As Reported Financials

Document Name As Of Date Currency Code (in thousands) 2015 Y 10-K 12/31/2015 USD 2016 Y 10-K 12/31/2016 USD 2017 Y 10-K 12/31/2017 USD 2018 Y 10-Q 12/31/2018 USD 2019 Q2 YTD 10-Q 6/30/2019 USD
Document Name As Of Date Currency Code 2015 Y 10-K 12/31/2016 USD 2016 Y 10-K 12/31/2017 USD 2017 Y 10-K 12/31/2018 USD 2018 Y 10-Q 6/30/2019 USD 2019 Q2 YTD 10-Q 6/30/2019 USD

ASSETS

Mortgage-backed and credit risk transfer securities, at fair value (including pledged securities) 16,065,935 14,981,331 18,190,754 17,396,642 21,536,047
Commercial loans, held-for-investment 209,062 273,355 191,808 NA NA
Cash and cash equivalents 53,199 161,788 88,381 135,617 99,620
Restricted cash NA NA 620 0 55,271
Due from counter parties 110,009 86,450 0 13,500 21,041
Investment related receivable 154,594 90,831 73,217 66,598 141,989
Accrued interest receivable 50,779 NA NA NA NA
Derivative assets, at fair value 8,659 3,186 6,896 15,089 10,067
Other assets 115,072 109,297 105,580 186,059 174,043
Total assets 16,767,309 15,706,238 18,657,256 17,813,505 22,038,078

LIABILITIES AND EQUITY

Liabilities

Repurchase agreements 12,126,048 11,160,669 14,080,801 13,602,484 17,075,065
Secured loans 1,650,000 1,650,000 1,650,000 1,650,000 1,650,000
Exchangeable senior notes, net 394,573 397,041 143,231 NA NA
Derivative liabilities, at fair value 238,148 134,228 32,765 23,390 36,969
Dividends and distributions payable 51,734 50,924 50,193 49,578 60,671
Investment related payable 167 9,232 5,191 132,096 462,060
Accrued interest payable 21,604 21,066 17,845 37,620 55,002
Collateral held payable 4,900 1,700 7,327 18,083 14,939
Accounts payable and accrued expenses 2,376 1,534 2,200 1,694 3,144
Due to affiliate 10,851 9,660 10,825 11,863 10,127
Total liabilities 14,500,401 13,436,054 16,000,378 15,526,808 19,367,977

Equity

Preferred Stock
7.75% Series A Cumulative Redeemable Preferred Stock 135,356 135,356 135,356 135,356 135,356
7.75% Fixed-to-Floating Series B Cumulative Redeemable Preferred Stock 149,860 149,860 149,860 149,860 149,860
7.50% Fixed-to-Floating Series C Cumulative Redeemable Preferred Stock NA 0 278,108 278,108 278,108
Common Stock 1,136 1,116 1,116 1,115 1,287
Additional paid in capital 2,407,372 2,379,863 2,384,356 2,383,532 2,650,329
Accumulated other comprehensive income 318,624 293,668 261,029 220,813 318,013
Retained earnings (distributions in excess of earnings) (771,313) (718,303) (579,334) (882,087) (862,852)
Total stockholders' equity 2,241,035 2,241,560 2,630,491 2,286,697 2,670,101
Non-controlling interest 25,873 28,624 26,387 NA NA
Total equity 2,266,908 2,270,184 2,656,878 NA NA
Total liabilities and stockholders' equity 16,767,309 15,706,238 18,657,256 17,813,505 22,038,078
Data shown on this page is extracted directly from the company’s documents. S&P makes every effort to line up fields, captions and headers that represent the same data over time, despite variations in how the company may report these items in different documents. In certain instances the variation in the company’s presentation over time may be too significant, potentially resulting in repeating and/or disordered items. Despite possible issues with the presentation, S&P, as always, stands by its commitment to the quality of the data.