Company: NLY-PF
Filing Date: 2025-07-30
Form Type: 10-Q
Source: 0001628280-25-036724
Chunk: 122

Company: ANNALY CAPITAL MANAGEMENT INC
Filing Date: 2025-07-30
Form: 10-Q
Item: Part I, Item 1
Chunk 122
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 the criteria to permit netting. The Company reports cash flows on repurchase agreements as financing activities and cash flows on reverse repurchase agreements as investing activities in the Consolidated Statements of Cash Flows.The Company had outstanding $66.5 billion and $65.7 billion of repurchase agreements with weighted average remaining maturities of 49 days and 32 days and weighted average rates of 4.57% and 4.76% at June 30, 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 $4.2 billion with remaining capacity of $2.5 billion at June 30, 2025.At June 30, 2025 and December 31, 2024, the repurchase agreements had the following remaining maturities and collateral types: June 30, 2025 Agency Mortgage-Backed SecuritiesCRTsNon-Agency Mortgage-Backed SecuritiesResidential Mortgage LoansCommercial Mortgage-Backed SecuritiesTotal Repurchase Agreements (dollars in thousands)1 day$27,251,644 $— $60,497 $— $— $27,312,141 2 to 29 days577,753 286,134 967,919 — — 1,831,806 30 to 59 days12,233,772 — 672,983 — — 12,906,755 60 to 89 days25,304,682 — 403,259 162,222 — 25,870,163 90 to 119 days246,080 — 54,150 — — 300,230 Over 119 days (1)863 — 348,759 1,501,429 — 1,851,051 Total$65,614,794 $286,134 $2,507,567 $1,663,651 $— $70,072,146 Amounts offset in accordance with netting arrangements(3,530,768)Net amounts of Repurchase agreements as presented in the Consolidated Statements of Financial Condition$66,541,378 December 31, 2024 Agency Mortgage-Backed SecuritiesCRTsNon-Agency Mortgage-Backed SecuritiesResidential Mortgage LoansCommercial Mortgage-Backed SecuritiesTotal