Consolidated Balance Sheets - USD ($) $ in Thousands	Sep. 30, 2017	Dec. 31, 2016
Assets:
Mortgage-backed securities (including pledged of $2,714,312 and $3,150,610, respectively)	$ 2,921,444	$ 3,212,084
Mortgage loans held for investment, net	16,523	19,036
Cash and cash equivalents	117,702	74,120
Restricted cash	43,987	24,769
Derivative assets	368	28,534
Receivable for securities sold	13,435	0
Principal receivable on investments	3,359	11,978
Accrued interest receivable	19,267	20,396
Other assets, net	7,193	6,814
Total assets	3,143,278	3,397,731
Liabilities:
Repurchase agreements	2,519,230	2,898,952
Payable for unsettled securities	77,357	0
Non-recourse collateralized financing	5,706	6,440
Derivative liabilities	133	6,922
Accrued interest payable	2,720	3,156
Accrued dividends payable	11,620	12,268
Other liabilities	2,413	2,809
Total liabilities	2,619,179	2,930,547
Shareholders' Equity:
Preferred stock, par value $.01 per share; 50,000,000 shares authorized; 5,665,101 and 4,571,937 shares issued and outstanding, respectively ($141,628 and $114,298 aggregate liquidation preference, respectively)	135,828	110,005
Common stock, par value $.01 per share, 200,000,000 shares authorized; 51,262,350 and 49,153,463 shares issued and outstanding, respectively	513	492
Additional paid-in capital	742,845	727,369
Accumulated other comprehensive income (loss)	5,886	(32,609)
Accumulated deficit	(360,973)	(338,073)
Total shareholders' equity	524,099	467,184
Total liabilities and shareholders’ equity	$ 3,143,278	$ 3,397,731