10-Q Filing

INVESCO MORTGAGE CAPITAL INC. CIK: 1437071 Q2 2017

Filing Information

Form Type	10-Q
Accession Number	`0001437071-17-000037`
Period End Date	20170630
Filing Date	20170807
Fiscal Year	2017
Fiscal Period	Q2
XBRL Instance	ivr-20170630.xml

Filing Contents

This filing contains the following financial statements:

Balance Sheet 75 Income Statement 104 Cash Flow Statement 111 Stockholders Equity 18 Comprehensive Income 40

Balance Sheet 75 line items

Line Item	Tag	Value	Unit	Period
Mortgage-backed and credit risk transfer securities, pledged as collateral	`AvailableForSaleSecuritiesPledgedAsCollateral`	$14.42B	USD	Point-in-time
Mortgage-backed and credit risk transfer securities, pledged as collateral	`AvailableForSaleSecuritiesPledgedAsCollateral`	$15.37B	USD	Point-in-time
Mortgage-backed and credit risk transfer securities, at fair value (including pledged securities of $15,367,150 and $14,422,198, respectively)	`AvailableForSaleSecurities`	$14.98B	USD	Point-in-time
Mortgage-backed and credit risk transfer securities, at fair value (including pledged securities of $15,367,150 and $14,422,198, respectively)	`AvailableForSaleSecurities`	$16.08B	USD	Point-in-time
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
Preferred Stock - shares authorized	`PreferredStockSharesAuthorized`	50.00M	shares	Point-in-time
Commercial loans, held-for-investment	`LoansAndLeasesReceivableNetReportedAmount`	$273.36M	USD	Point-in-time
Preferred Stock - shares authorized	`PreferredStockSharesAuthorized`	50.00M	shares	Point-in-time
Commercial loans, held-for-investment	`LoansAndLeasesReceivableNetReportedAmount`	$278.87M	USD	Point-in-time
Cash and cash equivalents	`CashAndCashEquivalentsAtCarryingValue`	$53.20M	USD	Point-in-time
Cash and cash equivalents	`CashAndCashEquivalentsAtCarryingValue`	$64.07M	USD	Point-in-time
Cash and cash equivalents	`CashAndCashEquivalentsAtCarryingValue`	$161.79M	USD	Point-in-time
Cash and cash equivalents	`CashAndCashEquivalentsAtCarryingValue`	$144.08M	USD	Point-in-time
Due from counterparties	`DuefromCounterparties`	$1.25M	USD	Point-in-time
Due from counterparties	`DuefromCounterparties`	$86.45M	USD	Point-in-time
Investment related receivable	`NotesReceivableNet`	$83.18M	USD	Point-in-time
Investment related receivable	`NotesReceivableNet`	$43.89M	USD	Point-in-time
Accrued interest receivable	`InterestReceivable`	$46.95M	USD	Point-in-time
Accrued interest receivable	`InterestReceivable`	$49.85M	USD	Point-in-time
Common Stock - par value (in usd per share)	`CommonStockParOrStatedValuePerShare`	$0.01	USD	Point-in-time
Derivative assets, at fair value	`DerivativeAssets`	$11.01M	USD	Point-in-time
Common Stock - par value (in usd per share)	`CommonStockParOrStatedValuePerShare`	$0.01	USD	Point-in-time
Derivative assets, at fair value	`DerivativeAssets`	$3.19M	USD	Point-in-time
Other assets	`OtherAssets`	$102.43M	USD	Point-in-time
Common Stock - shares authorized	`CommonStockSharesAuthorized`	450.00M	shares	Point-in-time
Other assets	`OtherAssets`	$109.30M	USD	Point-in-time
Common Stock - shares authorized	`CommonStockSharesAuthorized`	4.50M	shares	Point-in-time
Common Stock - shares issued	`CommonStockSharesIssued`	111.59M	shares	Point-in-time
Total assets	`Assets`	$16.67B	USD	Point-in-time
Common Stock - shares issued	`CommonStockSharesIssued`	111.61M	shares	Point-in-time
Total assets	`Assets`	$15.71B	USD	Point-in-time
Common Stock - shares outstanding	`CommonStockSharesOutstanding`	111.61M	shares	Point-in-time
Common Stock - shares outstanding	`CommonStockSharesOutstanding`	111.59M	shares	Point-in-time
Repurchase agreements	`SecuritiesSoldUnderAgreementsToRepurchase`	$11.16B	USD	Point-in-time
