Company: NLY-PF
Filing Date: 2025-10-30
Form Type: 10-Q
Source: 0001043219-25-000012
Chunk: 275

Company: ANNALY CAPITAL MANAGEMENT INC
Filing Date: 2025-10-30
Form: 10-Q
Item: Part I, Item 8
Chunk 275
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2025 and December 31, 2024, respectively. In connection with its residential mortgage loans, the Company had select arrangements with counterparties to enter into repurchase agreements for $4.3 billion with remaining capacity of $2.5 billion at September 30, 2025.At September 30, 2025 and December 31, 2024, the repurchase agreements had the following remaining maturities and collateral types: 

24

ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIESItem 1.  Financial Statements

September 30, 2025 Agency Mortgage-Backed SecuritiesCRTsNon-Agency Mortgage-Backed SecuritiesResidential Mortgage LoansCommercial Mortgage-Backed SecuritiesTotal Repurchase Agreements (dollars in thousands)1 day$31,428,894 $— $46,133 $— $— $31,475,027 2 to 29 days1,128,459 188,520 786,088 — — 2,103,067 30 to 59 days13,069,517 — 544,223 445,868 — 14,059,608 60 to 89 days22,173,764 — 574,103 211,837 — 22,959,704 90 to 119 days4,499,627 — 79,295 — — 4,578,922 Over 119 days (1)2,764,725 — 536,307 1,122,103 — 4,423,135 Total$75,064,986 $188,520 $2,566,149 $1,779,808 $— $79,599,463 Amounts offset in accordance with netting arrangements(4,480,500)Net amounts of Repurchase agreements as presented in the Consolidated Statements of Financial Condition$75,118,963 December 31, 2024 Agency Mortgage-Backed SecuritiesCRTsNon-Agency Mortgage-Backed SecuritiesResidential Mortgage LoansCommercial Mortgage-Backed SecuritiesTotal Repurchase Agreements (dollars in thousands)1 day$— $— $— $— $— $— 2 to 29 days28,603,831 405,341 861,271 — 66,010 29,936,453