Company: NLY-PF
Filing Date: 2025-10-30
Form Type: 10-Q
Source: 0001043219-25-000012
Chunk: 56

Company: ANNALY CAPITAL MANAGEMENT INC
Filing Date: 2025-10-30
Form: 10-Q
Item: Part I, Item 2
Chunk 56
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 assets(dollars in thousands)Cash and cash equivalents$2,096,696 $— $— $— $2,096,696 Reverse repurchase agreements— — — 35,004 35,004     Agency mortgage-backed securities (principal)— 115 62,162 82,201,224 82,263,501     Residential credit risk transfer securities (principal)4,664 5,841 57,466 244,974 312,945     Non-agency mortgage-backed securities (principal)27,867 229,566 439,841 641,359 1,338,633     Commercial mortgage-backed securities (principal)— — — — — Total securities32,531 235,522 559,469 83,087,557 83,915,079 Loans (principal)— — — 3,878,557 3,878,557 Assets transferred or pledged to securitization vehicles (principal)— — — 29,723,650 29,723,650 Total financial assets - maturity2,129,227 235,522 559,469 116,724,768 119,648,986     Effect of utilizing reset dates (1)30,290,520 547,022 683,950 (31,521,492)— Total financial assets - interest rate sensitive$32,419,747 $782,544 $1,243,419 $85,203,276 $119,648,986 Financial liabilities    Repurchase agreements$66,116,906 $8,723,946 $278,111 $— $75,118,963     Debt issued by securitization vehicles (principal)— — — 27,098,983 27,098,983     Participations issued (principal)— — — 1,772,035 1,772,035 U.S. Treasury securities sold, not yet purchased2,442,570 — — — 2,442,570 Total financial liabilities - maturity68,559,476 8,723,946 278,111 28,871,018 106,432,551     Effect of utilizing reset dates (1)(2)(59,158,681)1,205,554