Repurchase agreements	`SecuritiesSoldUnderAgreementsToRepurchase`	$12.12B	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, net	`ConvertibleNotesPayable`	$397.04M	USD	Point-in-time
Exchangeable senior notes, net	`ConvertibleNotesPayable`	$217.80M	USD	Point-in-time
Derivative liabilities, at fair value	`DerivativeLiabilities`	$134.23M	USD	Point-in-time
Derivative liabilities, at fair value	`DerivativeLiabilities`	$44.15M	USD	Point-in-time
Dividends and distributions payable	`DividendsPayableCurrentAndNoncurrent`	$50.93M	USD	Point-in-time
Dividends and distributions payable	`DividendsPayableCurrentAndNoncurrent`	$50.92M	USD	Point-in-time
Dividends and distributions payable	`DividendsPayableCurrentAndNoncurrent`	$50.92M	USD	Point-in-time
Investment related payable	`InvestmentRelatedLiabilities`	$9.23M	USD	Point-in-time
Investment related payable	`InvestmentRelatedLiabilities`	$202.05M	USD	Point-in-time
Accrued interest payable	`InterestPayableCurrentAndNoncurrent`	$14.99M	USD	Point-in-time
Accrued interest payable	`InterestPayableCurrentAndNoncurrent`	$21.07M	USD	Point-in-time
Collateral held payable	`CollateralizedFinancings`	$1.70M	USD	Point-in-time
Collateral held payable	`CollateralizedFinancings`	$3.47M	USD	Point-in-time
Accounts payable and accrued expenses	`AccountsPayableAndAccruedLiabilitiesCurrentAndNoncurrent`	$1.79M	USD	Point-in-time
Accounts payable and accrued expenses	`AccountsPayableAndAccruedLiabilitiesCurrentAndNoncurrent`	$1.53M	USD	Point-in-time
Due to affiliate	`DueToAffiliateCurrentAndNoncurrent`	$9.71M	USD	Point-in-time
Due to affiliate	`DueToAffiliateCurrentAndNoncurrent`	$9.66M	USD	Point-in-time
Total liabilities	`Liabilities`	$13.44B	USD	Point-in-time
Total liabilities	`Liabilities`	$14.31B	USD	Point-in-time
Commitments and contingencies (See Note 16):	`CommitmentsAndContingencies`	-	USD	Point-in-time
Commitments and contingencies (See Note 16):	`CommitmentsAndContingencies`	-	USD	Point-in-time
Common Stock, par value $0.01 per share; 450,000,000 shares authorized; 111,609,901 and 111,594,595 shares issued and outstanding, respectively	`CommonStockValue`	$1.12M	USD	Point-in-time
Common Stock, par value $0.01 per share; 450,000,000 shares authorized; 111,609,901 and 111,594,595 shares issued and outstanding, respectively	`CommonStockValue`	$1.12M	USD	Point-in-time
Additional paid in capital	`AdditionalPaidInCapitalCommonStock`	$2.38B	USD	Point-in-time
Additional paid in capital	`AdditionalPaidInCapitalCommonStock`	$2.38B	USD	Point-in-time
Accumulated other comprehensive income	`AccumulatedOtherComprehensiveIncomeLossNetOfTax`	$337.39M	USD	Point-in-time
Accumulated other comprehensive income	`AccumulatedOtherComprehensiveIncomeLossNetOfTax`	$293.67M	USD	Point-in-time
Retained earnings (distributions in excess of earnings)	`RetainedEarningsAccumulatedDeficit`	$-673.62M	USD	Point-in-time
Retained earnings (distributions in excess of earnings)	`RetainedEarningsAccumulatedDeficit`	$-718.30M	USD	Point-in-time
Total stockholders equity	`StockholdersEquity`	$2.33B	USD	Point-in-time
Total stockholders equity	`StockholdersEquity`	$2.24B	USD	Point-in-time
Non-controlling interest	`MinorityInterest`	$28.62M	USD	Point-in-time
Non-controlling interest	`MinorityInterest`	$29.75M	USD	Point-in-time
Total equity	`StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest`	$2.27B	USD	Point-in-time
Total equity	`StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest`	$2.36B	USD	Point-in-time
Total liabilities and equity	`LiabilitiesAndStockholdersEquity`	$15.71B	USD	Point-in-time
Total liabilities and equity	`LiabilitiesAndStockholdersEquity`	$16.67B	USD	Point-in-time

