| Agency MBS (including pledged of $2,039,227 and $1,090,174, respectively) | |
| Non Agency MBS (including pledged of $251,316 and $259,350, respectively) | 3.11B |
| Securitized mortgage loans, net | |
| Other investments, net | |
| Total investments, net | |
| Cash and cash equivalents | 73.41M |
| Derivative assets | 12.99M |
| Principal receivable on investments | |
| Accrued interest receivable | 19.5M |
| Other assets, net | 7.29M |
| Total assets | 3.34B |
| Repurchase agreements | 2.48B |
| Non recourse collateralized financing | 7.03M |
| Derivative liabilities | 84.02M |
| Accrued interest payable | 2.16M |
| Accrued dividends payable | 12.26M |
| Other liabilities | 1.89M |
| Total liabilities, net | 2.85B |
| Commitments and Contingencies (Note 13) | |
| Common stock, par value $.01 per share, 100,000,000 shares authorized; 40,343,159 and 30,342,897 shares issued and outstanding, respectively | 491K |
| Additional paid-in capital | 726.7M |
| Accumulated other comprehensive income | 52.58M |
| Accumulated deficit | -394.51M |
| Total shareholders' equity, net | |
| Total liabilities and shareholders’ equity | 3.34B |