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Annaly Capital Management NLY Unrealized Losses on Investments (Before Tax)
Unrealized Losses on Investments (Before Tax) at other companies
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Where this comes from
Reported directly by Annaly Capital Management in its filing.
Tagged under the XBRL concept us-gaap:AvailableForSaleDebtSecuritiesAccumulatedGrossUnrealizedLossBeforeTax.
The source filing: Annaly Capital Management’s 10-Q, filed July 29, 2026.
- Filed
- Jul 29, 2026, 4:06 PM EDT
- Fiscal quarter
- Q2 FY2026
- Calendar quarter
- Q2 2026
- Accession
- 0001043219-26-000058
| Agency | Principal /Notional / (dollars in thousands) | Remaining Premium / (dollars in thousands) | Remaining Discount / (dollars in thousands) | Amortized Cost / (dollars in thousands) | Unrealized Gains / (dollars in thousands) | Unrealized Losses / (dollars in thousands) | Estimated Fair Value / (dollars in thousands) |
|---|---|---|---|---|---|---|---|
| Total residential securities | $153,074,203 | $2,861,117 | $(1,312,580) | $90,087,214 | $583,858 | $(1,290,606) | $89,380,466 |
| Commercial | |||||||
| Commercial securities | $135,000 | — | — | $135,000 | $41 | $(22) | $135,019 |
| Total securities | $153,209,203 | $2,861,117 | $(1,312,580) | $90,222,214 | $583,899 | $(1,290,628) | $89,515,485 |
| December 31, 2025 | |||||||
| Principal /Notional | Remaining Premium | Remaining Discount | AmortizedCost | UnrealizedGains | UnrealizedLosses | Estimated Fair Value | |
| Agency | (dollars in thousands) | ||||||
| Fixed-rate pass-through | $81,291,560 | $1,464,326 | $(1,120,301) | $81,635,585 | $1,055,907 | $(709,842) | $81,981,650 |
Item 1. Financial Statements
FAQ
- What is Annaly Capital Management's unrealized losses on investments (before tax)?
- Annaly Capital Management (NLY) reported unrealized losses on investments (before tax) of $1.29B in Q2 2026.
- How has Annaly Capital Management's unrealized losses on investments (before tax) changed year-over-year?
- Annaly Capital Management's unrealized losses on investments (before tax) decreased by 14.3% year-over-year, from $1.51B to $1.29B.
- What is the long-term trend for Annaly Capital Management's unrealized losses on investments (before tax)?
- Over 5 years (2020 to 2025), Annaly Capital Management's unrealized losses on investments (before tax) has grown at a 39.4% compound annual growth rate (CAGR), from $166.95M to $877.45M.
- What does unrealized losses on investments (before tax) mean?
- This represents the cumulative decrease in the fair market value of investment securities that have not yet been sold, measured before any tax adjustments. It captures the paper losses on the portfolio due to market fluctuations or interest rate changes. Monitoring this is essential for understanding the potential impact of market downturns on the company's equity base.
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