Other
Gain Loss On Realized Interest Rate Swaps
Annaly Capital Management Gain Loss On Realized Interest Rate Swaps decreased by 34.3% to $96.85M in Q1 2026 compared to the prior quarter. Year-over-year, this metric declined by 49.4%, from $191.55M to $96.85M. Over 4 years (FY 2021 to FY 2025), Gain Loss On Realized Interest Rate Swaps shows an upward trend with a 26.9% CAGR. This decline may warrant attention — for this metric, higher values are generally preferred.
Analysis
StatementIncome Statement
SectionOther
CategoryRisk
SignalHigher is better
VolatilityVolatile
First reportedQ1 2015
Last reportedQ1 2026Apr 29, 2026
How to read this metric
Reflects the effectiveness of the company's hedging strategy against interest rate volatility.
Detailed definition
Captures the realized gains or losses upon the termination or settlement of interest rate swap contracts. These derivati...
Peer comparison
Standard metric for any company using derivatives to manage interest rate exposure.
Metric ID:
other_gain_loss_on_realized_interest_rate_swapsHistorical 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 | -$83.09M | -$54.41M | -$58.90M | -$62.54M | $992.00K | $141.11M | $286.60M | $385.71M | $425.29M | $394.68M | $379.38M | $330.15M | $298.37M | $317.48M | $256.90M | $191.55M | $185.65M | $191.89M | $147.39M | $96.85M |
| QoQ Change | — | +34.5% | -8.2% | -6.2% | +101.6% | >999% | +103.1% | +34.6% | +10.3% | -7.2% | -3.9% | -13.0% | -9.6% | +6.4% | -19.1% | -25.4% | -3.1% | +3.4% | -23.2% | -34.3% |
| YoY Change | — | — | — | — | +101.2% | +359.3% | +586.6% | +716.7% | >999% | +179.7% | +32.4% | -14.4% | -29.8% | -19.6% | -32.3% | -42.0% | -37.8% | -39.6% | -42.6% | -49.4% |
Range-$83.09M – $425.29M
CAGR+3.3%
Avg YoY Growth>999%
Median YoY Growth-17.0%
Current Streak2 quarters decline
Gain Loss On Realized Interest Rate Swaps at Other Companies
Frequently Asked Questions
- What is Annaly Capital Management's gain loss on realized interest rate swaps?
- Annaly Capital Management (NLY) reported gain loss on realized interest rate swaps of $96.85M in Q1 2026.
- How has Annaly Capital Management's gain loss on realized interest rate swaps changed year-over-year?
- Annaly Capital Management's gain loss on realized interest rate swaps decreased by 49.4% year-over-year, from $191.55M to $96.85M.
- What is the long-term trend for Annaly Capital Management's gain loss on realized interest rate swaps?
- Over 4 years (2021 to 2025), Annaly Capital Management's gain loss on realized interest rate swaps has grown at a 26.9% compound annual growth rate (CAGR), from -$276.14M to $716.48M.
- What does gain loss on realized interest rate swaps mean?
- The actual profit or loss realized when closing out interest rate hedging contracts.