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10-Q Filing

INVESCO MORTGAGE CAPITAL INC. CIK: 1437071 Q3 2016
Filing Information
Form Type 10-Q
Accession Number 0001437071-16-000086
Period End Date 20160930
Filing Date 20161103
Fiscal Year 2016
Fiscal Period Q3
XBRL Instance ivr-20160930.xml
Balance Sheet 73 line items
Line Item Tag Value Unit Period
Preferred Stock - par value (in usd per share) PreferredStockParOrStatedValuePerShare $0.01 USD Point-in-time
Preferred Stock - par value (in usd per share) PreferredStockParOrStatedValuePerShare $0.01 USD Point-in-time
Mortgage-backed and credit risk transfer securities, at fair value (including pledged securities of $15,493,599 and $15,553,934, respectively) AvailableForSaleSecurities $16.07B USD Point-in-time
Preferred Stock - shares authorized PreferredStockSharesAuthorized 50.00M shares Point-in-time
Mortgage-backed and credit risk transfer securities, at fair value (including pledged securities of $15,493,599 and $15,553,934, respectively) AvailableForSaleSecurities $16.07B USD Point-in-time
Preferred Stock - shares authorized PreferredStockSharesAuthorized 50.00M shares Point-in-time
Commercial loans, held-for-investment LoansAndLeasesReceivableNetReportedAmount $209.06M USD Point-in-time
Commercial loans, held-for-investment LoansAndLeasesReceivableNetReportedAmount $273.29M USD Point-in-time
Cash and cash equivalents CashAndCashEquivalentsAtCarryingValue $53.20M USD Point-in-time
Cash and cash equivalents CashAndCashEquivalentsAtCarryingValue $164.14M USD Point-in-time
Cash and cash equivalents CashAndCashEquivalentsAtCarryingValue $76.66M USD Point-in-time
Cash and cash equivalents CashAndCashEquivalentsAtCarryingValue $47.28M USD Point-in-time
Due from counterparties DuefromCounterparties $241.16M USD Point-in-time
Due from counterparties DuefromCounterparties $110.01M USD Point-in-time
Investment related receivable NotesReceivableNet $154.59M USD Point-in-time
Investment related receivable NotesReceivableNet $44.94M USD Point-in-time
Accrued interest receivable InterestReceivable $50.78M USD Point-in-time
Common Stock - par value (in usd per share) CommonStockParOrStatedValuePerShare $0.01 USD Point-in-time
Common Stock - par value (in usd per share) CommonStockParOrStatedValuePerShare $0.01 USD Point-in-time
Accrued interest receivable InterestReceivable $49.39M USD Point-in-time
Derivative assets, at fair value DerivativeAssets $505.00K USD Point-in-time
Common Stock - shares authorized CommonStockSharesAuthorized 450.00M shares Point-in-time
Common Stock - shares authorized CommonStockSharesAuthorized 450.00M shares Point-in-time
Derivative assets, at fair value DerivativeAssets $8.66M USD Point-in-time
Other assets OtherAssets $183.51M USD Point-in-time
Common Stock - shares issued CommonStockSharesIssued 111.59M shares Point-in-time
Other assets OtherAssets $115.07M USD Point-in-time
Common Stock - shares issued CommonStockSharesIssued 113.62M shares Point-in-time
Common Stock - shares outstanding CommonStockSharesOutstanding 113.62M shares Point-in-time
Total assets Assets $16.77B USD Point-in-time
Common Stock - shares outstanding CommonStockSharesOutstanding 111.59M shares Point-in-time
Total assets Assets $16.91B USD Point-in-time
Mortgage-backed and credit risk transfer securities, pledged as collateral AvailableForSaleSecuritiesPledgedAsCollateral - USD Point-in-time
Mortgage-backed and credit risk transfer securities, pledged as collateral AvailableForSaleSecuritiesPledgedAsCollateral $15.55B USD Point-in-time
Repurchase agreements SecuritiesSoldUnderAgreementsToRepurchase $12.06B USD Point-in-time
Repurchase agreements SecuritiesSoldUnderAgreementsToRepurchase $12.13B USD Point-in-time
Secured loans AdvancesFromFederalHomeLoanBanks $1.65B USD Point-in-time
Secured loans AdvancesFromFederalHomeLoanBanks $1.65B USD Point-in-time
Exchangeable senior notes ConvertibleNotesPayable $396.42M USD Point-in-time
Exchangeable senior notes ConvertibleNotesPayable $394.57M USD Point-in-time
Derivative liabilities, at fair value DerivativeLiabilities $382.32M USD Point-in-time
Derivative liabilities, at fair value DerivativeLiabilities $238.15M USD Point-in-time
Dividends and distributions payable DividendsPayableCurrentAndNoncurrent $54.07M USD Point-in-time
Dividends and distributions payable DividendsPayableCurrentAndNoncurrent $51.73M USD Point-in-time
Dividends and distributions payable DividendsPayableCurrentAndNoncurrent $50.92M USD Point-in-time
Investment related payable InvestmentRelatedLiabilities $167.00K USD Point-in-time
Investment related payable InvestmentRelatedLiabilities $17.00K USD Point-in-time
Accrued interest payable InterestPayableCurrentAndNoncurrent $23.91M USD Point-in-time
Accrued interest payable InterestPayableCurrentAndNoncurrent $21.60M USD Point-in-time
Collateral held payable CollateralizedFinancings - USD Point-in-time
Collateral held payable CollateralizedFinancings $4.90M USD Point-in-time
