Annaly Capital Management Fair Value of Repurchase Agreement Collateral decreased by 100.0% to $0.00 in Q1 2026 compared to the prior quarter. Year-over-year, this metric declined by 100.0%, from $2.50B to $0.00. Over 2 years (FY 2023 to FY 2025), Fair Value of Repurchase Agreement Collateral shows an upward trend with a 6.9% CAGR.
Changes reflect both the volume of borrowing and the market valuation of the underlying collateral assets.
The fair market value of the securities pledged by the bank as collateral for repurchase agreements. This metric provide...
Comparable across banks; peers are evaluated on the quality and 'haircut' requirements of their pledged collateral.
repurchase_agreement_collateral_fv| Q4 '23 | Q1 '24 | Q2 '24 | Q3 '24 | Q4 '24 | Q1 '25 | Q2 '25 | Q3 '25 | Q4 '25 | Q1 '26 | |
|---|---|---|---|---|---|---|---|---|---|---|
| Value | $2.10B | $2.10B | $2.00B | $2.00B | $2.50B | $2.50B | $2.50B | $2.40B | $2.40B | $0.00 |
| QoQ Change | — | +0.0% | -4.8% | +0.0% | +25.0% | +0.0% | +0.0% | -4.0% | +0.0% | -100.0% |
| YoY Change | — | — | — | — | +19.0% | +19.0% | +25.0% | +20.0% | -4.0% | -100.0% |