Company: NLY-PF
Filing Date: 2025-05-08
Form Type: 10-Q
Source: 0001628280-25-023811
Chunk: 219

Company: ANNALY CAPITAL MANAGEMENT INC
Filing Date: 2025-05-08
Form: 10-Q
Item: Part I, Item 8
Chunk 219
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PL832,022 4,304 (4,691)831,635 2,266 (3,626)830,275 Prime jumbo (>=2010 vintage) (3)10,692,985 85,262 (30,144)146,838 17,726 (4,268)160,296 Total residential credit securities$14,336,095 $119,280 $(80,004)$1,932,941 $64,235 $(24,593)$1,972,583 Total residential securities$112,837,617 $2,480,962 $(1,279,188)$71,440,944 $480,741 $(1,619,382)$70,302,303 CommercialCommercial securities$59,015 $144 $— $59,159 $— $(98)$59,061 Total securities$112,896,632 $2,481,106 $(1,279,188)$71,500,103 $480,741 $(1,619,480)$70,361,364  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,