| Net income (loss) | 330.04M |
| (Accretion) amortization of investment discounts/premiums | 4.08M |
| Unrealized losses (gains) on interest rate swaps | |
| Net losses (gains) on interest-only RMBS | -80.22M |
| Unrealized losses (gains) on embedded derivatives in interest-only RMBS | |
| Realized losses (gains) on sales of investments | |
| Realized losses on principal write-downs of non-Agency RMBS | |
| Net other-than-temporary credit impairment losses | 43.21M |
| Provision for loan losses | |
| Restricted stock grants | |
| Decrease (increase) in accrued interest receivable | -18.08M |
| Decrease (increase) in other assets | -36.97M |
| Increase (decrease) in accounts payable and other liabilities | 3.91M |
| Increase (decrease) in investment management fees payable to affiliate | 0 |
| Increase (decrease) in accrued interest payable | 12.31M |
| Net cash provided by (used in) operating activities | |
| Cash Flows From Investing Activities: | |
| Net cash provided by (used in) investing activities | |
| Proceeds from repurchase agreements | 27.79B |
| Payments on repurchase agreements | -29.41B |
| Net proceeds from common stock offerings | |
| Payments on securitized debt borrowings, loans held for investment | -773.88M |
| Proceeds from securitized debt borrowings, non-retained | |
| Payments on securitized debt borrowings, non-retained | -146.73M |
| Net proceeds from direct purchase and dividend reinvestment | |
| Common dividends paid | -364.17M |
| Net cash provided by (used in) financing activities | |
| Net increase (decrease) in cash and cash equivalents | 42.55M |
| Cash and cash equivalents at beginning of period | 114.06M |
| Cash and cash equivalents at end of period | 156.61M |
| Interest paid | 234.58M |
| Taxes paid | |
| Net change in unrealized gain on available-for sale securities | |
| Common dividends declared, not yet paid | 90.65M |
| Cash Flows From Investing Activities: | |
| Purchases | -810.63M |
| Sales | 2.56B |
| Principal payments | 471.66M |
| Cash Flows From Investing Activities: | |
| Principal payments | 402.97M |
| Cash Flows From Investing Activities: | |
| Principal payments | 696.28M |