Company: NLY-PF
Filing Date: 2025-07-30
Form Type: 10-Q
Source: 0001628280-25-036724
Chunk: 272

Company: ANNALY CAPITAL MANAGEMENT INC
Filing Date: 2025-07-30
Form: 10-Q
Item: Part I, Item 8
Chunk 272
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381 $10,689 $18,691 $21,198 Dividends declared per share of series G preferred stock$0.552 $0.629 $1.100 $1.247 Dividends declared to series I preferred stockholders$10,682 $7,467 $21,279 $14,934 Dividends declared per share of series I preferred stock$0.603 $0.422 $1.202 $0.844 

14.  INTEREST INCOME AND INTEREST EXPENSERefer to the “Significant Accounting Policies” Note for details surrounding the Company’s accounting policy related to net interest income on securities and loans.The following table summarizes the interest income recognition methodology for Residential Securities: Interest Income MethodologyAgency Fixed-rate pass-through (1)Effective yield (3)Adjustable-rate pass-through (1)Effective yield (3)Multifamily (1)Contractual Cash FlowsCMO (1)Effective yield (3)Reverse mortgages (2)ProspectiveInterest-only (2)ProspectiveResidential credit CRT (2)ProspectiveNon-QM (2)ProspectivePrime (2)ProspectiveSBC (2)ProspectiveNPL/RPL (2)ProspectiveRTL (2)ProspectivePrime jumbo (2)Prospective(1) Changes in fair value are recognized in Other comprehensive income (loss) in the accompanying Consolidated Statements of Comprehensive Income (Loss) for securities purchased prior to July 1, 2022. Effective July 1, 2022, changes in fair value are recognized in Net gains (losses) on investments and other in the accompanying Consolidated Statements of Comprehensive Income (Loss) for newly purchased securities.(2) Changes in fair value are recognized in Net gains (losses) on investments and other in the accompanying Consolidated Statements of Comprehensive Income (Loss).(3) Effective yield is recalculated for differences between estimated and actual prepayments and the amortized cost is adjusted as if the new effective yield had been applied since inception.

27

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

The following table presents the components of the Company’s interest income and interest expense for the three and six months ended June 30, 2025 and 2024. For the Three Months Ended For the Six Months Ended June 30, 2025