Company: NLY-PF
Filing Date: 2025-10-30
Form Type: 10-Q
Source: 0001043219-25-000012
Chunk: 249

Company: ANNALY CAPITAL MANAGEMENT INC
Filing Date: 2025-10-30
Form: 10-Q
Item: Part I, Item 8
Chunk 249
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(2,536)435,368 RTL174,097 16 (544)173,569 1,226 (40)174,755 Prime jumbo (>=2010 vintage) (3)11,908,492 101,317 (30,632)164,056 18,321 (4,168)178,209 Total residential credit securities$15,685,125 $137,646 $(79,112)$1,710,112 $55,841 $(21,047)$1,744,906 Total residential securities$131,549,337 $2,745,657 $(1,385,827)$85,274,909 $910,229 $(1,122,413)$85,062,725 CommercialCommercial securities$— $— $— $— $— $— $— Total securities$131,549,337 $2,745,657 $(1,385,827)$85,274,909 $910,229 $(1,122,413)$85,062,725  December 31, 2024 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,