Company: NLY-PF
Filing Date: 2025-07-30
Form Type: 10-Q
Source: 0001628280-25-036724
Chunk: 98

Company: ANNALY CAPITAL MANAGEMENT INC
Filing Date: 2025-07-30
Form: 10-Q
Item: Part I, Item 1
Chunk 98
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 Principal /NotionalRemaining PremiumRemaining DiscountAmortizedCostUnrealizedGainsUnrealizedLossesEstimated Fair ValueAgency(dollars in thousands)Fixed-rate pass-through$65,010,762 $1,329,117 $(1,178,444)$65,161,435 $130,742 $(2,242,503)$63,049,674 Adjustable-rate pass-through157,123 11,936 (42)169,017 2,216 (8,995)162,238 CMO87,467 1,459 — 88,926 — (15,242)73,684 Interest-only3,437,570 493,803 — 493,803 14,843 (127,914)380,732 Multifamily (1)26,216,351 514,726 (11,830)3,844,575 7,644 (110,454)3,741,765 Reverse mortgages24,916 2,499 — 27,415 — (1,440)25,975 Total agency investments$94,934,189 $2,353,540 $(1,190,316)$69,785,171 $155,445 $(2,506,548)$67,434,068 Residential credit       Credit risk transfer$707,169 $1,608 $(3,581)$705,196 $49,819 $(100)$754,915 Non-QM172,368 35 (1,724)170,679 2,694 (8,481)164,892 Prime (2)1,881,111 27,484 (10,416)100,039 2,857 (779)102,117 SBC253,045 12 (11,624)241,433 3,632 (11,493)233,572 NPL/RPL702,720 4,540 (21,897)685,363 3,168 (6,091)682,440 RTL151,100 — (134)150,966 1,030 (144)151,852 Prime jumbo (>=2010 vintage) (3)10,334,669 84,431 (30,385)146