Annual report pursuant to Section 13 and 15(d)

CONSOLIDATED BALANCE SHEETS

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CONSOLIDATED BALANCE SHEETS (USD $)
In Thousands, unless otherwise specified
Dec. 31, 2012
Dec. 31, 2011
ASSETS    
Available-for-sale securities, at fair value $ 13,666,954 $ 6,249,252
Trading securities, at fair value 1,002,062 1,003,301
Equity securities, at fair value 335,638 0
Mortgage loans held-for-sale, at fair value 58,607 5,782
Cash and cash equivalents 821,108 360,016
Restricted cash 302,322 166,587
Accrued interest receivable 42,613 23,437
Due from counterparties 39,974 32,587
Derivative assets, at fair value 462,080 251,856
Other assets 82,586 7,566
Total Assets 16,813,944 8,100,384
Liabilities    
Repurchase agreements 12,624,510 6,660,148
Derivative liabilities, at fair value 129,294 49,080
Accrued interest payable 19,060 6,456
Due to counterparties 412,861 45,565
Accrued expenses 13,295 8,912
Dividends payable 164,347 56,239
Income taxes payable 0 3,898
Total liabilities 13,363,367 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; 900,000,000 shares authorized and 298,813,258 and 140,596,708 shares issued and outstanding, respectively 2,988 1,406
Additional paid-in capital 2,948,345 1,373,099
Accumulated other comprehensive income (loss) 696,458 (58,716)
Cumulative earnings 449,358 157,452
Cumulative distributions to stockholders (646,572) (203,155)
Total stockholders’ equity 3,450,577 1,270,086
Total Liabilities and Stockholders’ Equity $ 16,813,944 $ 8,100,384