Company: NLY-PF
Filing Date: 2025-05-08
Form Type: 10-Q
Source: 0001628280-25-023811
Chunk: 161

Company: ANNALY CAPITAL MANAGEMENT INC
Filing Date: 2025-05-08
Form: 10-Q
Item: Part I, Item 1
Chunk 161
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874 3,741,765 Reverse mortgages25,267 25,975 Total agency securities$68,329,720 $67,434,068 Residential credit Credit risk transfer$521,059 $754,915 Alt-A197,554 164,892 Prime46,697 45,790 Subprime216,702 245,583 NPL/RPL830,275 878,608 Prime jumbo (>= 2010 vintage)160,296 158,313 Total residential credit securities$1,972,583 $2,248,101 Total Residential Securities$70,302,303 $69,682,169 

The following table summarizes certain characteristics of our Residential Securities (excluding interest-only mortgage-backed securities) and interest-only mortgage-backed securities at March 31, 2025 and December 31, 2024.        

 March 31, 2025December 31, 2024Residential Securities (1)(dollars in thousands)  Principal amount$70,239,170 $70,783,559 Net premium28,057 110,212 Amortized cost70,267,227 70,893,771 Amortized cost / principal amount100.04 %100.16 %Carrying value69,213,327 68,717,038 Carrying value / principal amount98.54 %97.08 %Weighted average coupon rate5.03 %5.02 %Weighted average yield4.98 %4.96 %Adjustable-rate Residential Securities (1)Principal amount$714,932 $951,400 Weighted average coupon rate8.22 %8.41 %Weighted average yield7.44 %7.59 %Weighted average term to next adjustment (2)6 Months6 MonthsWeighted average lifetime cap (3)9.40 %9.33 %Principal amount at period end as % of total residential securities1.02 %1.34 %Fixed-rate Residential Securities (1)Principal amount$69,524,238 $69,832,159 Weighted average coupon rate5.00 %4.97 %Weighted average yield4.95 %4.93 %Principal amount at period end as % of total residential securities98.98 %98.66 %Interest