Company: NLY-PF
Filing Date: 2025-07-30
Form Type: 10-Q
Source: 0001628280-25-036724
Chunk: 240

Company: ANNALY CAPITAL MANAGEMENT INC
Filing Date: 2025-07-30
Form: 10-Q
Item: Part I, Item 8
Chunk 240
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816,031 50,760 (36,497)4,830,294 Reverse mortgages23,332 2,066 — 25,398 — (1,101)24,297 Total agency securities$103,373,260 $2,444,178 $(1,272,684)$72,744,773 $496,176 $(1,484,311)$71,756,638 Residential credit       Credit risk transfer$391,979 $1,226 $(3,236)$389,969 $24,123 $(45)$414,047 Non-QM222,058 34 (2,184)219,908 3,488 (8,183)215,213 Prime (2)2,342,031 32,270 (10,086)101,380 3,484 (773)104,091 SBC207,735 12 (10,864)196,883 5,183 (7,029)195,037 NPL/RPL501,340 3,412 (22,290)482,462 4,726 (1,934)485,254 RTL170,150 7 (574)169,583 1,112 (48)170,647 Prime jumbo (>=2010 vintage) (3)10,490,450 83,224 (30,904)146,558 17,248 (4,107)159,699 Total residential credit securities$14,325,743 $120,185 $(80,138)$1,706,743 $59,364 $(22,119)$1,743,988 Total residential securities$117,699,003 $2,564,363 $(1,352,822)$74,451,516 $555,540 $(1,506,430)$73,500,626 CommercialCommercial securities$— $— $— $— $— $— $— Total securities$117,699,003 $2,564,363 $(1,352,822)$74,451,516 $555,540 $(1,506,430)$73,500,626  December 31, 2024 Principal /NotionalRemaining PremiumRemaining DiscountAm