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Morgan Stanley MSDL Debt And Equity Securities Unrealized Gain Loss On Interest Rate Swap Attributed To Unsecured Notes

Debt And Equity Securities Unrealized Gain Loss On Interest Rate Swap Attributed To Unsecured Notes at other companies

Vistra logo
VistraVST
$16M+133%
First Advantage Corporation logo
First Advantage CorporationFA
$4.95M+226%
Customers Bancorp logo
Customers BancorpCUBI
$0+100%
Agree Realty logo
Agree RealtyADC
$6.23M+162%
Blackstone Secured Lending Fund logo
Blackstone Secured Lending FundBXSL
-$157.61M-287%
Goldman Sachs BDC logo
Goldman Sachs BDCGSBD
$72K+14,500%

Other financials

Income statement

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Net income-$4.5M-115%
EPS (diluted)-$0.05-115%

Balance sheet

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Cash & equivalents$80.7M+16.2%
Total debt$2.1B+2.2%
Total equity$1.7B-7.0%
Total assets$3.8B-2.2%

Cash flow

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Operating cash flow$86.3M+153%

Valuation

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Market cap$1.27B-24.4%
Enterprise value$3.25B-10.4%
P/E14.5×+5.8×

Returns & leverage

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Return on equity5%-5.6pp
Debt / equity1.2×+0.1×

Where this comes from

Reported directly by Morgan Stanley in its filing.

Tagged under the XBRL concept msdl:DebtAndEquitySecuritiesUnrealizedGainLossOnInterestRateSwapAttributedToUnsecuredNotes.

The official record: Morgan Stanley’s 10-Q, filed May 7, 2026, on SEC EDGAR. View the filing →

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Questions, answered.

What is Morgan Stanley's debt and equity securities unrealized gain loss on interest rate swap attributed to unsecured notes?
Morgan Stanley (MSDL) reported debt and equity securities unrealized gain loss on interest rate swap attributed to unsecured notes of $109K in Q1 2026.
How has Morgan Stanley's debt and equity securities unrealized gain loss on interest rate swap attributed to unsecured notes changed year-over-year?
Morgan Stanley's debt and equity securities unrealized gain loss on interest rate swap attributed to unsecured notes increased by 354.2% year-over-year, from $24K to $109K.
What does debt and equity securities unrealized gain loss on interest rate swap attributed to unsecured notes mean?
Reflects the unrealized valuation changes of interest rate swap derivatives specifically designated to hedge the fund's unsecured debt obligations. This metric is used to assess the effectiveness of interest rate risk management strategies on the fund's liabilities.