Income Statement 104 line items

Line Item	Tag	Value	Unit	Period
Mortgage-backed and credit risk transfer securities	`InterestAndDividendIncomeSecuritiesAvailableForSale`	$112.86M	USD	1 Quarter
Mortgage-backed and credit risk transfer securities	`InterestAndDividendIncomeSecuritiesAvailableForSale`	$239.90M	USD	2 Qtrs
Mortgage-backed and credit risk transfer securities	`InterestAndDividendIncomeSecuritiesAvailableForSale`	$235.11M	USD	2 Qtrs
Mortgage-backed and credit risk transfer securities	`InterestAndDividendIncomeSecuritiesAvailableForSale`	$121.03M	USD	1 Quarter
Commercial loans	`InterestAndFeeIncomeLoansCommercial`	$5.95M	USD	1 Quarter
Commercial loans	`InterestAndFeeIncomeLoansCommercial`	$10.84M	USD	2 Qtrs
Commercial loans	`InterestAndFeeIncomeLoansCommercial`	$6.02M	USD	1 Quarter
Commercial loans	`InterestAndFeeIncomeLoansCommercial`	$11.79M	USD	2 Qtrs
Total interest income	`InterestIncomeOperating`	$118.81M	USD	1 Quarter
Total interest income	`InterestIncomeOperating`	$127.05M	USD	1 Quarter
Total interest income	`InterestIncomeOperating`	$251.69M	USD	2 Qtrs
Total interest income	`InterestIncomeOperating`	$245.95M	USD	2 Qtrs
Repurchase agreements	`RepurchaseAgreementsInterestExpenseAmount`	$73.06M	USD	2 Qtrs
Repurchase agreements	`RepurchaseAgreementsInterestExpenseAmount`	$66.02M	USD	2 Qtrs
Repurchase agreements	`RepurchaseAgreementsInterestExpenseAmount`	$36.07M	USD	1 Quarter
Repurchase agreements	`RepurchaseAgreementsInterestExpenseAmount`	$31.26M	USD	1 Quarter
Secured loans	`InterestExpenseFederalHomeLoanBankAndFederalReserveBankAdvancesShortTerm`	$2.69M	USD	1 Quarter
Secured loans	`InterestExpenseFederalHomeLoanBankAndFederalReserveBankAdvancesShortTerm`	$4.54M	USD	1 Quarter
Secured loans	`InterestExpenseFederalHomeLoanBankAndFederalReserveBankAdvancesShortTerm`	$7.95M	USD	2 Qtrs
Secured loans	`InterestExpenseFederalHomeLoanBankAndFederalReserveBankAdvancesShortTerm`	$5.40M	USD	2 Qtrs
Exchangeable senior notes	`InterestExpenseDebt`	$5.61M	USD	1 Quarter
Exchangeable senior notes	`InterestExpenseDebt`	$8.51M	USD	2 Qtrs
Exchangeable senior notes	`InterestExpenseDebt`	$3.50M	USD	1 Quarter
Exchangeable senior notes	`InterestExpenseDebt`	$11.23M	USD	2 Qtrs
Total interest expense	`InterestExpense`	$89.69M	USD	2 Qtrs
Total interest expense	`InterestExpense`	$39.56M	USD	1 Quarter
Total interest expense	`InterestExpense`	$82.48M	USD	2 Qtrs
Total interest expense	`InterestExpense`	$44.11M	USD	1 Quarter
Net interest income	`InterestIncomeExpenseNet`	$79.25M	USD	1 Quarter
Net interest income	`InterestIncomeExpenseNet`	$169.21M	USD	2 Qtrs
Net interest income	`InterestIncomeExpenseNet`	$156.26M	USD	2 Qtrs
Net interest income	`InterestIncomeExpenseNet`	$82.94M	USD	1 Quarter
Gain (loss) on investments, net	`AvailableForSaleSecuritiesGrossRealizedGainLossNet`	$11.18M	USD	1 Quarter
Gain (loss) on investments, net	`AvailableForSaleSecuritiesGrossRealizedGainLossNet`	$1.41M	USD	1 Quarter
Gain (loss) on investments, net	`AvailableForSaleSecuritiesGrossRealizedGainLossNet`	$9.32M	USD	2 Qtrs
Gain (loss) on investments, net	`AvailableForSaleSecuritiesGrossRealizedGainLossNet`	$13.02M	USD	2 Qtrs
Equity in earnings (losses) of unconsolidated ventures	`IncomeLossFromEquityMethodInvestments`	$202.00K	USD	1 Quarter
Equity in earnings (losses) of unconsolidated ventures	`IncomeLossFromEquityMethodInvestments`	$-1.69M	USD	2 Qtrs
Equity in earnings (losses) of unconsolidated ventures	`IncomeLossFromEquityMethodInvestments`	$1.26M	USD	2 Qtrs
Equity in earnings (losses) of unconsolidated ventures	`IncomeLossFromEquityMethodInvestments`	$-154.00K	USD	1 Quarter
Gain (loss) on derivative instruments, net	`DerivativeGainLossOnDerivativeNet`	$-48.05M	USD	2 Qtrs
Gain (loss) on derivative instruments, net	`DerivativeGainLossOnDerivativeNet`	$-90.36M	USD	1 Quarter
Gain (loss) on derivative instruments, net	`DerivativeGainLossOnDerivativeNet`	$-53.51M	USD	1 Quarter
Gain (loss) on derivative instruments, net	`DerivativeGainLossOnDerivativeNet`	$-328.91M	USD	2 Qtrs
Realized and unrealized credit derivative income (loss), net	`RealizedandUnrealizedCreditDerivativeIncomeLossNet`	$41.36M	USD	2 Qtrs
Realized and unrealized credit derivative income (loss), net	`RealizedandUnrealizedCreditDerivativeIncomeLossNet`	$21.40M	USD	1 Quarter
Realized and unrealized credit derivative income (loss), net	`RealizedandUnrealizedCreditDerivativeIncomeLossNet`	$17.23M	USD	1 Quarter
Realized and unrealized credit derivative income (loss), net	`RealizedandUnrealizedCreditDerivativeIncomeLossNet`	$25.64M	USD	2 Qtrs
Net loss on extinguishment of debt	`GainsLossesOnExtinguishmentOfDebt`	-	USD	2 Qtrs
Net loss on extinguishment of debt	`GainsLossesOnExtinguishmentOfDebt`	$-5.24M	USD	2 Qtrs
Net loss on extinguishment of debt	`GainsLossesOnExtinguishmentOfDebt`	-	USD	1 Quarter
Net loss on extinguishment of debt	`GainsLossesOnExtinguishmentOfDebt`	$-526.00K	USD	1 Quarter
