Quarterly report pursuant to Section 13 or 15(d)

CONDENSED CONSOLIDATED BALANCE SHEETS

v2.3.0.15
CONDENSED CONSOLIDATED BALANCE SHEETS (USD $)
In Thousands
Sep. 30, 2011
Dec. 31, 2010
ASSETS    
Available-for-sale securities, at fair value $ 6,412,895 $ 1,354,405
Trading securities, at fair value 1,526,330 199,523
Cash and cash equivalents 409,947 163,900
Total earning assets 8,349,172 1,717,828
Restricted cash 164,276 22,548
Accrued interest receivable 25,510 5,383
Due from counterparties 33,918 12,304
Derivative assets, at fair value 245,314 38,109
Other assets 619 1,260
Total Assets 8,818,809 1,797,432
Liabilities    
Repurchase agreements 7,300,613 1,169,803
Derivative liabilities, at fair value 46,182 158
Accrued interest payable 5,442 785
Due to counterparties 90,880 231,724
Accrued expenses and other liabilities 7,747 2,063
Dividends payable 56,235 10,450
Other liabilities 4,579 1
Total liabilities 7,511,678 1,414,984
Stockholders' Equity    
Preferred stock, par value $0.01per share; 50,000,000 shares authorized; no shares issued and outstanding 0 0
Common stock, par value $0.01per share; 450,000,000 shares authorized and 92,277,991 and 40,501,212 shares issued and outstanding, respectively 1,406 405
Additional paid-in capital 1,372,944 366,974
Accumulated other comprehensive income (26,325) 22,619
Cumulative earnings 106,022 30,020
Cumulative distributions to stockholders (146,916) (37,570)
Total stockholders’ equity 1,307,131 382,448
Total Liabilities and Stockholders’ Equity $ 8,818,809 $ 1,797,432