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
Sep. 30, 2012
Dec. 31, 2011
ASSETS    
Available-for-sale securities, at fair value $ 14,969,859 $ 6,249,252
Trading securities, at fair value 1,002,461 1,003,301
Mortgage loans held-for-sale, at fair value 14,553 5,782
Investment in real estate, net 190,907 0
Cash and cash equivalents 833,608 360,016
Restricted cash 206,190 166,587
Accrued interest receivable 46,919 23,437
Due from counterparties 28,965 32,587
Derivative assets, at fair value 496,788 251,856
Other assets 74,445 7,566
Total Assets 17,864,695 8,100,384
Liabilities    
Repurchase agreements 14,034,327 6,660,148
Derivative liabilities, at fair value 132,322 49,080
Accrued interest payable 13,147 6,456
Due to counterparties 170,090 45,565
Accrued expenses 17,008 8,912
Dividends payable 106,325 56,239
Income taxes payable 0 3,898
Total liabilities 14,473,219 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 295,350,370 and 140,596,708 shares issued and outstanding, respectively 2,954 1,406
Additional paid-in capital 2,910,293 1,373,099
Accumulated other comprehensive income (loss) 700,396 (58,716)
Cumulative earnings 260,058 157,452
Cumulative distributions to stockholders (482,225) (203,155)
Total stockholders’ equity 3,391,476 1,270,086
Total Liabilities and Stockholders’ Equity $ 17,864,695 $ 8,100,384