Other investment income (loss), net	`OtherInvestmentIncomeLossNet`	$-2.75M	USD	1 Quarter
Other investment income (loss), net	`OtherInvestmentIncomeLossNet`	$-3.06M	USD	2 Qtrs
Other investment income (loss), net	`OtherInvestmentIncomeLossNet`	$2.53M	USD	1 Quarter
Other investment income (loss), net	`OtherInvestmentIncomeLossNet`	$3.86M	USD	2 Qtrs
Total other income (loss)	`NoninterestIncomeLoss`	$-434.00K	USD	2 Qtrs
Total other income (loss)	`NoninterestIncomeLoss`	$-74.26M	USD	1 Quarter
Total other income (loss)	`NoninterestIncomeLoss`	$-292.05M	USD	2 Qtrs
Total other income (loss)	`NoninterestIncomeLoss`	$-19.08M	USD	1 Quarter
Management fee related party	`RelatedPartyTransactionExpensesFromTransactionsWithRelatedParty`	$9.03M	USD	1 Quarter
Management fee related party	`RelatedPartyTransactionExpensesFromTransactionsWithRelatedParty`	$18.57M	USD	2 Qtrs
Management fee related party	`RelatedPartyTransactionExpensesFromTransactionsWithRelatedParty`	$9.06M	USD	1 Quarter
Management fee related party	`RelatedPartyTransactionExpensesFromTransactionsWithRelatedParty`	$17.83M	USD	2 Qtrs
General and administrative	`GeneralAndAdministrativeExpense`	$3.93M	USD	2 Qtrs
General and administrative	`GeneralAndAdministrativeExpense`	$1.90M	USD	1 Quarter
General and administrative	`GeneralAndAdministrativeExpense`	$3.69M	USD	2 Qtrs
General and administrative	`GeneralAndAdministrativeExpense`	$1.61M	USD	1 Quarter
Total expenses	`OperatingExpenses`	$21.52M	USD	2 Qtrs
Total expenses	`OperatingExpenses`	$10.63M	USD	1 Quarter
Total expenses	`OperatingExpenses`	$10.96M	USD	1 Quarter
Total expenses	`OperatingExpenses`	$22.51M	USD	2 Qtrs
Net income (loss)	`ProfitLoss`	$-5.98M	USD	1 Quarter
Net income (loss)	`ProfitLoss`	$147.25M	USD	2 Qtrs
Net income (loss)	`ProfitLoss`	$53.22M	USD	1 Quarter
Net income (loss)	`ProfitLoss`	$-158.30M	USD	2 Qtrs
Net income (loss) attributable to non-controlling interest	`NetIncomeLossAttributableToNoncontrollingInterest`	$-75.00K	USD	1 Quarter
Net income (loss) attributable to non-controlling interest	`NetIncomeLossAttributableToNoncontrollingInterest`	$1.86M	USD	2 Qtrs
Net income (loss) attributable to non-controlling interest	`NetIncomeLossAttributableToNoncontrollingInterest`	$670.00K	USD	1 Quarter
Net income (loss) attributable to non-controlling interest	`NetIncomeLossAttributableToNoncontrollingInterest`	$-1.96M	USD	2 Qtrs
Net income (loss) attributable to Invesco Mortgage Capital Inc.	`NetIncomeLoss`	$52.55M	USD	1 Quarter
Net income (loss) attributable to Invesco Mortgage Capital Inc.	`NetIncomeLoss`	$-5.90M	USD	1 Quarter
Net income (loss) attributable to Invesco Mortgage Capital Inc.	`NetIncomeLoss`	$145.40M	USD	2 Qtrs
Net income (loss) attributable to Invesco Mortgage Capital Inc.	`NetIncomeLoss`	$-156.34M	USD	2 Qtrs
Dividends to preferred stockholders	`PreferredStockDividendsIncomeStatementImpact`	$11.43M	USD	2 Qtrs
Dividends to preferred stockholders	`PreferredStockDividendsIncomeStatementImpact`	$5.72M	USD	1 Quarter
Dividends to preferred stockholders	`PreferredStockDividendsIncomeStatementImpact`	$5.72M	USD	1 Quarter
Dividends to preferred stockholders	`PreferredStockDividendsIncomeStatementImpact`	$11.43M	USD	2 Qtrs
Net income (loss) attributable to common stockholders	`NetIncomeLossAvailableToCommonStockholdersBasic`	$46.83M	USD	1 Quarter
Net income (loss) attributable to common stockholders	`NetIncomeLossAvailableToCommonStockholdersBasic`	$133.96M	USD	2 Qtrs
Net income (loss) attributable to common stockholders	`NetIncomeLossAvailableToCommonStockholdersBasic`	$-167.78M	USD	2 Qtrs
Net income (loss) attributable to common stockholders	`NetIncomeLossAvailableToCommonStockholdersBasic`	$-11.62M	USD	1 Quarter
Net income attributable to common shareholders (basic) (usd per share)	`EarningsPerShareBasic`	$0.42	USD	1 Quarter
Net income attributable to common shareholders (basic) (usd per share)	`EarningsPerShareBasic`	$1.20	USD	2 Qtrs
Net income attributable to common shareholders (basic) (usd per share)	`EarningsPerShareBasic`	$-0.10	USD	1 Quarter
Net income attributable to common shareholders (basic) (usd per share)	`EarningsPerShareBasic`	$-1.49	USD	2 Qtrs
Net income attributable to common shareholders (diluted) (usd per share)	`EarningsPerShareDiluted`	$1.15	USD	2 Qtrs
Net income attributable to common shareholders (diluted) (usd per share)	`EarningsPerShareDiluted`	$0.41	USD	1 Quarter
Net income attributable to common shareholders (diluted) (usd per share)	`EarningsPerShareDiluted`	$-1.49	USD	2 Qtrs
Net income attributable to common shareholders (diluted) (usd per share)	`EarningsPerShareDiluted`	$-0.10	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`	$0.40	USD	1 Quarter
Dividends declared per common share (usd per share)	`CommonStockDividendsPerShareDeclared`	$0.80	USD	2 Qtrs
Dividends declared per common share (usd per share)	`CommonStockDividendsPerShareDeclared`	$0.80	USD	2 Qtrs

