Company: NLY-PF
Filing Date: 2025-10-30
Form Type: 10-Q
Source: 0001043219-25-000012
Chunk: 248

Company: ANNALY CAPITAL MANAGEMENT INC
Filing Date: 2025-10-30
Form: 10-Q
Item: Part I, Item 8
Chunk 248
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30, 2025$83,317,819 $1,744,906 $— $85,062,725 

9

ANNALY CAPITAL MANAGEMENT, INC. AND SUBSIDIARIESItem 1.  Financial Statements

The following tables present the Company’s securities portfolio that were carried at their fair value at September 30, 2025 and December 31, 2024: September 30, 2025 Principal /NotionalRemaining PremiumRemaining DiscountAmortizedCostUnrealizedGainsUnrealizedLossesEstimated Fair ValueAgency(dollars in thousands)Fixed-rate pass-through$76,814,459 $1,411,294 $(1,292,553)$76,933,200 $742,793 $(973,432)$76,702,561 Adjustable-rate pass-through123,092 7,773 (34)130,831 1,788 (5,333)127,286 CMO2,845 13 — 2,858 — (115)2,743 Interest-only4,724,425 625,831 — 625,831 36,966 (88,472)574,325 Multifamily (1)34,199,391 563,100 (14,128)5,872,077 72,841 (34,014)5,910,904 Total agency securities$115,864,212 $2,608,011 $(1,306,715)$83,564,797 $854,388 $(1,101,366)$83,317,819 Residential credit       Credit risk transfer$312,945 $1,111 $(3,031)$311,025 $19,648 $(26)$330,647 Non-QM319,048 270 (2,534)316,784 3,393 (8,069)312,108 Prime (2)2,324,593 31,472 (9,940)127,699 3,468 (696)130,471 SBC194,277 22 (10,549)183,750 5,110 (5,512)183,348 NPL/RPL451,673 3,438 (21,882)433,229 4,675