Accounts payable and accrued expenses AccountsPayableAndAccruedLiabilitiesCurrentAndNoncurrent $1.48M USD Point-in-time
Accounts payable and accrued expenses AccountsPayableAndAccruedLiabilitiesCurrentAndNoncurrent $2.38M USD Point-in-time
Due to affiliate DueToAffiliateCurrentAndNoncurrent $10.85M USD Point-in-time
Due to affiliate DueToAffiliateCurrentAndNoncurrent $10.29M USD Point-in-time
Total liabilities Liabilities $14.58B USD Point-in-time
Total liabilities Liabilities $14.50B USD Point-in-time
Common Stock, par value $0.01 per share; 450,000,000 shares authorized; 111,588,883 and 113,619,471 shares issued and outstanding, respectively CommonStockValue $1.14M USD Point-in-time
Common Stock, par value $0.01 per share; 450,000,000 shares authorized; 111,588,883 and 113,619,471 shares issued and outstanding, respectively CommonStockValue $1.12M USD Point-in-time
Additional paid in capital AdditionalPaidInCapitalCommonStock $2.41B USD Point-in-time
Additional paid in capital AdditionalPaidInCapitalCommonStock $2.38B USD Point-in-time
Accumulated other comprehensive income AccumulatedOtherComprehensiveIncomeLossNetOfTax $585.56M USD Point-in-time
Accumulated other comprehensive income AccumulatedOtherComprehensiveIncomeLossNetOfTax $318.62M USD Point-in-time
Retained earnings (distributions in excess of earnings) RetainedEarningsAccumulatedDeficit $-943.77M USD Point-in-time
Retained earnings (distributions in excess of earnings) RetainedEarningsAccumulatedDeficit $-771.31M USD Point-in-time
Total stockholders equity StockholdersEquity $2.31B USD Point-in-time
Total stockholders equity StockholdersEquity $2.24B USD Point-in-time
Non-controlling interest MinorityInterest $25.87M USD Point-in-time
Non-controlling interest MinorityInterest $27.32M USD Point-in-time
Total equity StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest $2.27B USD Point-in-time
Total equity StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest $2.34B USD Point-in-time
Total liabilities and equity LiabilitiesAndStockholdersEquity $16.91B USD Point-in-time
Total liabilities and equity LiabilitiesAndStockholdersEquity $16.77B USD Point-in-time
Income Statement 120 line items
Line Item Tag Value Unit Period
Mortgage-backed and credit risk transfer securities InterestAndDividendIncomeSecuritiesAvailableForSale $112.47M USD 1 Quarter
Mortgage-backed and credit risk transfer securities InterestAndDividendIncomeSecuritiesAvailableForSale $395.84M USD 3 Qtrs
Mortgage-backed and credit risk transfer securities InterestAndDividendIncomeSecuritiesAvailableForSale $128.31M USD 1 Quarter
Mortgage-backed and credit risk transfer securities InterestAndDividendIncomeSecuritiesAvailableForSale $347.57M USD 3 Qtrs
Residential loans InterestAndFeeIncomeLoansConsumerRealEstate $28.38M USD 1 Quarter
Residential loans InterestAndFeeIncomeLoansConsumerRealEstate $88.00M USD 3 Qtrs
Residential loans InterestAndFeeIncomeLoansConsumerRealEstate - USD 3 Qtrs
Residential loans InterestAndFeeIncomeLoansConsumerRealEstate - USD 1 Quarter
Commercial loans InterestAndFeeIncomeLoansCommercial $11.35M USD 3 Qtrs
Commercial loans InterestAndFeeIncomeLoansCommercial $16.52M USD 3 Qtrs
Commercial loans InterestAndFeeIncomeLoansCommercial $3.74M USD 1 Quarter
Commercial loans InterestAndFeeIncomeLoansCommercial $5.68M USD 1 Quarter
Total interest income InterestIncomeOperating $118.15M USD 1 Quarter
Total interest income InterestIncomeOperating $495.19M USD 3 Qtrs
Total interest income InterestIncomeOperating $364.09M USD 3 Qtrs
Total interest income InterestIncomeOperating $160.43M USD 1 Quarter
Repurchase agreements RepurchaseAgreementsInterestExpenseAmount $97.95M USD 3 Qtrs
Repurchase agreements RepurchaseAgreementsInterestExpenseAmount $41.30M USD 1 Quarter
Repurchase agreements RepurchaseAgreementsInterestExpenseAmount $125.54M USD 3 Qtrs
Repurchase agreements RepurchaseAgreementsInterestExpenseAmount $24.89M USD 1 Quarter
Secured loans InterestExpenseFederalHomeLoanBankAndFederalReserveBankAdvancesShortTerm $1.62M USD 1 Quarter
Secured loans InterestExpenseFederalHomeLoanBankAndFederalReserveBankAdvancesShortTerm $2.75M USD 1 Quarter
Secured loans InterestExpenseFederalHomeLoanBankAndFederalReserveBankAdvancesShortTerm $4.64M USD 3 Qtrs
Secured loans InterestExpenseFederalHomeLoanBankAndFederalReserveBankAdvancesShortTerm $8.15M USD 3 Qtrs
Exchangeable senior notes InterestExpenseDebt $5.62M USD 1 Quarter
Exchangeable senior notes InterestExpenseDebt $5.62M USD 1 Quarter
Exchangeable senior notes InterestExpenseDebt $16.85M USD 3 Qtrs
Exchangeable senior notes InterestExpenseDebt $16.84M USD 3 Qtrs
Asset-backed securities InterestExpenseOther - USD 3 Qtrs
Asset-backed securities InterestExpenseOther $20.69M USD 1 Quarter
Asset-backed securities InterestExpenseOther $64.91M USD 3 Qtrs
Asset-backed securities InterestExpenseOther - USD 1 Quarter
