Company: NLY-PF
Filing Date: 2025-05-08
Form Type: 10-Q
Source: 0001628280-25-023811
Chunk: 239

Company: ANNALY CAPITAL MANAGEMENT INC
Filing Date: 2025-05-08
Form: 10-Q
Item: Part I, Item 8
Chunk 239
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 loans— 3,860,555 — 3,860,555 Mortgage servicing rights— — 3,272,902 3,272,902 Assets transferred or pledged to securitization vehicles— 24,464,281 — 24,464,281 Derivative assetsInterest rate swaps— 8,012 — 8,012 Other derivatives5,597 53,648 — 59,245 Total assets$5,597 $98,747,860 $3,272,902 $102,026,359 LiabilitiesDebt issued by securitization vehicles$— $21,802,193 $— $21,802,193 Participations issued— 1,748,273 — 1,748,273 U.S. Treasury securities sold, not yet purchased2,519,125 — — 2,519,125 Derivative liabilitiesInterest rate swaps— 18,455 — 18,455 Other derivatives148,371 14,239 — 162,610 Total liabilities$2,667,496 $23,583,160 $— $26,250,656 December 31, 2024 Level 1Level 2Level 3TotalAssets(dollars in thousands)SecuritiesAgency mortgage-backed securities$— $67,434,068 $— $67,434,068 Credit risk transfer securities— 754,915 — 754,915 Non-Agency mortgage-backed securities— 1,493,186 — 1,493,186    Commercial mortgage-backed securities— 74,278 — 74,278 LoansResidential mortgage loans— 3,546,902 — 3,546,902 Mortgage servicing rights— — 2,909,134 2,909,134 Assets transferred or pledged to securitization vehicles— 21,973,188 — 21,973,188 Derivative assetsInterest rate swaps— 21,226 — 21,226 Other derivatives190,980 13,145 — 204,125 Total assets$190,980 $95,310,908 $2,909,134 $98,411,022 LiabilitiesDebt issued by securitization vehicles$