Quarterly report pursuant to Section 13 or 15(d)

CONSOLIDATED BALANCE SHEETS

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CONSOLIDATED BALANCE SHEETS (USD $)
In Thousands, unless otherwise specified
Jun. 30, 2012
Dec. 31, 2011
ASSETS    
Available-for-sale securities, at fair value $ 10,724,149 $ 6,249,252
Trading securities, at fair value 999,375 1,003,301
Mortgage loans held-for-sale, at fair value 11,378 5,782
Investment in real estate, net 71,726 0
Cash and cash equivalents 496,674 360,016
Restricted cash 138,336 166,587
Accrued interest receivable 35,954 23,437
Due from counterparties 81,039 32,587
Derivative assets, at fair value 361,073 251,856
Other assets 60,998 7,566
Total Assets 12,980,702 8,100,384
Liabilities    
Repurchase agreements 10,438,441 6,660,148
Derivative liabilities, at fair value 82,619 49,080
Accrued interest payable 11,545 6,456
Due to counterparties 166,949 45,565
Accrued expenses 11,164 8,912
Dividends payable 87,061 56,239
Income taxes payable 266 3,898
Total liabilities 10,798,045 6,830,298
Stockholders' Equity    
Preferred stock, par value $0.01 per share; 50,000,000 shares authorized; no shares issued and outstanding 0 0
Common stock, par value $0.01 per share; 450,000,000 shares authorized and 214,207,346 and 140,596,708 shares issued and outstanding, respectively 2,196 1,406
Additional paid-in capital 2,142,554 1,373,099
Receivable from issuance of common stock (22,248) 0
Accumulated other comprehensive income (loss) 202,798 (58,716)
Cumulative earnings 233,256 157,452
Cumulative distributions to stockholders (375,899) (203,155)
Total stockholders’ equity 2,182,657 1,270,086
Total Liabilities and Stockholders’ Equity $ 12,980,702 $ 8,100,384