Company: NLY-PF
Filing Date: 2025-05-08
Form Type: 10-Q
Source: 0001628280-25-023811
Chunk: 89

Company: ANNALY CAPITAL MANAGEMENT INC
Filing Date: 2025-05-08
Form: 10-Q
Item: Part I, Item 1
Chunk 89
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 2025$68,329,720 $1,972,583 $59,061 $70,361,364 

9

ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIESItem 1.  Financial Statements

The following tables present the Company’s securities portfolio that were carried at their fair value at March 31, 2025 and December 31, 2024: March 31, 2025 Principal /NotionalRemaining PremiumRemaining DiscountAmortizedCostUnrealizedGainsUnrealizedLossesEstimated Fair ValueAgency(dollars in thousands)Fixed-rate pass-through$64,549,014 $1,258,704 $(1,191,086)$64,616,632 $356,094 $(1,418,833)$63,553,893 Adjustable-rate pass-through137,157 8,972 (40)146,089 1,949 (6,641)141,397 CMO85,886 1,418 — 87,304 — (13,496)73,808 Interest-only3,757,295 545,553 — 545,553 29,256 (105,328)469,481 Multifamily(1)29,947,936 544,756 (8,058)4,085,912 29,207 (49,245)4,065,874 Reverse mortgages24,234 2,279 — 26,513 — (1,246)25,267 Total agency securities$98,501,522 $2,361,682 $(1,199,184)$69,508,003 $416,506 $(1,594,789)$68,329,720 Residential credit       Credit risk transfer$492,296 $1,493 $(3,385)$490,404 $30,751 $(96)$521,059 Alt-A204,309 34 (2,062)202,281 2,969 (7,696)197,554 Prime (2)1,867,436 28,175 (10,084)44,362 3,035 (700)46,697 Subprime247,047 12 (29,638)217,421 7,488 (8