Annaly Capital Management is buying more non-agency whole loans, including non-qualified mortgages. The large real estate investment trust is using infrastructure it acquired from Hatteras Financial last year to complete the whole-loan expansion. Annaly’s residential credit group invests in non-agency mortgage assets, including whole loans and mortgage-backed securities. The group had $2.50 billion in assets as of the end of 2016, with whole loans accounting for ...