Total interest expense InterestExpense $33.26M USD 1 Quarter
Total interest expense InterestExpense $211.94M USD 3 Qtrs
Total interest expense InterestExpense $122.95M USD 3 Qtrs
Total interest expense InterestExpense $69.23M USD 1 Quarter
Net interest income InterestIncomeExpenseNet $91.20M USD 1 Quarter
Net interest income InterestIncomeExpenseNet $84.89M USD 1 Quarter
Net interest income InterestIncomeExpenseNet $283.26M USD 3 Qtrs
Net interest income InterestIncomeExpenseNet $241.15M USD 3 Qtrs
Reduction in provision for loan losses ProvisionForLoanLossesExpensed - USD 3 Qtrs
Reduction in provision for loan losses ProvisionForLoanLossesExpensed $-81.00K USD 1 Quarter
Reduction in provision for loan losses ProvisionForLoanLossesExpensed $-213.00K USD 3 Qtrs
Reduction in provision for loan losses ProvisionForLoanLossesExpensed - USD 1 Quarter
Net interest income after reduction in provision for loan losses InterestIncomeExpenseAfterProvisionForLoanLoss $84.89M USD 1 Quarter
Net interest income after reduction in provision for loan losses InterestIncomeExpenseAfterProvisionForLoanLoss $283.47M USD 3 Qtrs
Net interest income after reduction in provision for loan losses InterestIncomeExpenseAfterProvisionForLoanLoss $241.15M USD 3 Qtrs
Net interest income after reduction in provision for loan losses InterestIncomeExpenseAfterProvisionForLoanLoss $91.28M USD 1 Quarter
Gain (loss) on investments, net AvailableForSaleSecuritiesGrossRealizedGainLossNet $-7.16M USD 1 Quarter
Gain (loss) on investments, net AvailableForSaleSecuritiesGrossRealizedGainLossNet $-1.97M USD 1 Quarter
Gain (loss) on investments, net AvailableForSaleSecuritiesGrossRealizedGainLossNet $11.02M USD 3 Qtrs
Gain (loss) on investments, net AvailableForSaleSecuritiesGrossRealizedGainLossNet $5.86M USD 3 Qtrs
Equity in earnings of unconsolidated ventures IncomeLossFromEquityMethodInvestments $9.13M USD 3 Qtrs
Equity in earnings of unconsolidated ventures IncomeLossFromEquityMethodInvestments $729.00K USD 1 Quarter
Equity in earnings of unconsolidated ventures IncomeLossFromEquityMethodInvestments $1.89M USD 1 Quarter
Equity in earnings of unconsolidated ventures IncomeLossFromEquityMethodInvestments $1.99M USD 3 Qtrs
Gain (loss) on derivative instruments, net DerivativeGainLossOnDerivativeNet $35.38M USD 1 Quarter
Gain (loss) on derivative instruments, net DerivativeGainLossOnDerivativeNet $-287.34M USD 3 Qtrs
Gain (loss) on derivative instruments, net DerivativeGainLossOnDerivativeNet $-220.60M USD 1 Quarter
Gain (loss) on derivative instruments, net DerivativeGainLossOnDerivativeNet $-293.53M USD 3 Qtrs
Realized and unrealized credit derivative income (loss), net RealizedandUnrealizedCreditDerivativeIncomeLossNet $57.56M USD 3 Qtrs
Realized and unrealized credit derivative income (loss), net RealizedandUnrealizedCreditDerivativeIncomeLossNet $2.93M USD 1 Quarter
Realized and unrealized credit derivative income (loss), net RealizedandUnrealizedCreditDerivativeIncomeLossNet $31.93M USD 1 Quarter
Realized and unrealized credit derivative income (loss), net RealizedandUnrealizedCreditDerivativeIncomeLossNet $24.90M USD 3 Qtrs
Other investment income (loss), net OtherInvestmentIncomeLossNet $-554.00K USD 1 Quarter
Other investment income (loss), net OtherInvestmentIncomeLossNet $739.00K USD 1 Quarter
Other investment income (loss), net OtherInvestmentIncomeLossNet $-3.62M USD 3 Qtrs
Other investment income (loss), net OtherInvestmentIncomeLossNet $1.52M USD 3 Qtrs
Total other income (loss) NoninterestIncomeLoss $-217.01M USD 1 Quarter
Total other income (loss) NoninterestIncomeLoss $-240.77M USD 3 Qtrs
Total other income (loss) NoninterestIncomeLoss $60.32M USD 1 Quarter
Total other income (loss) NoninterestIncomeLoss $-231.73M USD 3 Qtrs
Management fee related party RelatedPartyTransactionExpensesFromTransactionsWithRelatedParty $25.29M USD 3 Qtrs
Management fee related party RelatedPartyTransactionExpensesFromTransactionsWithRelatedParty $28.82M USD 3 Qtrs
Management fee related party RelatedPartyTransactionExpensesFromTransactionsWithRelatedParty $6.72M USD 1 Quarter
Management fee related party RelatedPartyTransactionExpensesFromTransactionsWithRelatedParty $10.06M USD 1 Quarter
General and administrative GeneralAndAdministrativeExpense $1.84M USD 1 Quarter
General and administrative GeneralAndAdministrativeExpense $5.77M USD 3 Qtrs
General and administrative GeneralAndAdministrativeExpense $2.51M USD 1 Quarter
General and administrative GeneralAndAdministrativeExpense $6.19M USD 3 Qtrs
Consolidated securitization trusts OtherNoninterestExpense $6.54M USD 3 Qtrs
Consolidated securitization trusts OtherNoninterestExpense $2.13M USD 1 Quarter
Consolidated securitization trusts OtherNoninterestExpense - USD 1 Quarter
Consolidated securitization trusts OtherNoninterestExpense - USD 3 Qtrs
Total expenses OperatingExpenses $41.55M USD 3 Qtrs
Total expenses OperatingExpenses $31.06M USD 3 Qtrs
Total expenses OperatingExpenses $8.55M USD 1 Quarter
