Quarterly report pursuant to Section 13 or 15(d)

CONDENSED CONSOLIDATED BALANCE SHEETS

v3.8.0.1
CONDENSED CONSOLIDATED BALANCE SHEETS - USD ($)
$ in Thousands
Mar. 31, 2018
Dec. 31, 2017
ASSETS    
Available-for-sale securities, at fair value $ 21,059,377 $ 21,220,819
Mortgage servicing rights, at fair value 1,301,023 1,086,717
Residential mortgage loans held-for-sale, at fair value 29,428 30,414
Cash and cash equivalents 388,450 419,159
Restricted cash 712,791 635,836
Accrued interest receivable 67,370 68,309
Due from counterparties 85,319 842,303
Derivative assets, at fair value 274,048 309,918
Other assets 159,359 175,838
Total Assets 24,077,165 24,789,313
Liabilities    
Repurchase agreements 19,148,679 19,451,207
Federal Home Loan Bank advances 865,024 1,215,024
Revolving credit facilities 20,000 20,000
Convertible senior notes 283,054 282,827
Derivative liabilities, at fair value 46,074 31,903
Due to counterparties 39,809 88,898
Dividends payable 96,201 12,552
Accrued interest payable 85,405 87,698
Other liabilities 25,234 27,780
Total Liabilities 20,609,480 21,217,889
Stockholders' Equity    
Common stock, par value $0.01 per share; 450,000,000 shares authorized and 175,434,778 and 174,496,587 shares issued and outstanding, respectively 1,754 1,745
Additional paid-in capital 3,674,411 3,672,003
Accumulated other comprehensive (loss) income (46) 334,813
Cumulative earnings 2,711,495 2,386,604
Cumulative distributions to stockholders (3,622,479) (3,526,278)
Total Stockholders’ Equity 3,467,685 3,571,424
Total Liabilities and Stockholders’ Equity 24,077,165 24,789,313
8.125% Series A cumulative redeemable: 5,750,000 and 5,750,000 shares issued and outstanding, respectively ($143,750 liquidation preference)    
Stockholders' Equity    
Preferred stock, par value $0.01 per share; 50,000,000 shares authorized: 138,872 138,872
7.625% Series B cumulative redeemable: 11,500,000 and 11,500,000 shares issued and outstanding, respectively ($287,500 liquidation preference)    
Stockholders' Equity    
Preferred stock, par value $0.01 per share; 50,000,000 shares authorized: 278,094 278,094
7.25% Series C cumulative redeemable: 11,800,000 and 11,800,000 shares issued and outstanding, respectively ($295,000 liquidation preference)    
Stockholders' Equity    
Preferred stock, par value $0.01 per share; 50,000,000 shares authorized: $ 285,584 $ 285,571