Company: NLY-PF
Filing Date: 2025-02-13
Form Type: 10-K
Source: 0001628280-25-005451
Chunk: 161

Company: ANNALY CAPITAL MANAGEMENT INC
Filing Date: 2025-02-13
Form: 10-K
Item: Item 16
Chunk 161
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 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 

F-27

ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIESFinancial Statements

December 31, 2023 Agency Mortgage-Backed SecuritiesCRTsNon-Agency Mortgage-Backed SecuritiesResidential Mortgage LoansCommercial Mortgage-Backed SecuritiesTotal Repurchase Agreements (dollars in thousands)1 day$— $— $— $— $— $— 2 to 29 days33,492,952 555,568 840,400 — 191,276 35,080,196 30 to 59 days18,090,265 — 528,341 — — 18,618,606 60 to 89 days6,479,206 139,952 579,611 — — 7,198,769 90 to 119 days— — 39,714 207,592 — 247,306 Over 119 days (1)2,511,003 — 169,697 644,259 — 3,324,959