Total expenses OperatingExpenses $14.70M USD 1 Quarter
Net income (loss) ProfitLoss $136.66M USD 1 Quarter
Net income (loss) ProfitLoss $-140.43M USD 1 Quarter
Net income (loss) ProfitLoss $1.15M USD 3 Qtrs
Net income (loss) ProfitLoss $-21.64M USD 3 Qtrs
Net income (loss) attributable to non-controlling interest NetIncomeLossAttributableToNoncontrollingInterest $1.72M USD 1 Quarter
Net income (loss) attributable to non-controlling interest NetIncomeLossAttributableToNoncontrollingInterest $-235.00K USD 3 Qtrs
Net income (loss) attributable to non-controlling interest NetIncomeLossAttributableToNoncontrollingInterest $-1.63M USD 1 Quarter
Net income (loss) attributable to non-controlling interest NetIncomeLossAttributableToNoncontrollingInterest $-10.00K USD 3 Qtrs
Net income (loss) attributable to Invesco Mortgage Capital Inc. NetIncomeLoss $-21.41M USD 3 Qtrs
Net income (loss) attributable to Invesco Mortgage Capital Inc. NetIncomeLoss $134.94M USD 1 Quarter
Net income (loss) attributable to Invesco Mortgage Capital Inc. NetIncomeLoss $1.16M USD 3 Qtrs
Net income (loss) attributable to Invesco Mortgage Capital Inc. NetIncomeLoss $-138.80M USD 1 Quarter
Dividends to preferred stockholders PreferredStockDividendsIncomeStatementImpact $17.15M USD 3 Qtrs
Dividends to preferred stockholders PreferredStockDividendsIncomeStatementImpact $5.72M USD 1 Quarter
Dividends to preferred stockholders PreferredStockDividendsIncomeStatementImpact $17.15M USD 3 Qtrs
Dividends to preferred stockholders PreferredStockDividendsIncomeStatementImpact $5.72M USD 1 Quarter
Net income (loss) attributable to common stockholders NetIncomeLossAvailableToCommonStockholdersBasic $129.22M USD 1 Quarter
Net income (loss) attributable to common stockholders NetIncomeLossAvailableToCommonStockholdersBasic $-144.51M USD 1 Quarter
Net income (loss) attributable to common stockholders NetIncomeLossAvailableToCommonStockholdersBasic $-38.56M USD 3 Qtrs
Net income (loss) attributable to common stockholders NetIncomeLossAvailableToCommonStockholdersBasic $-15.98M USD 3 Qtrs
Net income attributable to common shareholders (basic) (usd per share) EarningsPerShareBasic $1.16 USD 1 Quarter
Net income attributable to common shareholders (basic) (usd per share) EarningsPerShareBasic $-1.18 USD 1 Quarter
Net income attributable to common shareholders (basic) (usd per share) EarningsPerShareBasic $-0.34 USD 3 Qtrs
Net income attributable to common shareholders (basic) (usd per share) EarningsPerShareBasic $-0.13 USD 3 Qtrs
Net income attributable to common shareholders (diluted) (usd per share) EarningsPerShareDiluted $1.05 USD 1 Quarter
Net income attributable to common shareholders (diluted) (usd per share) EarningsPerShareDiluted $-0.34 USD 3 Qtrs
Net income attributable to common shareholders (diluted) (usd per share) EarningsPerShareDiluted $-0.13 USD 3 Qtrs
Net income attributable to common shareholders (diluted) (usd per share) EarningsPerShareDiluted $-1.18 USD 1 Quarter
Dividends declared per common share (usd per share) CommonStockDividendsPerShareDeclared $1.20 USD 3 Qtrs
Dividends declared per common share (usd per share) CommonStockDividendsPerShareDeclared $0.40 USD 1 Quarter
Dividends declared per common share (usd per share) CommonStockDividendsPerShareDeclared $0.40 USD 1 Quarter
Dividends declared per common share (usd per share) CommonStockDividendsPerShareDeclared $1.30 USD 3 Qtrs
Cash Flow Statement 122 line items
Line Item Tag Value Unit Period
Net income (loss) ProfitLoss $136.66M USD 1 Quarter
Net income (loss) ProfitLoss $-140.43M USD 1 Quarter
Net income (loss) ProfitLoss $1.15M USD 3 Qtrs
Net income (loss) ProfitLoss $-21.64M USD 3 Qtrs
Amortization of mortgage-backed and credit risk transfer securities premiums and (discounts), net AccretionAmortizationOfDiscountsAndPremiumsInvestments $-90.90M USD 3 Qtrs
Amortization of mortgage-backed and credit risk transfer securities premiums and (discounts), net AccretionAmortizationOfDiscountsAndPremiumsInvestments $-85.52M USD 3 Qtrs
Amortization of mortgage-backed and credit risk transfer securities premiums and (discounts), net AccretionAmortizationOfDiscountsAndPremiumsInvestments $-31.82M USD 1 Quarter
Amortization of mortgage-backed and credit risk transfer securities premiums and (discounts), net AccretionAmortizationOfDiscountsAndPremiumsInvestments $-31.86M USD 1 Quarter
Amortization of residential loans and asset-backed securities premiums (discount), net AmortizationofLoanDiscountsandPremiumsNet $639.00K USD 3 Qtrs
Amortization of residential loans and asset-backed securities premiums (discount), net AmortizationofLoanDiscountsandPremiumsNet - USD 3 Qtrs
Amortization of commercial loan origination fees AmortizationOfDeferredLoanOriginationFeesNet $219.00K USD 3 Qtrs
Amortization of commercial loan origination fees AmortizationOfDeferredLoanOriginationFeesNet $51.00K USD 3 Qtrs
