Investor Presentaiton
Financial Highlights and Trends (cont'd)
Unaudited (dollars in thousands)
For the quarters ended
Agency mortgage-backed securities
Residential credit risk transfer securities
6/30/2022
$55,593,336
3/31/2022
12/31/2021
9/30/2021
6/30/2021
$57,787,141
$60,525,605
$62,818,079
$66,468,519
965,714
845,809
936,228
787,235
827,328
Non-Agency mortgage-backed securities
2,026,658
1,737,333
1,663,336
1,747,932
1,582,323
Commercial mortgage-backed securities
457,026
Total securities
$59,042,734
357,354
$60,727,637
530,505
269,106
$63,655,674
$65,622,352
154,165
$69,032,335
Residential mortgage loans
$1,486,811
$1,650,151
$2,272,072
$1,686,268
$1,029,929
Residential mortgage loan warehouse facility
322
980
Corporate debt
1,967,667
1,968,991
Corporate debt, held for sale
1,431
1,890,709
2,113
2,066,709
Total loans, net
$1,487,133
$3,617,818
$4,242,043
$3,580,521
466,370
$3,563,008
Mortgage servicing rights
$1,421,420
$1,108,937
$544,562
$572,259
Interests in MSR
83,622
85,653
69,316
57,530
$202,616
49,035
Agency mortgage-backed securities transferred or pledged to securitization vehicles
$458,268
$544,991
$589,873
$597,923
Residential mortgage loans transferred or pledged to securitization vehicles
8,418,979
7,264,316
5,496,435
4,140,558
Assets transferred or pledged to securitization vehicles
$8,877,247
$7,809,307
$6,086,308
$4,738,481
$605,163
3,467,993
$4,073,156
Assets of disposal group held for sale (1)
Total investment portfolio
$97,414
$-
$71,009,570
$73,349,352
$194,138
$74,792,041
$238,042
$3,302,001
$74,809,185
$80,222,151
ANNALY
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