As Reported Financials

Document Name As Of Date Currency Code (in thousands) 2016 Y 10-K 12/31/2016 USD 2017 Y 10-K 12/31/2017 USD 2018 Y 10-K 12/31/2018 USD 2019 Y 10-Q 12/31/2019 USD 2020 Q2 YTD 10-Q 6/30/2020 USD
Document Name As Of Date Currency Code 2016 Y 10-K 12/31/2016 USD 2017 Y 10-K 12/31/2017 USD 2018 Y 10-K 12/31/2018 USD 2019 Y 10-Q 12/31/2019 USD 2020 Q2 YTD 10-Q 6/30/2020 USD

ASSETS

Available-for-sale Agency MBS at fair value NA NA NA
Trading Agency MBS at fair value NA NA
Available-for-sale Non-Agency MBS at fair value NA NA NA
Agency MBS at fair value (including pledged to counterparties) NA NA NA
Trading Non-Agency MBS at fair value
Residential mortgage loans held-for-securitization, net of allowance for credit losses NA
Residential mortgage loans held-for-investment through consolidated securitization trusts, net for allowance of credit losses
Residential real estate
Cash and cash equivalents
Reverse repurchase agreements NA
Restricted cash
Interest receivable
Derivative instruments at fair value
Right to use asset-operating lease NA NA
Prepaid expenses and other assets
Total Assets

LIABILITIES AND STOCKHOLDERS' EQUITY

Liabilities

Accrued interest payable
Repurchase agreements
Warehouse line of credit NA NA
Asset-backed securities issued by securitization trusts
Junior subordinated notes
Derivative instruments at fair value
Derivative counterparty margin NA NA
Dividends payable on preferred stock
Dividends payable on common stock
Payable for purchased loans NA
Payable for terminated swaps NA NA NA
Accrued expenses and other liabilities
Long-term lease obligation NA NA
Total Liabilities
Series B Cumulative Convertible Preferred Stock

Stockholders' Equity

Series A Cumulative Preferred Stock
Series C Cumulative Preferred Stock
Common Stock
Additional paid-in capital
Accumulated other comprehensive income consisting of unrealized gains and losses
Accumulated deficit
Total Stockholders' Equity
Total Liabilities and Stockholders' Equity
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.