Cash Flow Statement 111 line items

Line Item	Tag	Value	Unit	Period
Net income (loss)	`ProfitLoss`	$-5.98M	USD	1 Quarter
Net income (loss)	`ProfitLoss`	$147.25M	USD	2 Qtrs
Net income (loss)	`ProfitLoss`	$53.22M	USD	1 Quarter
Net income (loss)	`ProfitLoss`	$-158.30M	USD	2 Qtrs
Amortization of mortgage-backed and credit risk transfer securities premiums and (discounts), net	`AccretionAmortizationOfDiscountsAndPremiumsInvestments`	$-26.24M	USD	1 Quarter
Amortization of mortgage-backed and credit risk transfer securities premiums and (discounts), net	`AccretionAmortizationOfDiscountsAndPremiumsInvestments`	$-53.66M	USD	2 Qtrs
Amortization of mortgage-backed and credit risk transfer securities premiums and (discounts), net	`AccretionAmortizationOfDiscountsAndPremiumsInvestments`	$-29.62M	USD	1 Quarter
Amortization of mortgage-backed and credit risk transfer securities premiums and (discounts), net	`AccretionAmortizationOfDiscountsAndPremiumsInvestments`	$-53.44M	USD	2 Qtrs
Amortization of commercial loan origination fees	`AmortizationOfDeferredLoanOriginationFeesNet`	$139.00K	USD	2 Qtrs
Amortization of commercial loan origination fees	`AmortizationOfDeferredLoanOriginationFeesNet`	$164.00K	USD	2 Qtrs
Unrealized (gain) loss on derivative instruments, net	`UnrealizedGainLossOnDerivatives`	$20.12M	USD	2 Qtrs
Unrealized (gain) loss on derivative instruments, net	`UnrealizedGainLossOnDerivatives`	$-211.26M	USD	2 Qtrs
Unrealized (gain) loss on credit derivatives, net	`UnrealizedGainLossonCreditDerivativeNet`	$19.23M	USD	2 Qtrs
Unrealized (gain) loss on credit derivatives, net	`UnrealizedGainLossonCreditDerivativeNet`	$29.71M	USD	2 Qtrs
(Gain) loss on investments, net	`AvailableForSaleSecuritiesGrossRealizedGainLossNet`	$11.18M	USD	1 Quarter
(Gain) loss on investments, net	`AvailableForSaleSecuritiesGrossRealizedGainLossNet`	$1.41M	USD	1 Quarter
(Gain) loss on investments, net	`AvailableForSaleSecuritiesGrossRealizedGainLossNet`	$9.32M	USD	2 Qtrs
(Gain) loss on investments, net	`AvailableForSaleSecuritiesGrossRealizedGainLossNet`	$13.02M	USD	2 Qtrs
Realized (gain) loss on derivative instruments, net	`DerivativeInstrumentsRealizedGainLossonSettlementTerminationExpirationorExerciseNet`	$-25.31M	USD	2 Qtrs
Realized (gain) loss on derivative instruments, net	`DerivativeInstrumentsRealizedGainLossonSettlementTerminationExpirationorExerciseNet`	$-63.57M	USD	2 Qtrs
Realized (gain) loss on credit derivatives, net	`GainLossOnSettlementOfCreditDerivatives`	$-6.02M	USD	2 Qtrs
Realized (gain) loss on credit derivatives, net	`GainLossOnSettlementOfCreditDerivatives`	-	USD	2 Qtrs
Equity in (earnings) losses of unconsolidated ventures	`IncomeLossFromEquityMethodInvestments`	$202.00K	USD	1 Quarter
Equity in (earnings) losses of unconsolidated ventures	`IncomeLossFromEquityMethodInvestments`	$-1.69M	USD	2 Qtrs
Equity in (earnings) losses of unconsolidated ventures	`IncomeLossFromEquityMethodInvestments`	$1.26M	USD	2 Qtrs
Equity in (earnings) losses of unconsolidated ventures	`IncomeLossFromEquityMethodInvestments`	$-154.00K	USD	1 Quarter
Amortization of equity-based compensation	`ShareBasedCompensation`	$263.00K	USD	2 Qtrs
Amortization of equity-based compensation	`ShareBasedCompensation`	$265.00K	USD	2 Qtrs
Amortization of deferred securitization and financing costs	`AmortizationOfFinancingCosts`	$1.23M	USD	2 Qtrs
Amortization of deferred securitization and financing costs	`AmortizationOfFinancingCosts`	$912.00K	USD	2 Qtrs
Amortization of net deferred losses on de-designated interest rate swaps	`AmortizationofDeferredSwapLossesfromDedesignation`	$16.16M	USD	2 Qtrs
Amortization of net deferred losses on de-designated interest rate swaps	`AmortizationofDeferredSwapLossesfromDedesignation`	$-12.67M	USD	2 Qtrs
Net loss on extinguishment of debt	`GainsLossesOnExtinguishmentOfDebt`	-	USD	2 Qtrs
Net loss on extinguishment of debt	`GainsLossesOnExtinguishmentOfDebt`	$-5.24M	USD	2 Qtrs
Net loss on extinguishment of debt	`GainsLossesOnExtinguishmentOfDebt`	-	USD	1 Quarter
