|
Q1 FY2018
As of Mar 31, 2018
|
Q4 FY2017
As of Dec 31, 2017
|
Q3 FY2017
As of Sep 30, 2017
|
Q2 FY2017
As of Jun 30, 2017
|
Q1 FY2017
As of Mar 31, 2017
|
Q4 FY2016
As of Dec 31, 2016
|
Q3 FY2016
As of Sep 30, 2016
|
Q2 FY2016
As of Jun 30, 2016
|
Q1 FY2016
As of Mar 31, 2016
|
Q4 FY2015
As of Dec 31, 2015
|
Q3 FY2015
As of Sep 30, 2015
|
Q2 FY2015
As of Jun 30, 2015
|
Q1 FY2015
As of Mar 31, 2015
|
Q4 FY2014
As of Dec 31, 2014
|
Q3 FY2014
As of Sep 30, 2014
|
Q2 FY2014
As of Jun 30, 2014
|
Q1 FY2014
As of Mar 31, 2014
|
Q4 FY2013
As of Dec 31, 2013
|
Q3 FY2013
As of Sep 30, 2013
|
Q2 FY2013
As of Jun 30, 2013
|
|
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Assets: | ||||||||||||||||||||
| Investments in securities, at fair value (including pledged assets of $10,898,745 and $11,601,900, respectively) | ||||||||||||||||||||
| Cash and cash equivalents | ||||||||||||||||||||
| Agency RMBS (including pledged assets of $10,377,167 and $9,287,317, respectively) | ||||||||||||||||||||
| U.S. Treasury securities (including pledged assets of $0 and $1,046,934, respectively) | ||||||||||||||||||||
| Receivable for securities sold and principal repayments | ||||||||||||||||||||
| Receivable for reverse repurchase agreements | ||||||||||||||||||||
| Derivative, Collateral, Right to Reclaim Cash | ||||||||||||||||||||
| Interest receivable | ||||||||||||||||||||
| Derivative assets, at fair value | ||||||||||||||||||||
| Other investments | ||||||||||||||||||||
| Other assets | ||||||||||||||||||||
| Total assets | ||||||||||||||||||||
| Liabilities and stockholders' equity: | ||||||||||||||||||||
| Liabilities: | ||||||||||||||||||||
| Repurchase agreements | ||||||||||||||||||||
| Short-term FHLBC advances | ||||||||||||||||||||
| FHLBC Advances, at fair value | ||||||||||||||||||||
| Obligation to return securities borrowed under reverse repurchase agreements, at fair value | ||||||||||||||||||||
| Payable for securities purchased | ||||||||||||||||||||
| Payable for cash received as collateral | ||||||||||||||||||||
| Accrued interest payable | ||||||||||||||||||||
| Accrued expenses and other liabilities | ||||||||||||||||||||
| Dividends payable | ||||||||||||||||||||
| Derivative liabilities, at fair value | ||||||||||||||||||||
| Total liabilities | ||||||||||||||||||||
| Commitments and contingencies (Note 12) | ||||||||||||||||||||
| Stockholders' equity: | ||||||||||||||||||||
| 7.75% Series A Cumulative Redeemable Preferred Stock, (3,000 shares issued and outstanding, respectively, $75,000 in aggregate liquidation preference) | ||||||||||||||||||||
| 7.50% Series B Cumulative Redeemable Preferred Stock, (8,000 shares issued and outstanding, respectively, $200,000 in aggregate liquidation preference) | ||||||||||||||||||||
| Common Stock, $0.01 par value, 500,000 shares authorized (155,416 and 155,010 shares issued and outstanding, respectively) | ||||||||||||||||||||
| Additional paid in capital | ||||||||||||||||||||
| Retained earnings (accumulated deficit) | ||||||||||||||||||||
| Total stockholders' equity | ||||||||||||||||||||
| Total liabilities and stockholders' equity | ||||||||||||||||||||
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