Company: NLY-PF
Filing Date: 2025-07-30
Form Type: 10-Q
Source: 0001628280-25-036724
Chunk: 197

Company: ANNALY CAPITAL MANAGEMENT INC
Filing Date: 2025-07-30
Form: 10-Q
Item: Part I, Item 1
Chunk 197
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)— 4,786 77,917 309,276 391,979     Non-agency mortgage-backed securities (principal)193,061 76,023 382,227 623,406 1,274,717     Commercial mortgage-backed securities (principal)— — — — — Total securities193,061 80,950 479,525 72,486,439 73,239,975     Residential mortgage loans (principal)— — — 3,617,978 3,617,978 Total loans— — — 3,617,978 3,617,978 Assets transferred or pledged to securitization vehicles (principal)— — — 27,453,481 27,453,481 Total financial assets - maturity2,251,906 80,950 479,525 103,557,898 106,370,279     Effect of utilizing reset dates (1)27,867,224 537,306 545,104 (28,949,634)— Total financial assets - interest rate sensitive$30,119,130 $618,256 $1,024,629 $74,608,264 $106,370,279 Financial liabilities    Repurchase agreements$64,390,097 $1,812,196 $339,085 $— $66,541,378     Debt issued by securitization vehicles (principal)— — — 24,729,626 24,729,626     Participations issued (principal)— — — 1,511,584 1,511,584 U.S. Treasury securities sold, not yet purchased2,528,167 — — — 2,528,167 Total financial liabilities - maturity66,918,264 1,812,196 339,085 26,241,210 95,310,755     Effect of utilizing reset dates (1)(2)(54,574,671)1,205,000 21,263,663 32,106,008 — Total financial liabilities - interest rate sensitive$12,343,593 $3,017,196 $21,602,748 $58,347,218 $95,310,755 Maturity gap$(64,666,358)$(