| Net income | |
| Gain on sales of MBS | |
| Losses on termination of repurchase agreements | |
| Other-than-temporary impairment charges | |
| Net (accretion of purchase discounts)/amortization of purchase premiums | |
| (Increase)/decrease in interest receivable | |
| Depreciation and amortization on real estate and other assets | 746K |
| Unrealized losses/(gains) and other on Linked Transactions | |
| Increase in prepaid and other assets and other | -47.76M |
| Increase/(decrease) in accrued expenses and other liabilities | -9.03M |
| Decrease in accrued interest payable | |
| Equity-based compensation expense | 4.14M |
| Net cash provided by operating activities | 98.84M |
| Principal payments on MBS | |
| Proceeds from sale of MBS | |
| Purchases of MBS | |
| Net additions to leasehold improvements, furniture, fixtures and real estate investment | -380K |
| Net cash (used in)/provided by investing activities | 1.02B |
| Principal payments on repurchase agreements | |
| Proceeds from borrowings under repurchase agreements | |
| Proceeds from issuance of securitized debt | |
| Principal payments on securitized debt | |
| Payments to terminate repurchase agreements | |
| Payments made for resecuritization related costs | |
| Cash disbursements on financial instruments underlying Linked Transactions | |
| Cash received from financial instruments underlying Linked Transactions | |
| Payments made for margin calls on repurchase agreements and Swaps | -179.03M |
| Proceeds from reverse margin calls on repurchase agreements and Swaps | 128.7M |
| Payments made to purchase Swaptions | |
| Proceeds from issuances of common stock | 941K |
| Dividends paid on preferred stock | -11.25M |
| Dividends paid on common stock and DERs | -223.39M |
| Principal amortization and prepayment on mortgage loan | |
| Net cash provided by/(used in) financing activities | -997.15M |
| Net increase/(decrease) in cash and cash equivalents | |
| Cash and cash equivalents at beginning of period | 165.01M |
| Cash and cash equivalents at end of period | 288.7M |
| MBS recorded upon de-linking of Linked Transactions | |
| Repurchase agreements recorded upon de-linking of Linked Transactions | |
| Dividends and DERs declared and unpaid | |