Company: NLY-PF
Filing Date: 2025-02-13
Form Type: 10-K
Source: 0001628280-25-005451
Chunk: 136

Company: ANNALY CAPITAL MANAGEMENT INC
Filing Date: 2025-02-13
Form: 10-K
Item: Item 16
Chunk 136
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 $477,242 $(1,853,226)$62,198,941 Adjustable-rate pass-through188,996 15,834 (51)204,779 1,663 (14,953)191,489 CMO94,448 1,612 — 96,060 — (13,088)82,972 Interest-only2,010,697 416,955 — 416,955 4,729 (157,679)264,005 Multifamily (1)17,130,045 400,781 (9,752)3,552,217 52,055 (59,744)3,544,528 Reverse mortgages26,183 3,193 — 29,376 — (2,523)26,853 Total agency investments$82,895,356 $2,287,261 $(1,328,751)$67,874,312 $535,689 $(2,101,213)$66,308,788 Residential credit       Credit risk transfer$924,729 $2,240 $(4,358)$922,611 $51,984 $(536)$974,059 Alt-A164,384 9 (3,922)160,471 2,135 (12,371)150,235 Prime (2)1,076,497 8,590 (21,163)207,077 1,704 (28,134)180,647 Subprime272,955 — (31,751)241,204 5,622 (11,221)235,605 NPL/RPL1,237,531 8,336 (9,224)1,236,643 4,578 (43,666)1,197,555 Prime jumbo (>=2010 vintage) (3)9,425,280 71,960 (49,859)365,676 10,696 (32,140)344,232 Total residential credit securities$13,101,376 $91,135 $(120,277)$3,133,682 $76,719 $(128,068)$3,082,333 Total residential securities$95,996,732 $2,378,396 $(1,449,