Company: NLY-PF
Filing Date: 2025-05-08
Form Type: 10-Q
Source: 0001628280-25-023811
Chunk: 114

Company: ANNALY CAPITAL MANAGEMENT INC
Filing Date: 2025-05-08
Form: 10-Q
Item: Part I, Item 1
Chunk 114
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 36,152 411,299 223,945 — 21,007,475 90 to 119 days— — 115,425 — — 115,425 Over 119 days (1)— — 362,623 1,445,128 — 1,807,751 Total$59,672,873 $345,678 $2,460,437 $1,669,073 $52,559 $64,200,620 Amounts offset in accordance with netting arrangements(2,541,160)Net amounts of Repurchase agreements as presented in the Consolidated Statements of Financial Condition$61,659,460 

24

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

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 30 to 59 days34,496,443 116,087 682,037 251,357 — 35,545,924 60 to 89 days692,255 47,583 545,684 — — 1,285,522 90 to 119 days2,085 — 60,383 — — 62,468 Over 119 days (1)— — 332,040 1,139,604 — 1,471,644 Total$63,794,614 $569,011 $2,481,415 $1,390,961 $66,010 $68,302,011 Amounts offset in accordance with netting arrangements(2,613,088)Net amounts of Repurchase agreements as presented in the Consolidated Statements of Financial Condition$65,688,923 (1) Less than 1% of repurchase agreements had a remaining maturity over 1 year at March 31, 2025 and December 31, 2024.The following table summarizes the gross amounts of reverse repurchase agreements and repurchase agreements, amounts offset