Company: NLY-PF
Filing Date: 2025-05-08
Form Type: 10-Q
Source: 0001628280-25-023811
Chunk: 243

Company: ANNALY CAPITAL MANAGEMENT INC
Filing Date: 2025-05-08
Form: 10-Q
Item: Part I, Item 8
Chunk 243
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,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 in accordance with netting arrangements and net amounts of