Reduction in provision for loan losses ProvisionForLoanAndLeaseLosses - USD 3 Qtrs
Reduction in provision for loan losses ProvisionForLoanAndLeaseLosses $-213.00K USD 3 Qtrs
Unrealized (gain) loss on derivative instruments, net UnrealizedGainLossOnDerivatives $-104.55M USD 3 Qtrs
Unrealized (gain) loss on derivative instruments, net UnrealizedGainLossOnDerivatives $-150.84M USD 3 Qtrs
Unrealized (gain) loss on credit derivatives, net UnrealizedGainLossonCreditDerivativeNet $7.92M USD 3 Qtrs
Unrealized (gain) loss on credit derivatives, net UnrealizedGainLossonCreditDerivativeNet $45.19M USD 3 Qtrs
(Gain) loss on investments, net AvailableForSaleSecuritiesGrossRealizedGainLossNet $-7.16M USD 1 Quarter
(Gain) loss on investments, net AvailableForSaleSecuritiesGrossRealizedGainLossNet $-1.97M USD 1 Quarter
(Gain) loss on investments, net AvailableForSaleSecuritiesGrossRealizedGainLossNet $11.02M USD 3 Qtrs
(Gain) loss on investments, net AvailableForSaleSecuritiesGrossRealizedGainLossNet $5.86M USD 3 Qtrs
Realized (gain) loss on derivative instruments, net DerivativeInstrumentsRealizedGainLossonSettlementTerminationExpirationorExerciseNet $-62.22M USD 3 Qtrs
Realized (gain) loss on derivative instruments, net DerivativeInstrumentsRealizedGainLossonSettlementTerminationExpirationorExerciseNet $-44.39M USD 3 Qtrs
Realized (gain) loss on credit derivatives, net GainLossOnSettlementOfCreditDerivatives $-2.18M USD 3 Qtrs
Realized (gain) loss on credit derivatives, net GainLossOnSettlementOfCreditDerivatives $-6.02M USD 3 Qtrs
Equity in earnings of unconsolidated ventures IncomeLossFromEquityMethodInvestments $9.13M USD 3 Qtrs
Equity in earnings of unconsolidated ventures IncomeLossFromEquityMethodInvestments $729.00K USD 1 Quarter
Equity in earnings of unconsolidated ventures IncomeLossFromEquityMethodInvestments $1.89M USD 1 Quarter
Equity in earnings of unconsolidated ventures IncomeLossFromEquityMethodInvestments $1.99M USD 3 Qtrs
Amortization of equity-based compensation ShareBasedCompensation $425.00K USD 3 Qtrs
Amortization of equity-based compensation ShareBasedCompensation $422.00K USD 3 Qtrs
Amortization of deferred securitization and financing costs AmortizationOfFinancingCosts $1.85M USD 3 Qtrs
Amortization of deferred securitization and financing costs AmortizationOfFinancingCosts $2.39M USD 3 Qtrs
Amortization of net deferred losses on de-designated interest rate swaps AmortizationofDeferredSwapLossesfromDedesignation $11.33M USD 3 Qtrs
Amortization of net deferred losses on de-designated interest rate swaps AmortizationofDeferredSwapLossesfromDedesignation $51.18M USD 3 Qtrs
(Gain) loss on foreign currency transactions, net ForeignCurrencyTransactionGainLossBeforeTax $-619.00K USD 3 Qtrs
(Gain) loss on foreign currency transactions, net ForeignCurrencyTransactionGainLossBeforeTax $-6.08M USD 3 Qtrs
(Increase) decrease in operating assets IncreaseDecreaseInOperatingAssets $3.29M USD 3 Qtrs
(Increase) decrease in operating assets IncreaseDecreaseInOperatingAssets $-1.26M USD 3 Qtrs
Increase in operating liabilities IncreaseDecreaseInOperatingLiabilities $858.00K USD 3 Qtrs
Increase in operating liabilities IncreaseDecreaseInOperatingLiabilities $10.51M USD 3 Qtrs
Net cash provided by operating activities NetCashProvidedByUsedInOperatingActivities $276.04M USD 3 Qtrs
Net cash provided by operating activities NetCashProvidedByUsedInOperatingActivities $251.50M USD 3 Qtrs
Purchase of mortgage-backed and credit risk transfer securities PaymentsToAcquireAvailableForSaleSecurities $2.37B USD 3 Qtrs
Purchase of mortgage-backed and credit risk transfer securities PaymentsToAcquireAvailableForSaleSecurities $1.82B USD 3 Qtrs
Purchase of U.S. Treasury securities PaymentsToAcquireTradingSecuritiesHeldforinvestment $403.11M USD 3 Qtrs
Purchase of U.S. Treasury securities PaymentsToAcquireTradingSecuritiesHeldforinvestment - USD 3 Qtrs
Proceeds from sale of U.S. Treasury securities ProceedsFromSaleOfTradingSecuritiesHeldforinvestment $524.48M USD 3 Qtrs
Proceeds from sale of U.S. Treasury securities ProceedsFromSaleOfTradingSecuritiesHeldforinvestment - USD 3 Qtrs
(Contributions) distributions (from) to investment in unconsolidated ventures, net ContributionsDistributionsInEquityMethodInvestee $-7.63M USD 3 Qtrs
(Contributions) distributions (from) to investment in unconsolidated ventures, net ContributionsDistributionsInEquityMethodInvestee $-15.17M USD 3 Qtrs
Change in other assets PaymentsForProceedsFromOtherInvestingActivities $73.88M USD 3 Qtrs
Change in other assets PaymentsForProceedsFromOtherInvestingActivities $12.88M USD 3 Qtrs
Principal payments from mortgage-backed and credit risk transfer securities ProceedsFromMaturitiesPrepaymentsAndCallsOfAvailableForSaleSecurities $1.92B USD 3 Qtrs
Principal payments from mortgage-backed and credit risk transfer securities ProceedsFromMaturitiesPrepaymentsAndCallsOfAvailableForSaleSecurities $1.91B USD 3 Qtrs
