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Equity

Unrealized Losses on Investments (Before Tax)

Annaly Capital Management Unrealized Losses on Investments (Before Tax) increased by 34.4% to $1.18B in Q1 2026 compared to the prior quarter. Year-over-year, this metric declined by 27.2%, from $1.62B to $1.18B. Over 5 years (FY 2020 to FY 2025), Unrealized Losses on Investments (Before Tax) shows an upward trend with a 39.4% CAGR. This increase may warrant attention — for this metric, lower values are generally preferred.

Analysis

StatementBalance Sheet Statement
SectionEquity
CategoryRisk
SignalLower is better
VolatilityVolatile
First reportedQ4 2018
Last reportedQ1 2026Apr 29, 2026

How to read this metric

An increase in unrealized losses suggests downward pressure on asset values, potentially signaling future impairment risks or liquidity constraints.

Detailed definition

This represents the cumulative decrease in the fair market value of investment securities that have not yet been sold, m...

Peer comparison

Standard metric for mortgage REITs; peers with similar duration profiles will show comparable sensitivity to interest rate hikes.

Metric ID: unrealized_losses_on_investments

Historical Data

20 periods
 Q2 '21Q3 '21Q4 '21Q1 '22Q2 '22Q3 '22Q4 '22Q1 '23Q2 '23Q3 '23Q4 '23Q1 '24Q2 '24Q3 '24Q4 '24Q1 '25Q2 '25Q3 '25Q4 '25Q1 '26
Value$427.41M$457.06M$673.77M$2.93B$4.76B$6.93B$4.96B$3.46B$3.88B$6.18B$2.23B$2.52B$2.53B$1.12B$2.54B$1.62B$1.51B$1.12B$877.45M$1.18B
QoQ Change+6.9%+47.4%+335.5%+62.2%+45.6%-28.4%-30.2%+12.1%+59.3%-63.9%+13.0%+0.6%-55.7%+126.4%-36.2%-7.0%-25.5%-21.8%+34.4%
YoY Change>999%>999%+636.6%+18.0%-18.5%-10.8%-55.1%-27.2%-34.7%-81.9%+13.8%-35.7%-40.5%+0.1%-65.4%-27.2%
Range$427.41M$6.93B
CAGR+23.8%
Avg YoY Growth+168.8%
Median YoY Growth-22.8%

Frequently Asked Questions

What is Annaly Capital Management's unrealized losses on investments (before tax)?
Annaly Capital Management (NLY) reported unrealized losses on investments (before tax) of $1.18B in Q1 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 27.2% year-over-year, from $1.62B to $1.18B.
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?
The total loss on investments that the company still owns but has not yet sold.