Company: NLY-PF
Filing Date: 2025-10-30
Form Type: 10-Q
Source: 0001043219-25-000012
Chunk: 255

Company: ANNALY CAPITAL MANAGEMENT INC
Filing Date: 2025-10-30
Form: 10-Q
Item: Part I, Item 8
Chunk 255
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 September 30, 2025 and December 31, 2024:September 30, 2025December 31, 2024 (dollars in thousands)Fair value$33,520,608 $25,520,090 Unpaid principal balance$33,602,207 $26,297,725 The following table provides information regarding the line items and amounts recognized in the Consolidated Statements of Comprehensive Income (Loss) for the three and nine months ended September 30, 2025 and 2024 for these investments:For the Three Months EndedFor the Nine Months EndedSeptember 30, 2025September 30, 2024September 30, 2025September 30, 2024 (dollars in thousands)Interest income$505,527 $346,031 $1,399,541 $899,867 Net gains (losses) on disposal of investments (1)(11,534)1,535 (35,842)(1,810)Net unrealized gains (losses) on instruments measured at fair value through earnings (1)174,112 558,161 508,993 469,462 Total included in net income (loss)$668,105 $905,727 $1,872,692 $1,367,519 (1) These amounts are presented in the line item Net gains (losses) on investments and other in the Consolidated Statements of Comprehensive Income (loss).The following table provides the geographic concentrations based on the unpaid principal balances at September 30, 2025 and December 31, 2024 for the residential mortgage loans, including loans transferred or pledged to securitization vehicles:Geographic Concentrations of Residential Mortgage LoansSeptember 30, 2025December 31, 2024Property location% of BalanceProperty location% of BalanceCalifornia39.7%California39.5%New York11.2%New York10.9%Florida9.1%Florida10.1%Texas5.4%Texas5.4%All other (none individually greater than 5%)34.6%All other (none individually greater than 5%)34.1%Total100.0%100.0%The following table provides additional data on the Company’s residential mortgage loans, including loans transferred or pledged to securitization vehicles, at September 30, 2025 and December 31,