Quarterly report pursuant to Section 13 or 15(d)

CONSOLIDATED BALANCE SHEETS

v2.4.0.6
CONSOLIDATED BALANCE SHEETS (USD $)
In Thousands, unless otherwise specified
Mar. 31, 2012
Dec. 31, 2011
ASSETS    
Available-for-sale securities, at fair value $ 9,171,511 $ 6,249,252
Trading securities, at fair value 1,002,090 1,003,301
Mortgage loans held-for-sale, at fair value 5,711 5,782
Investment in real estate, net 6,107 0
Cash and cash equivalents 545,688 360,016
Restricted cash 154,283 166,587
Accrued interest receivable 30,801 23,437
Due from counterparties 50,738 32,587
Derivative assets, at fair value 340,715 251,856
Other assets 23,338 7,566
Total Assets 11,330,982 8,100,384
Liabilities    
Repurchase agreements 8,693,756 6,660,148
Derivative liabilities, at fair value 47,475 49,080
Accrued interest payable 9,314 6,456
Due to counterparties 413,086 45,565
Accrued expenses 9,495 8,912
Dividends payable 85,683 56,239
Income taxes payable 0 3,898
Total liabilities 9,258,809 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 2,142 1,406
Additional paid-in capital 2,064,423 1,373,099
Accumulated other comprehensive income (loss) 85,194 (58,716)
Cumulative earnings 209,252 157,452
Cumulative distributions to stockholders (288,838) (203,155)
Total stockholders’ equity 2,072,173 1,270,086
Total Liabilities and Stockholders’ Equity $ 11,330,982 $ 8,100,384