Net loss on extinguishment of debt	`GainsLossesOnExtinguishmentOfDebt`	$-526.00K	USD	1 Quarter
(Gain) loss on foreign currency transactions, net	`ForeignCurrencyTransactionGainLossBeforeTax`	$2.23M	USD	2 Qtrs
(Gain) loss on foreign currency transactions, net	`ForeignCurrencyTransactionGainLossBeforeTax`	$-4.74M	USD	2 Qtrs
(Increase) decrease in operating assets	`IncreaseDecreaseInOperatingAssets`	$2.50M	USD	2 Qtrs
(Increase) decrease in operating assets	`IncreaseDecreaseInOperatingAssets`	$-1.89M	USD	2 Qtrs
Decrease in operating liabilities	`IncreaseDecreaseInOperatingLiabilities`	$-3.02M	USD	2 Qtrs
Decrease in operating liabilities	`IncreaseDecreaseInOperatingLiabilities`	$-5.04M	USD	2 Qtrs
Net cash provided by operating activities	`NetCashProvidedByUsedInOperatingActivities`	$161.81M	USD	2 Qtrs
Net cash provided by operating activities	`NetCashProvidedByUsedInOperatingActivities`	$154.38M	USD	2 Qtrs
Purchase of mortgage-backed and credit risk transfer securities	`PaymentsToAcquireAvailableForSaleSecurities`	$1.06B	USD	2 Qtrs
Purchase of mortgage-backed and credit risk transfer securities	`PaymentsToAcquireAvailableForSaleSecurities`	$2.53B	USD	2 Qtrs
(Contributions to) distributions from investments in unconsolidated ventures, net	`ContributionsDistributionsInEquityMethodInvestee`	$-6.86M	USD	2 Qtrs
(Contributions to) distributions from investments in unconsolidated ventures, net	`ContributionsDistributionsInEquityMethodInvestee`	$-7.83M	USD	2 Qtrs
Change in other assets	`PaymentsForProceedsFromOtherInvestingActivities`	$-1.12M	USD	2 Qtrs
Change in other assets	`PaymentsForProceedsFromOtherInvestingActivities`	-	USD	2 Qtrs
Principal payments from mortgage-backed and credit risk transfer securities	`ProceedsFromMaturitiesPrepaymentsAndCallsOfAvailableForSaleSecurities`	$1.07B	USD	2 Qtrs
Principal payments from mortgage-backed and credit risk transfer securities	`ProceedsFromMaturitiesPrepaymentsAndCallsOfAvailableForSaleSecurities`	$1.13B	USD	2 Qtrs
Proceeds from sale of mortgage-backed and credit risk transfer securities	`ProceedsFromSaleOfAvailableForSaleSecurities`	$659.96M	USD	2 Qtrs
Proceeds from sale of mortgage-backed and credit risk transfer securities	`ProceedsFromSaleOfAvailableForSaleSecurities`	$572.62M	USD	2 Qtrs
Payments on sale of credit derivatives	`PaymentsForDerivativeInstrumentInvestingActivities`	-	USD	2 Qtrs
Payments on sale of credit derivatives	`PaymentsForDerivativeInstrumentInvestingActivities`	$6.02M	USD	2 Qtrs
Proceeds from/ (payments for) settlement or termination of forwards, swaps and swaptions, net	`PaymentsForTerminationOfFuturesCurrencyForwardContractsSwapsSwaptionsAndTBAs`	$62.08M	USD	2 Qtrs
Proceeds from/ (payments for) settlement or termination of forwards, swaps and swaptions, net	`PaymentsForTerminationOfFuturesCurrencyForwardContractsSwapsSwaptionsAndTBAs`	$25.31M	USD	2 Qtrs
Principal payments from commercial loans held-for-investment	`ProceedsfromPrincipalRepaymentsonCommercialLoans`	-	USD	2 Qtrs
Principal payments from commercial loans held-for-investment	`ProceedsfromPrincipalRepaymentsonCommercialLoans`	$15.00M	USD	2 Qtrs
Origination and advances of commercial loans, net of origination fees	`PaymentsforOriginationofLoansNetofOriginationFees`	$3.17M	USD	2 Qtrs
Origination and advances of commercial loans, net of origination fees	`PaymentsforOriginationofLoansNetofOriginationFees`	$83.00M	USD	2 Qtrs
Net cash provided by (used in) investing activities	`NetCashProvidedByUsedInInvestingActivities`	$571.70M	USD	2 Qtrs
Net cash provided by (used in) investing activities	`NetCashProvidedByUsedInInvestingActivities`	$-919.58M	USD	2 Qtrs
Proceeds from issuance of common stock	`ProceedsFromIssuanceOfCommonStock`	$35.00K	USD	2 Qtrs
Proceeds from issuance of common stock	`ProceedsFromIssuanceOfCommonStock`	-	USD	2 Qtrs
Repurchase of common stock	`PaymentsForRepurchaseOfCommonStock`	-	USD	2 Qtrs
Repurchase of common stock	`PaymentsForRepurchaseOfCommonStock`	$25.00M	USD	2 Qtrs