Proceeds from sale of mortgage-backed and credit risk transfer securities ProceedsFromSaleOfAvailableForSaleSecurities $659.96M USD 3 Qtrs
Proceeds from sale of mortgage-backed and credit risk transfer securities ProceedsFromSaleOfAvailableForSaleSecurities $290.56M USD 3 Qtrs
Payments on sale of credit derivatives PaymentsForDerivativeInstrumentInvestingActivities $6.02M USD 3 Qtrs
Payments on sale of credit derivatives PaymentsForDerivativeInstrumentInvestingActivities $2.18M USD 3 Qtrs
Payment of premiums for interest rate swaptions PaymentOfPremiumsForInterestRateSwaption - USD 3 Qtrs
Payment of premiums for interest rate swaptions PaymentOfPremiumsForInterestRateSwaption $1.49M USD 3 Qtrs
Payments for termination of futures, forwards, swaps and TBAs, net PaymentsForTerminationOfFuturesCurrencyForwardContractsSwapsSwaptionsAndTBAs $34.07M USD 3 Qtrs
Payments for termination of futures, forwards, swaps and TBAs, net PaymentsForTerminationOfFuturesCurrencyForwardContractsSwapsSwaptionsAndTBAs $60.74M USD 3 Qtrs
Purchase of residential loans held-for-investment PaymentsToAcquireLoansHeldForInvestment - USD 3 Qtrs
Purchase of residential loans held-for-investment PaymentsToAcquireLoansHeldForInvestment $372.31M USD 3 Qtrs
Principal payments from residential loans held-for-investment ProceedsfromPrincipalRepaymentsonResidentialLoans $424.64M USD 3 Qtrs
Principal payments from residential loans held-for-investment ProceedsfromPrincipalRepaymentsonResidentialLoans - USD 3 Qtrs
Principal payments from commercial loans held-for-investment ProceedsfromPrincipalRepaymentsonCommercialLoans $15.00M USD 3 Qtrs
Principal payments from commercial loans held-for-investment ProceedsfromPrincipalRepaymentsonCommercialLoans $63.13M USD 3 Qtrs
Origination and advances of commercial loans, net of origination fees PaymentsforOriginationofLoansNetofOriginationFees $104.97M USD 3 Qtrs
Origination and advances of commercial loans, net of origination fees PaymentsforOriginationofLoansNetofOriginationFees $85.03M USD 3 Qtrs
Net cash provided by investing activities NetCashProvidedByUsedInInvestingActivities $130.66M USD 3 Qtrs
Net cash provided by investing activities NetCashProvidedByUsedInInvestingActivities $354.72M USD 3 Qtrs
Proceeds from issuance of common stock ProceedsFromIssuanceOfCommonStock $35.00K USD 3 Qtrs
Proceeds from issuance of common stock ProceedsFromIssuanceOfCommonStock $158.00K USD 3 Qtrs
Repurchase of common stock PaymentsForRepurchaseOfCommonStock $25.00M USD 3 Qtrs
Repurchase of common stock PaymentsForRepurchaseOfCommonStock $50.00M USD 3 Qtrs
Cost of issuance of preferred stock ProceedsfromIssuanceofRedeemablePreferredStockNetofIssuanceCosts $-36.00K USD 3 Qtrs
Cost of issuance of preferred stock ProceedsfromIssuanceofRedeemablePreferredStockNetofIssuanceCosts - USD 3 Qtrs
Due from counterparties IncreaseDecreaseInMarginDepositsOutstanding $138.96M USD 3 Qtrs
Due from counterparties IncreaseDecreaseInMarginDepositsOutstanding $118.56M USD 3 Qtrs
Change in collateral held payable IncreaseDecreaseInSecuritiesLendingPayable $-14.89M USD 3 Qtrs
Change in collateral held payable IncreaseDecreaseInSecuritiesLendingPayable $-4.90M USD 3 Qtrs
Proceeds from repurchase agreements ProceedsFromOtherShortTermDebt $105.83B USD 3 Qtrs
Proceeds from repurchase agreements ProceedsFromOtherShortTermDebt $97.65B USD 3 Qtrs
Principal repayments of repurchase agreements RepaymentsOfOtherShortTermDebt $106.54B USD 3 Qtrs
Principal repayments of repurchase agreements RepaymentsOfOtherShortTermDebt $97.72B USD 3 Qtrs
Proceeds from asset-backed securities issued by securitization trusts ProceedsFromIssuanceOfLongTermDebt - USD 3 Qtrs
Proceeds from asset-backed securities issued by securitization trusts ProceedsFromIssuanceOfLongTermDebt $336.08M USD 3 Qtrs
Principal repayments of asset-backed securities issued by securitization trusts RepaymentsOfSecuredDebt - USD 3 Qtrs
Principal repayments of asset-backed securities issued by securitization trusts RepaymentsOfSecuredDebt $400.21M USD 3 Qtrs
Proceeds from secured loans ProceedsFromFederalHomeLoanBankBorrowings $125.00M USD 3 Qtrs
Proceeds from secured loans ProceedsFromFederalHomeLoanBankBorrowings $2.10B USD 3 Qtrs
Principal repayments on secured loans RepaymentsOfFederalHomeLoanBankBorrowings $1.68B USD 3 Qtrs
Principal repayments on secured loans RepaymentsOfFederalHomeLoanBankBorrowings $125.00M USD 3 Qtrs
Payments of deferred costs PaymentsOfFinancingCosts $136.00K USD 3 Qtrs
Payments of dividends and distributions PaymentsOfOrdinaryDividends $185.29M USD 3 Qtrs
Payments of dividends and distributions PaymentsOfOrdinaryDividends $153.57M USD 3 Qtrs
Net cash used in financing activities NetCashProvidedByUsedInFinancingActivities $-388.08M USD 3 Qtrs
Net cash used in financing activities NetCashProvidedByUsedInFinancingActivities $-718.25M USD 3 Qtrs
Net change in cash and cash equivalents CashAndCashEquivalentsPeriodIncreaseDecrease $-87.49M USD 3 Qtrs
