—	—	—	+60.4%	+73.7%	-500.0%

Range-$48.00K – $3.00K

CAGR-37.0%

Avg YoY Growth-122.0%

Median YoY Growth+60.4%

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Frequently Asked Questions

What is Ladder Capital's securities — unrealized gain (loss) on agency interest-only securities?: Ladder Capital (LADR) reported securities — unrealized gain (loss) on agency interest-only securities of -$24.00K in Q4 2022.
How has Ladder Capital's securities — unrealized gain (loss) on agency interest-only securities changed year-over-year?: Ladder Capital's securities — unrealized gain (loss) on agency interest-only securities decreased by 500.0% year-over-year, from -$4.00K to -$24.00K.
What does securities — unrealized gain (loss) on agency interest-only securities mean?: The paper profit or loss on interest-only agency securities held in the portfolio.