Servicing asset fair value change from projected cash flows
Annaly Capital Management Servicing asset fair value change from projected cash flows decreased by 49.4% to $7.94M in Q1 2026 compared to the prior quarter. Year-over-year, this metric declined by 37.8%, from $12.77M to $7.94M. Over 2 years (FY 2021 to FY 2025), Servicing asset fair value change from projected cash flows shows a downward trend with a -51.6% CAGR. This is a positive signal — higher values indicate stronger performance for this metric.
Analysis
How to read this metric
Positive changes suggest favorable shifts in prepayment or interest rate environments; negative changes suggest increased risk or unfavorable market shifts.
Detailed definition
Measures the impact of changes in underlying assumptions—such as prepayment speeds, discount rates, or default expectati...
Peer comparison
Standard valuation metric for firms holding MSRs at fair value.
jpm_servicing_asset_valuation_change_projected_cash_flowsHistorical Data
| Q2 '21 | Q3 '21 | Q4 '21 | Q1 '22 | Q2 '22 | Q3 '22 | Q1 '23 | Q2 '23 | Q3 '23 | Q1 '24 | Q2 '24 | Q3 '24 | Q4 '24 | Q1 '25 | Q2 '25 | Q3 '25 | Q4 '25 | Q1 '26 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Value | $4.62M | $76.11M | $12.48M | $158.96M | $79.61M | $43.27M | $30.21M | $80.32M | $62.32M | $46.14M | $59.90M | -$42.75M | $98.73M | $12.77M | $28.46M | -$28.65M | $15.70M | $7.94M |
| QoQ Change | — | >999% | -83.6% | >999% | -49.9% | -45.6% | -30.2% | +165.9% | -22.4% | -26.0% | +29.8% | -171.4% | +330.9% | -87.1% | +122.9% | -200.6% | +154.8% | -49.4% |
| YoY Change | — | — | — | — | >999% | -43.1% | -81.0% | +0.9% | +44.0% | +52.7% | -25.4% | -168.6% | — | -72.3% | -52.5% | +33.0% | -84.1% | -37.8% |
Servicing asset fair value change from projected cash flows at Other Companies
Frequently Asked Questions
- What is Annaly Capital Management's servicing asset fair value change from projected cash flows?
- Annaly Capital Management (NLY) reported servicing asset fair value change from projected cash flows of $7.94M in Q1 2026.
- How has Annaly Capital Management's servicing asset fair value change from projected cash flows changed year-over-year?
- Annaly Capital Management's servicing asset fair value change from projected cash flows decreased by 37.8% year-over-year, from $12.77M to $7.94M.
- What is the long-term trend for Annaly Capital Management's servicing asset fair value change from projected cash flows?
- Over 2 years (2021 to 2025), Annaly Capital Management's servicing asset fair value change from projected cash flows has grown at a -51.6% compound annual growth rate (CAGR), from $120.88M to $28.28M.
- What does servicing asset fair value change from projected cash flows mean?
- Changes in the value of servicing rights caused by updated market and economic assumptions.