Net change in cash and cash equivalents CashAndCashEquivalentsPeriodIncreaseDecrease $-5.92M USD 3 Qtrs
Cash and cash equivalents, beginning of period CashAndCashEquivalentsAtCarryingValue $53.20M USD Point-in-time
Cash and cash equivalents, beginning of period CashAndCashEquivalentsAtCarryingValue $164.14M USD Point-in-time
Cash and cash equivalents, beginning of period CashAndCashEquivalentsAtCarryingValue $76.66M USD Point-in-time
Cash and cash equivalents, beginning of period CashAndCashEquivalentsAtCarryingValue $47.28M USD Point-in-time
Cash and cash equivalents, end of period CashAndCashEquivalentsAtCarryingValue $53.20M USD Point-in-time
Cash and cash equivalents, end of period CashAndCashEquivalentsAtCarryingValue $164.14M USD Point-in-time
Cash and cash equivalents, end of period CashAndCashEquivalentsAtCarryingValue $76.66M USD Point-in-time
Cash and cash equivalents, end of period CashAndCashEquivalentsAtCarryingValue $47.28M USD Point-in-time
Interest paid InterestPaid $162.91M USD 3 Qtrs
Interest paid InterestPaid $116.40M USD 3 Qtrs
Net change in unrealized gain on mortgage-backed and credit risk transfer securities NetChangeInUnrealizedGainOnAvailableForSaleSecuritiesAndDerivatives $259.01M USD 3 Qtrs
Net change in unrealized gain on mortgage-backed and credit risk transfer securities NetChangeInUnrealizedGainOnAvailableForSaleSecuritiesAndDerivatives $-34.76M USD 3 Qtrs
Dividends and distributions declared not paid DividendsPayableCurrentAndNoncurrent $54.07M USD Point-in-time
Dividends and distributions declared not paid DividendsPayableCurrentAndNoncurrent $51.73M USD Point-in-time
Dividends and distributions declared not paid DividendsPayableCurrentAndNoncurrent $50.92M USD Point-in-time
Net change in investment related payable (receivable) ReceivablePayableForAvailableForSaleSecuritiesSoldPurchasedNet $117.30M USD 3 Qtrs
Net change in investment related payable (receivable) ReceivablePayableForAvailableForSaleSecuritiesSoldPurchasedNet $53.09M USD 3 Qtrs
Change in due from counterparties NetChangeInDueFromCounterparties $1.43M USD 3 Qtrs
Change in due from counterparties NetChangeInDueFromCounterparties $7.81M USD 3 Qtrs
Stockholders Equity 18 line items
Line Item Tag Value Unit Period
Beginning Balance StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest $2.27B USD Point-in-time
Beginning Balance StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest $2.34B USD Point-in-time
Net loss ProfitLoss $136.66M USD 1 Quarter
Net loss ProfitLoss $-140.43M USD 1 Quarter
Net loss ProfitLoss $1.15M USD 3 Qtrs
Net loss ProfitLoss $-21.64M USD 3 Qtrs
Other comprehensive income OtherComprehensiveIncomeLossNetOfTax $16.39M USD 3 Qtrs
Other comprehensive income OtherComprehensiveIncomeLossNetOfTax $59.01M USD 1 Quarter
Other comprehensive income OtherComprehensiveIncomeLossNetOfTax $26.95M USD 1 Quarter
Other comprehensive income OtherComprehensiveIncomeLossNetOfTax $270.33M USD 3 Qtrs
Proceeds from issuance of stock, net of offering costs StockIssuedDuringPeriodValueNewIssues $35.00K USD 3 Qtrs
Repurchase of shares of common stock StockRepurchasedDuringPeriodValue $25.00M USD 3 Qtrs
Common stock dividends DividendsCommonStockCash $133.90M USD 3 Qtrs
Common unit dividends MinorityInterestDecreaseFromDistributionsToNoncontrollingInterestHolders $1.71M USD 3 Qtrs
Preferred stock dividends DividendsPreferredStockCash $17.15M USD 3 Qtrs
Amortization of equity-based compensation AdjustmentsToAdditionalPaidInCapitalSharebasedCompensationRequisiteServicePeriodRecognitionValue $425.00K USD 3 Qtrs
Ending Balance StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest $2.27B USD Point-in-time
Ending Balance StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest $2.34B USD Point-in-time
Comprehensive Income 40 line items
Line Item Tag Value Unit Period
Net income (loss) ProfitLoss $136.66M USD 1 Quarter
Net income (loss) ProfitLoss $-140.43M USD 1 Quarter
Net income (loss) ProfitLoss $1.15M USD 3 Qtrs
Net income (loss) ProfitLoss $-21.64M USD 3 Qtrs
Unrealized gain (loss) on mortgage-backed and credit risk transfer securities, net OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodNetOfTax $32.02M USD 1 Quarter
Unrealized gain (loss) on mortgage-backed and credit risk transfer securities, net OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodNetOfTax $-30.61M USD 3 Qtrs
Unrealized gain (loss) on mortgage-backed and credit risk transfer securities, net OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodNetOfTax $42.93M USD 1 Quarter
Unrealized gain (loss) on mortgage-backed and credit risk transfer securities, net OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodNetOfTax $270.59M USD 3 Qtrs
Reclassification of unrealized (gain) loss on sale of mortgage-backed and credit risk transfer securities to gain (loss) on investments, net OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIForSaleOfSecuritiesNetOfTax $11.58M USD 3 Qtrs
