Annaly Capital Management NLY Fair Value of Repurchase Agreement Collateral
Fair Value of Repurchase Agreement Collateral at other companies
Other financials
Where this comes from
Reported directly by Annaly Capital Management in its filing.
Tagged under the XBRL concept us-gaap:SecuritiesSoldUnderAgreementsToRepurchaseFairValueOfCollateral.
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
The fair value of collateral received in connection with reverse repurchase agreements as of June 30, 2026 was $83.0 million, of which the Company sold $0.0 million. The fair value of collateral received in connection with reverse repurchase agreements as of December 31, 2025 was $2.5 billion, of which the Company sold $2.4 billion. The amount of collateral sold is reported at fair value in the Company’s Consolidated Statements of Financial Condition as U.S. Treasury securities sold, not yet purchased.
Item 1. Financial Statements
FAQ
- What is Annaly Capital Management's fair value of repurchase agreement collateral?
- Annaly Capital Management (NLY) reported fair value of repurchase agreement collateral of $0 in Q2 2026.
- How has Annaly Capital Management's fair value of repurchase agreement collateral changed year-over-year?
- Annaly Capital Management's fair value of repurchase agreement collateral decreased by 100.0% year-over-year, from $2.5B to $0.
- What is the long-term trend for Annaly Capital Management's fair value of repurchase agreement collateral?
- Over 2 years (2023 to 2025), Annaly Capital Management's fair value of repurchase agreement collateral has grown at a 6.9% compound annual growth rate (CAGR), from $2.1B to $2.4B.
- What does fair value of repurchase agreement collateral mean?
- This represents the fair market value of securities pledged by the company to lenders to secure short-term financing. It reflects the quality and quantity of assets the company must provide to maintain its leverage.
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