Other
Change in fair value of interest rate swap
Annaly Capital Management Change in fair value of interest rate swap increased by 222.7% to $231.83M in Q1 2026 compared to the prior quarter. Year-over-year, this metric grew by 130.8%, from -$753.6M to $231.83M.
Analysis
StatementIncome Statement
SectionOther
First reportedQ1 2013
Last reportedQ1 2026Apr 29, 2026
Metric ID:
other_unrealized_gain_loss_on_derivativesHistorical Data
16 periods
| Q2 '21 | Q3 '21 | Q4 '21 | Q1 '22 | Q2 '22 | Q3 '22 | Q1 '23 | Q2 '23 | Q3 '23 | Q1 '24 | Q2 '24 | Q3 '24 | Q1 '25 | Q2 '25 | Q3 '25 | Q1 '26 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Value | -$141.07M | $1.38B | $186.35M | $1.32B | $897.54M | $1.25B | -$956.27M | $841.7M | $1.48B | $900.9M | $97.48M | -$1.58B | -$753.6M | -$492.18M | -$188.96M | $231.83M |
| QoQ Change | — | >999% | -86.5% | +610.2% | -32.2% | +39.4% | -176.4% | +188.0% | +75.3% | -38.9% | -89.2% | <-999% | +52.4% | +34.7% | +61.6% | +222.7% |
| YoY Change | — | — | — | — | +736.2% | -9.4% | -172.3% | -6.2% | +17.9% | +194.2% | -88.4% | -207.2% | -183.6% | -604.9% | +88.1% | +130.8% |
Range-$1.58B – $1.48B
CAGR+14.2%
Avg YoY Growth-8.7%
Median YoY Growth-7.8%
Current Streak4 quarters growth
Change in fair value of interest rate swap at Other Companies
Frequently Asked Questions
- What is Annaly Capital Management's change in fair value of interest rate swap?
- Annaly Capital Management (NLY) reported change in fair value of interest rate swap of $231.83M in Q1 2026.
- How has Annaly Capital Management's change in fair value of interest rate swap changed year-over-year?
- Annaly Capital Management's change in fair value of interest rate swap increased by 130.8% year-over-year, from -$753.6M to $231.83M.