Company: NLY-PF
Filing Date: 2025-02-13
Form Type: 10-K
Source: 0001628280-25-005451
Chunk: 131

Company: ANNALY CAPITAL MANAGEMENT INC
Filing Date: 2025-02-13
Form: 10-K
Item: Item 16
Chunk 131
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4 and 2023.Financial Instruments (1)Balance Sheet Line ItemType / FormMeasurement BasisDecember 31, 2024December 31, 2023Assets(dollars in thousands)SecuritiesAgency mortgage-backed securities (2)Fair value, with unrealized gains (losses) through other comprehensive income$8,234,911 $15,665,352 SecuritiesAgency mortgage-backed securities (3)Fair value, with unrealized gains (losses) through earnings59,199,157 50,643,436 SecuritiesResidential credit risk transfer securitiesFair value, with unrealized gains (losses) through earnings754,915 974,059 SecuritiesNon-agency mortgage-backed securitiesFair value, with unrealized gains (losses) through earnings1,493,186 2,108,274 SecuritiesCommercial real estate debt investments - CMBSFair value, with unrealized gains (losses) through earnings74,278 222,444 Total securities69,756,447 69,613,565 Loans, netResidential mortgage loansFair value, with unrealized gains (losses) through earnings3,546,902 2,353,084 Assets transferred or pledged to securitization vehiclesResidential mortgage loansFair value, with unrealized gains (losses) through earnings21,973,188 13,307,622 LiabilitiesRepurchase agreementsRepurchase agreementsAmortized cost$65,688,923 $62,201,543 Other secured financingLoansAmortized cost750,000 500,000 Debt issued by securitization vehiclesSecuritiesFair value, with unrealized gains (losses) through earnings19,540,678 11,600,338 Participations issuedParticipations issuedFair value, with unrealized gains (losses) through earnings1,154,816 1,103,835 U.S. Treasury securities sold, not yet purchasedSecuritiesFair value, with unrealized gains (losses) through earnings2,470,629 2,132,751 (1) Receivable for unsettled trades, Principal and interest receivable, Payable for unsettled trades, Interest payable and Dividends payable are accounted for at cost.(2) Includes Agency pass-through, collateralized mortgage obligation (“CMO”) and multifamily securities purchased prior to July 1, 2022.(3) Includes interest-only