Annaly Capital Management Securities gains, net – non-qualifying hedges on MSRs increased by 270.3% to $35.91M in Q1 2026 compared to the prior quarter. Year-over-year, this metric grew by 165.8%, from -$54.61M to $35.91M. Over 4 years (FY 2021 to FY 2025), Securities gains, net – non-qualifying hedges on MSRs shows a downward trend with a 138.5% CAGR. This is a positive signal — higher values indicate stronger performance for this metric.
Positive gains indicate effective trading or hedging, while losses suggest market timing challenges or ineffective risk management.
The net gain or loss resulting from the sale of mortgage-backed securities, often used to hedge or manage interest rate...
Common in mortgage REITs and banks with active MBS trading desks.
other_gain_loss_on_sales_of_mortgage_backed_securities_mbs| 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 | $34.81M | $26.73M | -$3.92M | -$144.49M | -$657.30M | -$1.47B | -$1.32B | -$521.85M | -$599.24M | -$602.62M | -$1.17B | -$438.25M | -$374.95M | -$8.28M | -$64.57M | -$54.61M | -$25.76M | $1.80M | -$21.08M | $35.91M |
| QoQ Change | — | -23.2% | -114.7% | <-999% | -354.9% | -124.3% | +10.4% | +60.5% | -14.8% | -0.6% | -93.7% | +62.5% | +14.4% | +97.8% | -680.3% | +15.4% | +52.8% | +107.0% | <-999% | +270.3% |
| YoY Change | — | — | — | — | <-999% | <-999% | <-999% | -261.2% | +8.8% | +59.1% | +11.7% | +16.0% | +37.4% | +98.6% | +94.5% | +87.5% | +93.1% | +121.7% | +67.4% | +165.8% |