Due from counterparties	`IncreaseDecreaseInMarginDepositsOutstanding`	$158.13M	USD	2 Qtrs
Due from counterparties	`IncreaseDecreaseInMarginDepositsOutstanding`	$1.25M	USD	2 Qtrs
Change in collateral held payable	`IncreaseDecreaseInSecuritiesLendingPayable`	$1.77M	USD	2 Qtrs
Change in collateral held payable	`IncreaseDecreaseInSecuritiesLendingPayable`	$660.00K	USD	2 Qtrs
Proceeds from repurchase agreements	`ProceedsFromOtherShortTermDebt`	$61.58B	USD	2 Qtrs
Proceeds from repurchase agreements	`ProceedsFromOtherShortTermDebt`	$63.15B	USD	2 Qtrs
Principal repayments of repurchase agreements	`RepaymentsOfOtherShortTermDebt`	$62.20B	USD	2 Qtrs
Principal repayments of repurchase agreements	`RepaymentsOfOtherShortTermDebt`	$61.94B	USD	2 Qtrs
Proceeds from secured loans	`ProceedsFromFederalHomeLoanBankBorrowings`	$125.00M	USD	2 Qtrs
Proceeds from secured loans	`ProceedsFromFederalHomeLoanBankBorrowings`	-	USD	2 Qtrs
Principal repayments of secured loans	`RepaymentsOfFederalHomeLoanBankBorrowings`	$125.00M	USD	2 Qtrs
Principal repayments of secured loans	`RepaymentsOfFederalHomeLoanBankBorrowings`	-	USD	2 Qtrs
Extinguishment of exchangeable senior notes	`RepaymentsOfSeniorDebt`	-	USD	2 Qtrs
Extinguishment of exchangeable senior notes	`RepaymentsOfSeniorDebt`	$185.39M	USD	2 Qtrs
Payments of deferred costs	`PaymentsOfFinancingCosts`	-	USD	2 Qtrs
Payments of deferred costs	`PaymentsOfFinancingCosts`	$136.00K	USD	2 Qtrs
Payments of dividends and distributions	`PaymentsOfOrdinaryDividends`	$102.65M	USD	2 Qtrs
Payments of dividends and distributions	`PaymentsOfOrdinaryDividends`	$101.85M	USD	2 Qtrs
Net cash provided by (used in) financing activities	`NetCashProvidedByUsedInFinancingActivities`	$667.49M	USD	2 Qtrs
Net cash provided by (used in) financing activities	`NetCashProvidedByUsedInFinancingActivities`	$-642.62M	USD	2 Qtrs
Net change in cash and cash equivalents	`CashAndCashEquivalentsPeriodIncreaseDecrease`	$90.89M	USD	2 Qtrs
Net change in cash and cash equivalents	`CashAndCashEquivalentsPeriodIncreaseDecrease`	$-97.72M	USD	2 Qtrs
Cash and cash equivalents, beginning of period	`CashAndCashEquivalentsAtCarryingValue`	$53.20M	USD	Point-in-time
Cash and cash equivalents, beginning of period	`CashAndCashEquivalentsAtCarryingValue`	$64.07M	USD	Point-in-time
Cash and cash equivalents, beginning of period	`CashAndCashEquivalentsAtCarryingValue`	$161.79M	USD	Point-in-time
Cash and cash equivalents, beginning of period	`CashAndCashEquivalentsAtCarryingValue`	$144.08M	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`	$64.07M	USD	Point-in-time
Cash and cash equivalents, end of period	`CashAndCashEquivalentsAtCarryingValue`	$161.79M	USD	Point-in-time
Cash and cash equivalents, end of period	`CashAndCashEquivalentsAtCarryingValue`	$144.08M	USD	Point-in-time
Interest paid	`InterestPaid`	$97.00M	USD	2 Qtrs
Interest paid	`InterestPaid`	$74.04M	USD	2 Qtrs
Net change in unrealized gain (loss) on mortgage-backed and credit risk transfer securities	`NetChangeInUnrealizedGainOnAvailableForSaleSecuritiesAndDerivatives`	$57.42M	USD	2 Qtrs
Net change in unrealized gain (loss) on mortgage-backed and credit risk transfer securities	`NetChangeInUnrealizedGainOnAvailableForSaleSecuritiesAndDerivatives`	$227.00M	USD	2 Qtrs
Dividends and distributions declared not paid	`DividendsPayableCurrentAndNoncurrent`	$50.93M	USD	Point-in-time
Dividends and distributions declared not paid	`DividendsPayableCurrentAndNoncurrent`	$50.92M	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`	$206.03M	USD	2 Qtrs
Net change in investment related payable (receivable)	`ReceivablePayableForAvailableForSaleSecuritiesSoldPurchasedNet`	$-163.49M	USD	2 Qtrs
Net change in repurchase agreements, not settled	`RepurchaseAgreementsNotSettled`	$4.08M	USD	2 Qtrs
Net change in repurchase agreements, not settled	`RepurchaseAgreementsNotSettled`	-	USD	2 Qtrs
Change in due from counterparties	`NetChangeInDueFromCounterparties`	$1.13M	USD	2 Qtrs
Change in due from counterparties	`NetChangeInDueFromCounterparties`	$86.45M	USD	2 Qtrs

