Company: NLY-PF
Filing Date: 2025-07-30
Form Type: 10-Q
Source: 0001628280-25-036724
Chunk: 99

Company: ANNALY CAPITAL MANAGEMENT INC
Filing Date: 2025-07-30
Form: 10-Q
Item: Part I, Item 1
Chunk 99
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,285 17,072 (5,044)158,313 Total residential credit securities$14,202,182 $118,110 $(79,761)$2,199,961 $80,272 $(32,132)$2,248,101 Total residential securities$109,136,371 $2,471,650 $(1,270,077)$71,985,132 $235,717 $(2,538,680)$69,682,169 CommercialCommercial securities$74,151 $193 $— $74,344 $38 $(104)$74,278 Total securities$109,210,522 $2,471,843 $(1,270,077)$72,059,476 $235,755 $(2,538,784)$69,756,447 

10

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

(1) Principal/Notional amount includes $27.5 billion and $22.9 billion of Agency Multifamily interest-only securities as of June 30, 2025 and December 31, 2024, respectively.(2) Principal/Notional amount includes $2.3 billion and $1.8 billion of Prime interest-only securities as of June 30, 2025 and December 31, 2024, respectively.(3) Principal/Notional amount includes $10.4 billion and $10.2 billion of Prime Jumbo interest-only securities as of June 30, 2025 and December 31, 2024, respectively.The following table presents the Company’s Agency mortgage-backed securities portfolio by issuing Agency at June 30, 2025 and December 31, 2024: June 30, 2025December 31, 2024Investment Type(dollars in thousands)Fannie Mae$67,546,692 $63,211,517 Freddie Mac4,048,152 4,115,085 Ginnie Mae161,794 107,466 Total$71,756,638 $67,434,068 Actual maturities of the Company’s Residential Securities are generally shorter than stated contractual maturities because actual maturities of the portfolio are affected by periodic payments and prepayments of principal on the underlying mortgages