Other
Securitized debt of consolidated VIE, unrealized gain (loss)
Annaly Capital Management Securitized debt of consolidated VIE, unrealized gain (loss) increased by 365.9% to $122.30M in Q1 2026 compared to the prior quarter. Year-over-year, this metric grew by 171.6%, from -$170.90M to $122.30M. Over 4 years (FY 2021 to FY 2025), Securitized debt of consolidated VIE, unrealized gain (loss) shows a downward trend with a 51.8% CAGR.
Analysis
StatementIncome Statement
SectionOther
CategoryLeverage
SignalContext dependent
VolatilityVolatile
First reportedQ1 2021
Last reportedQ1 2026Apr 29, 2026
How to read this metric
Reflects market sentiment toward the underlying securitized assets and the company's financing costs.
Detailed definition
Represents the unrealized valuation changes on debt issued by consolidated Variable Interest Entities (VIEs). This refle...
Peer comparison
Relevant for any financial institution utilizing securitization vehicles.
Metric ID:
other_securitized_debt_of_consolidated_vie_unrealized_gain_lossHistorical 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 | -$17.35M | -$17.35M | -$17.35M | $298.10M | $395.90M | $343.50M | $200.00M | -$211.90M | $90.80M | -$339.60M | -$518.70M | $86.00M | $4.80M | -$430.40M | $343.10M | -$170.90M | -$59.10M | -$92.90M | -$46.00M | $122.30M |
| QoQ Change | — | +0.0% | +0.0% | >999% | +32.8% | -13.2% | -41.8% | -205.9% | +142.9% | -474.0% | -52.7% | +116.6% | -94.4% | <-999% | +179.7% | -149.8% | +65.4% | -57.2% | +50.5% | +365.9% |
| YoY Change | — | — | — | — | >999% | >999% | >999% | -171.1% | -77.1% | -198.9% | -359.4% | +140.6% | -94.7% | -26.7% | +166.1% | -298.7% | <-999% | +78.4% | -113.4% | +171.6% |
Range-$518.70M – $395.90M
CAGR+50.9%
Avg YoY Growth+225.0%
Median YoY Growth-51.9%
Current Streak2 quarters growth
Securitized debt of consolidated VIE, unrealized gain (loss) at Other Companies
Frequently Asked Questions
- What is Annaly Capital Management's securitized debt of consolidated vie, unrealized gain (loss)?
- Annaly Capital Management (NLY) reported securitized debt of consolidated vie, unrealized gain (loss) of $122.30M in Q1 2026.
- How has Annaly Capital Management's securitized debt of consolidated vie, unrealized gain (loss) changed year-over-year?
- Annaly Capital Management's securitized debt of consolidated vie, unrealized gain (loss) increased by 171.6% year-over-year, from -$170.90M to $122.30M.
- What is the long-term trend for Annaly Capital Management's securitized debt of consolidated vie, unrealized gain (loss)?
- Over 4 years (2021 to 2025), Annaly Capital Management's securitized debt of consolidated vie, unrealized gain (loss) has grown at a 51.8% compound annual growth rate (CAGR), from -$69.40M to -$368.90M.
- What does securitized debt of consolidated vie, unrealized gain (loss) mean?
- The paper gain or loss on debt issued by entities the company controls for securitization purposes.