|
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
|
Q1 FY2013
As of Mar 31, 2013
|
Q4 FY2012
As of Dec 31, 2012
|
Q3 FY2012
As of Sep 30, 2012
|
Q2 FY2012
As of Jun 30, 2012
|
Q1 FY2012
As of Mar 31, 2012
|
Q4 FY2011
As of Dec 31, 2011
|
Q3 FY2011
As of Sep 30, 2011
|
Q2 FY2011
As of Jun 30, 2011
|
|
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Assets | ||||||||||||||||||||
| Mortgage-backed securities, at fair value (including pledged assets of $11,540,366 and $13,932,415) | ||||||||||||||||||||
| Agency CRT securities, at fair value | ||||||||||||||||||||
| Mortgage loans held for investment, at fair value (including pledged assets of $47,176 and $50,143) | ||||||||||||||||||||
| Cash and cash equivalents (including pledged cash of $395,424 and $323,791, respectively) | ||||||||||||||||||||
| Mortgage loans held for investment in securitization trusts, at fair value | ||||||||||||||||||||
| Mortgage loans held for sale, at fair value (including pledged assets of $25,919 and $17,542) | ||||||||||||||||||||
| Mortgage servicing rights, at fair value | ||||||||||||||||||||
| Cash and cash equivalents (including pledged cash of $469,690 and $376,081) | ||||||||||||||||||||
| Restricted cash | ||||||||||||||||||||
| Unsettled purchased mortgage-backed securities, at fair value | ||||||||||||||||||||
| Receivable for securities sold | ||||||||||||||||||||
| Accrued interest receivable | ||||||||||||||||||||
| Principal payments receivable | ||||||||||||||||||||
| Debt security, held to maturity, at cost | ||||||||||||||||||||
| Interest rate swap asset | ||||||||||||||||||||
| Other investments | ||||||||||||||||||||
| Derivative assets, at fair value | ||||||||||||||||||||
| Other assets | ||||||||||||||||||||
| Total assets | ||||||||||||||||||||
| Liabilities and shareholders’ equity | ||||||||||||||||||||
| Borrowings: | ||||||||||||||||||||
| Repurchase agreements | ||||||||||||||||||||
| Dollar roll liability | ||||||||||||||||||||
| Warehouse lines of credit | ||||||||||||||||||||
| Federal Home Loan Bank advances | ||||||||||||||||||||
| Collateralized borrowings in securitization trusts, at fair value | ||||||||||||||||||||
| Total borrowings | ||||||||||||||||||||
| Payable for unsettled securities | ||||||||||||||||||||
| Accrued interest payable | ||||||||||||||||||||
| Interest rate swap liability | ||||||||||||||||||||
| Futures contract liability | ||||||||||||||||||||
| Derivative liabilities, at fair value | ||||||||||||||||||||
| Dividends payable | ||||||||||||||||||||
| Accounts payable and other liabilities | ||||||||||||||||||||
| Other liabilities | ||||||||||||||||||||
| Total liabilities | ||||||||||||||||||||
| Shareholders’ equity: | ||||||||||||||||||||
| 7.625% Series A Cumulative Redeemable Preferred stock, $.001 par value, 25,000,000 shares authorized, 11,500,000 shares issued and outstanding ($287,500 aggregate liquidation preference) | ||||||||||||||||||||
| Common stock, $.001 par value, 200,000,000 shares authorized, 94,529,206 and 95,773,767 shares issued and outstanding | ||||||||||||||||||||
| Additional paid-in capital | ||||||||||||||||||||
| Accumulated deficit | ||||||||||||||||||||
| Accumulated other comprehensive income | ||||||||||||||||||||
| Total shareholders’ equity | ||||||||||||||||||||
| Total liabilities and shareholders’ equity |
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