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Aug 9, 2023 · They will move to SOFR in Q4 as the following website extract explains. Annaly. The chart above also makes it clear that in the middle of next year NLY.PI yield (blue line) will rise...
Feb 8, 2024 · One adjustment we did make tactically, however, was we rotated from treasury futures into SOFR swaps at the very front end of the yield curve, given the particularly tight level of swap spreads...
Feb 14, 2023 · We think NLY will be lucky if they can manage their own distribution metric to come above 50 cents in 3 quarters. NLY also sees the direction if not the extent and telegraphed the next...
Jan 31, 2024 · The market expects Annaly Capital Management (NLY) to deliver a year-over-year decline in earnings on higher revenues when it reports results for the quarter ended December 2023.
Mar 19, 2024 · Annaly Capital's book value in Q4 grew 6.5% increase, showing recovery from recent declines due to lower rates and fixed MBS. Read an analysis of NLY stock here.
- Geoffrey Seiler
May 16, 2024 · The Secured Overnight Financing Rate (SOFR) is a benchmark interest rate for derivatives and loans (denominated in US Dollars) that has replaced the London Interbank Offered Rate (LIBOR). They utilize real transaction data, making them less prone to bias and hence they are preferred by regulators.
People also ask
Will nly Pi move to SOFR in Q4?
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What happened to nly in Q4?
Will nly Pi outperform if all stocks are redeemed?
If you adopt the standard fallback language, your debt will most likely transition to Term SOFR, while your interest rate hedges will transition to SOFR compounded in arrears (Daily SOFR). This will create an economic mismatch between the two.
