Company: NLY-PF
Filing Date: 2025-07-30
Form Type: 10-Q
Source: 0001628280-25-036724
Chunk: 265

Company: ANNALY CAPITAL MANAGEMENT INC
Filing Date: 2025-07-30
Form: 10-Q
Item: Part I, Item 8
Chunk 265
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 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 Repurchase Agreements (dollars in thousands