Other
Debt Securities, Available-for-sale, Remaining Discount
Annaly Capital Management Debt Securities, Available-for-sale, Remaining Discount decreased by 1.0% to $1.20B in Q1 2026 compared to the prior quarter. Year-over-year, this metric declined by 6.4%, from $1.28B to $1.20B. Over 5 years (FY 2020 to FY 2025), Debt Securities, Available-for-sale, Remaining Discount shows an upward trend with a 66.1% CAGR.
Analysis
StatementBalance Sheet Statement
SectionOther
CategoryEfficiency
SignalContext dependent
VolatilityModerate
First reportedQ4 2019
Last reportedQ1 2026Apr 29, 2026
How to read this metric
High discounts suggest the portfolio was acquired when market interest rates were higher than the coupon rates of the securities.
Detailed definition
This represents the unamortized portion of the discount on debt securities purchased below their face value. It is a com...
Peer comparison
Standard accounting adjustment for debt securities purchased at a discount to par.
Metric ID:
other_debt_securities_availableforsale_remaining_discountHistorical Data
20 periods
| Q2 '21 | 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 | Q3 '25 | Q4 '25 | Q1 '26 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Value | $84.40M | $82.28M | $77.85M | $151.29M | $381.91M | $846.24M | $1.11B | $1.24B | $1.33B | $1.54B | $1.45B | $1.39B | $1.29B | $1.26B | $1.27B | $1.28B | $1.35B | $1.39B | $1.21B | $1.20B |
| QoQ Change | — | -2.5% | -5.4% | +94.3% | +152.4% | +121.6% | +31.3% | +11.9% | +7.1% | +15.9% | -6.0% | -4.3% | -7.0% | -2.4% | +0.8% | +0.7% | +5.8% | +2.4% | -12.8% | -1.0% |
| YoY Change | — | — | — | — | +352.5% | +928.5% | >999% | +721.8% | +248.8% | +82.4% | +30.5% | +11.6% | -3.1% | -18.4% | -12.4% | -7.8% | +4.8% | +10.0% | -4.8% | -6.4% |
Range$77.85M – $1.54B
CAGR+74.8%
Avg YoY Growth+229.1%
Median YoY Growth+10.8%
Current Streak2 quarters decline
Debt Securities, Available-for-sale, Remaining Discount at Other Companies
Frequently Asked Questions
- What is Annaly Capital Management's debt securities, available-for-sale, remaining discount?
- Annaly Capital Management (NLY) reported debt securities, available-for-sale, remaining discount of $1.20B in Q1 2026.
- How has Annaly Capital Management's debt securities, available-for-sale, remaining discount changed year-over-year?
- Annaly Capital Management's debt securities, available-for-sale, remaining discount decreased by 6.4% year-over-year, from $1.28B to $1.20B.
- What is the long-term trend for Annaly Capital Management's debt securities, available-for-sale, remaining discount?
- Over 5 years (2020 to 2025), Annaly Capital Management's debt securities, available-for-sale, remaining discount has grown at a 66.1% compound annual growth rate (CAGR), from $95.73M to $1.21B.
- What does debt securities, available-for-sale, remaining discount mean?
- The amount of discount on bonds purchased below face value that has not yet been amortized.