| Investments | |
| U.S. Treasury Securities | |
| Securities loaned | |
| Total interest income | 558.67M |
| Repurchase agreements | |
| Convertible Senior Notes | |
| U.S. Treasury Securities sold, not yet purchased | |
| Securities borrowed | |
| Total interest expense | 174.15M |
| Net interest income | 384.51M |
| Investment advisory and other fee income | |
| Net gains (losses) on sales of Mortgage-Backed Securities and agency debentures | 14.45M |
| Dividend income | 0 |
| Net gains (losses) on trading assets | |
| Net gain (losses) on interest-only Mortgage-Backed Securities | 29.68M |
| Income (expense) from underwriting | |
| Subtotal, other (loss) income excluding derivatives | 279.68M |
| Realized gains (losses) on interest rate swaps | -124.57M |
| Unrealized gains (losses) on interest rate swaps | 256.46M |
| Subtotal, realized and unrealized gains (losses) on interest rate swaps | 133.23M |
| Total other (loss) income | |
| Distribution fees | |
| General and administrative expenses | 97.74M |
| Total expenses | |
| Income (loss) before income taxes and income from equity method investment in affiliate | 728.95M |
| Income taxes | -1.93M |
| Income (loss) from equity method investment in affiliate | |
| Net income (loss) | 731.22M |
| Dividends on preferred stock | 22.8M |
| Net income (loss) available (related) to common shareholders | 708.41M |
| Basic (dollars per share) | 0.7 |
| Diluted (dollars per share) | 0.7 |
| Basic (in shares) | 1.01B |
| Diluted (in shares) | 1.01B |
| Net income (loss) | |
| Unrealized gains (losses) on available-for-sale securities | |
| Unrealized losses on interest rate swaps | |
| Reclassification adjustment for net (gains) losses included in net income (loss) | |
| Other comprehensive income (loss) | |
| Comprehensive income (loss) | 733.85M |