Company: NLY-PF
Filing Date: 2025-05-08
Form Type: 10-Q
Source: 0001628280-25-023811
Chunk: 220

Company: ANNALY CAPITAL MANAGEMENT INC
Filing Date: 2025-05-08
Form: 10-Q
Item: Part I, Item 8
Chunk 220
---
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 Alt-A172,368 35 (1,724)170,679 2,694 (8,481)164,892 Prime (2)1,824,609 27,484 (10,228)43,725 2,732 (667)45,790 Subprime280,820 12 (30,081)250,751 6,325 (11,493)245,583 NPL/RPL882,547 4,540 (3,762)883,325 1,630 (6,347)878,608 Prime jumbo (>=2010 vintage) (3)10,334,669 84,431 (30,385)146,285 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 (1) Principal/Notional amount includes $26.4 billion and $22.9 billion of Agency Multifamily interest-only securities as of March 31, 2025 and December 31, 2024, respectively.(2) Principal/Notional amount includes $1.8 billion and $1.8 billion of Prime interest-only securities as of March 31, 2025 and December 31, 2024, respectively.(3) Principal/Not