Company: NLY-PF
Filing Date: 2025-02-13
Form Type: 10-K
Source: 0001628280-25-005451
Chunk: 135

Company: ANNALY CAPITAL MANAGEMENT INC
Filing Date: 2025-02-13
Form: 10-K
Item: Item 16
Chunk 135
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27,415 — (1,440)25,975 Total agency securities$94,934,189 $2,353,540 $(1,190,316)$69,785,171 $155,445 $(2,506,548)$67,434,068 Residential credit       Credit risk transfer$707,169 $1,608 $(3,581)$705,196 $49,819 $(100)$754,915 Alt-A172,368 35 (1,724)170,679 2,694 (8,481)164,892 Prime (2)1,824,609 27,484 (10,228)43,725 2,732 (667)45,790 Subprime280,820 12 (30,081)250,751 6,325 (11,493)245,583 NPL/RPL882,547 4,540 (3,762)883,325 1,630 (6,347)878,608 Prime jumbo (>=2010 vintage) (3)10,334,669 84,431 (30,385)146,285 17,072 (5,044)158,313 Total residential credit securities$14,202,182 $118,110 $(79,761)$2,199,961 $80,272 $(32,132)$2,248,101 Total residential securities$109,136,371 $2,471,650 $(1,270,077)$71,985,132 $235,717 $(2,538,680)$69,682,169 CommercialCommercial securities$74,151 193 $— $74,344 $38 $(104)$74,278 Total securities$109,210,522 $2,471,843 $(1,270,077)$72,059,476 $235,755 $(2,538,784)$69,756,447  December 31, 2023 Principal /NotionalRemaining PremiumRemaining DiscountAmortizedCostUnrealizedGainsUnrealizedLossesEstimated Fair ValueAgency(dollars in thousands)Fixed-rate pass-through$63,444,987 $1,448,886 $(1,318,948)$63,574,925