Company: NLY-PF
Filing Date: 2025-07-30
Form Type: 10-Q
Source: 0001628280-25-036724
Chunk: 243

Company: ANNALY CAPITAL MANAGEMENT INC
Filing Date: 2025-07-30
Form: 10-Q
Item: Part I, Item 8
Chunk 243
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 June 30, 2025 and December 31, 2024, according to their estimated weighted average life classifications: June 30, 2025December 31, 2024Estimated Fair ValueAmortizedCostEstimated Fair ValueAmortizedCostEstimated weighted average life(dollars in thousands)Less than one year$276,164 $275,153 $407,856 $408,090 Greater than one year through five years1,609,276 1,602,006 1,308,898 1,325,093 Greater than five years through ten years68,974,533 69,937,694 66,027,670 68,242,391 Greater than ten years2,640,653 2,636,663 1,937,745 2,009,558 Total$73,500,626 $74,451,516 $69,682,169 $71,985,132 The estimated weighted average lives of the Residential Securities at June 30, 2025 and December 31, 2024 in the table above are based upon projected principal prepayment rates. The actual weighted average lives of the Residential Securities could be longer or shorter than projected.The following table presents the gross unrealized losses and estimated fair value of the Company’s Agency mortgage-backed securities, accounted for as available-for-sale where the fair value option has not been elected, by length of time that such securities have been in a continuous unrealized loss position at June 30, 2025 and December 31, 2024. June 30, 2025December 31, 2024 Estimated Fair Value (1)Gross Unrealized Losses (1)Number of Securities (1)Estimated Fair Value (1)Gross Unrealized Losses (1)Number of Securities (1) (dollars in thousands)Less than 12 months$26,354 $(382)5 $49,820 $(1,477)34 12 Months or more7,241,266 (744,563)1,296 8,054,162 (1,020,427)1,377 Total$7,267,620 $(744,945)1,301 $8,103,982 $(1,021,904)1,411 (1) Excludes interest-only mortgage-backed securities and reverse mortgages, and effective July