| Mortgage-backed securities ("MBS"): |
| Agency MBS, at fair value ($6,777,305 and $5,519,879 pledged as collateral, respectively) |
7.15B |
| Non-Agency MBS, at fair value ($903,119 and $867,655 pledged as collateral, respectively) |
2.8B |
| Non-Agency MBS transferred to consolidated variable interest entities ("VIEs") |
2.59B |
| Cash and cash equivalents |
601.57M |
| Restricted cash |
5.02M |
| MBS linked transactions, net ("Linked Transactions"), at fair value |
12.57M |
| Interest receivable |
42.11M |
| Derivative hedging instruments, at fair value |
| Real estate held-for-sale as of June 30, 2011, net |
| Goodwill |
7.19M |
| Prepaid and other assets |
33.67M |
| Total Assets |
13.65B |
| Liabilities: |
| Repurchase agreements |
8.9B |
| Securitized debt |
542.01M |
| Accrued interest payable |
12.87M |
| Derivative hedging instruments, at fair value |
| Dividends and dividend equivalents rights ("DERs") payable |
259.61M |
| Accrued expenses and other liabilities |
5.86M |
| Total Liabilities |
10.39B |
| Commitments and contingencies (Note 9) |
0 |
| Stockholders' Equity: |
| Preferred stock, $.01 par value; series A 8.50% cumulative redeemable; 5,000 shares authorized; 3,840 shares issued and outstanding ($96,000 aggregate liquidation preference) |
38K |
| Common stock, $.01 par value; 370,000 shares authorized; 355,459 and 280,481 issued and outstanding, respectively |
3.58M |
| Additional paid-in capital, in excess of par |
2.81B |
| Accumulated deficit |
-444.32M |
| Accumulated other comprehensive income |
892.37M |
| Total Stockholders' Equity |
| Total Liabilities and Stockholders' Equity |
13.65B |