Reclassification of unrealized (gain) loss on sale of mortgage-backed and credit risk transfer securities to gain (loss) on investments, net OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIForSaleOfSecuritiesNetOfTax $4.15M USD 3 Qtrs
Reclassification of unrealized (gain) loss on sale of mortgage-backed and credit risk transfer securities to gain (loss) on investments, net OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIForSaleOfSecuritiesNetOfTax - USD 1 Quarter
Reclassification of unrealized (gain) loss on sale of mortgage-backed and credit risk transfer securities to gain (loss) on investments, net OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIForSaleOfSecuritiesNetOfTax $-389.00K USD 1 Quarter
Reclassification of amortization of net deferred (gain) loss on de-designated interest rate swaps to repurchase agreements interest expense OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIOnDerivativesNetOfTax $-11.33M USD 3 Qtrs
Reclassification of amortization of net deferred (gain) loss on de-designated interest rate swaps to repurchase agreements interest expense OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIOnDerivativesNetOfTax $-51.18M USD 3 Qtrs
Reclassification of amortization of net deferred (gain) loss on de-designated interest rate swaps to repurchase agreements interest expense OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIOnDerivativesNetOfTax $-15.72M USD 1 Quarter
Reclassification of amortization of net deferred (gain) loss on de-designated interest rate swaps to repurchase agreements interest expense OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIOnDerivativesNetOfTax $4.83M USD 1 Quarter
Currency translation adjustments on investment in unconsolidated venture OtherComprehensiveIncomeLossForeignCurrencyTransactionAndTranslationAdjustmentNetOfTax $-235.00K USD 1 Quarter
Currency translation adjustments on investment in unconsolidated venture OtherComprehensiveIncomeLossForeignCurrencyTransactionAndTranslationAdjustmentNetOfTax $-33.00K USD 3 Qtrs
Currency translation adjustments on investment in unconsolidated venture OtherComprehensiveIncomeLossForeignCurrencyTransactionAndTranslationAdjustmentNetOfTax $-10.00K USD 3 Qtrs
Currency translation adjustments on investment in unconsolidated venture OtherComprehensiveIncomeLossForeignCurrencyTransactionAndTranslationAdjustmentNetOfTax $-33.00K USD 1 Quarter
Total other comprehensive income OtherComprehensiveIncomeLossNetOfTax $16.39M USD 3 Qtrs
Total other comprehensive income OtherComprehensiveIncomeLossNetOfTax $59.01M USD 1 Quarter
Total other comprehensive income OtherComprehensiveIncomeLossNetOfTax $26.95M USD 1 Quarter
Total other comprehensive income OtherComprehensiveIncomeLossNetOfTax $270.33M USD 3 Qtrs
Comprehensive income (loss) ComprehensiveIncomeNetOfTaxIncludingPortionAttributableToNoncontrollingInterest $163.61M USD 1 Quarter
Comprehensive income (loss) ComprehensiveIncomeNetOfTaxIncludingPortionAttributableToNoncontrollingInterest $17.54M USD 3 Qtrs
Comprehensive income (loss) ComprehensiveIncomeNetOfTaxIncludingPortionAttributableToNoncontrollingInterest $248.69M USD 3 Qtrs
Comprehensive income (loss) ComprehensiveIncomeNetOfTaxIncludingPortionAttributableToNoncontrollingInterest $-81.41M USD 1 Quarter
Less: Comprehensive income (loss) attributable to non-controlling interest ComprehensiveIncomeNetOfTaxAttributableToNoncontrollingInterest $2.06M USD 1 Quarter
Less: Comprehensive income (loss) attributable to non-controlling interest ComprehensiveIncomeNetOfTaxAttributableToNoncontrollingInterest $191.00K USD 3 Qtrs
Less: Comprehensive income (loss) attributable to non-controlling interest ComprehensiveIncomeNetOfTaxAttributableToNoncontrollingInterest $-942.00K USD 1 Quarter
Less: Comprehensive income (loss) attributable to non-controlling interest ComprehensiveIncomeNetOfTaxAttributableToNoncontrollingInterest $3.16M USD 3 Qtrs
Less: Dividends to preferred stockholders PreferredStockDividendsIncomeStatementImpact $17.15M USD 3 Qtrs
Less: Dividends to preferred stockholders PreferredStockDividendsIncomeStatementImpact $5.72M USD 1 Quarter
Less: Dividends to preferred stockholders PreferredStockDividendsIncomeStatementImpact $17.15M USD 3 Qtrs
Less: Dividends to preferred stockholders PreferredStockDividendsIncomeStatementImpact $5.72M USD 1 Quarter
Comprehensive income (loss) attributable to common stockholders ComprehensiveIncomeNetOfTax $228.38M USD 3 Qtrs
Comprehensive income (loss) attributable to common stockholders ComprehensiveIncomeNetOfTax $200.00K USD 3 Qtrs
Comprehensive income (loss) attributable to common stockholders ComprehensiveIncomeNetOfTax $-86.19M USD 1 Quarter
Comprehensive income (loss) attributable to common stockholders ComprehensiveIncomeNetOfTax $155.83M USD 1 Quarter

Data is extracted from SEC EDGAR XBRL filings. Values shown are as reported in the filing.

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