Stockholders Equity 18 line items

Line Item	Tag	Value	Unit	Period
Balance at beginning of period	`StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest`	$2.27B	USD	Point-in-time
Balance at beginning of period	`StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest`	$2.36B	USD	Point-in-time
Net income	`ProfitLoss`	$-5.98M	USD	1 Quarter
Net income	`ProfitLoss`	$147.25M	USD	2 Qtrs
Net income	`ProfitLoss`	$53.22M	USD	1 Quarter
Net income	`ProfitLoss`	$-158.30M	USD	2 Qtrs
Other comprehensive income	`OtherComprehensiveIncomeLossNetOfTax`	$44.28M	USD	2 Qtrs
Other comprehensive income	`OtherComprehensiveIncomeLossNetOfTax`	$243.38M	USD	2 Qtrs
Other comprehensive income	`OtherComprehensiveIncomeLossNetOfTax`	$34.05M	USD	1 Quarter
Other comprehensive income	`OtherComprehensiveIncomeLossNetOfTax`	$119.59M	USD	1 Quarter
Common stock dividends	`DividendsCommonStockCash`	$89.29M	USD	2 Qtrs
Common unit dividends	`MinorityInterestDecreaseFromDistributionsToNoncontrollingInterestHolders`	$1.14M	USD	2 Qtrs
Preferred stock dividends	`DividendsPreferredStockCash`	$11.43M	USD	2 Qtrs
Amortization of equity-based compensation	`AdjustmentsToAdditionalPaidInCapitalSharebasedCompensationRequisiteServicePeriodRecognitionValue`	$236.00K	USD	2 Qtrs
Rebalancing of ownership percentage of non-controlling interest	`NoncontrollingInterestRebalancingofOwnershipInterest`	$1.00K	USD	2 Qtrs
Rebalancing of ownership percentage of non-controlling interest	`NoncontrollingInterestRebalancingofOwnershipInterest`	$1.00K	USD	1 Quarter
Balance at end of period	`StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest`	$2.27B	USD	Point-in-time
Balance at end of period	`StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest`	$2.36B	USD	Point-in-time

Comprehensive Income 40 line items

Line Item	Tag	Value	Unit	Period
Net income (loss)	`ProfitLoss`	$-5.98M	USD	1 Quarter
Net income (loss)	`ProfitLoss`	$147.25M	USD	2 Qtrs
Net income (loss)	`ProfitLoss`	$53.22M	USD	1 Quarter
Net income (loss)	`ProfitLoss`	$-158.30M	USD	2 Qtrs
Unrealized gain (loss) on mortgage-backed and credit risk transfer securities, net	`OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodNetOfTax`	$39.63M	USD	1 Quarter
Unrealized gain (loss) on mortgage-backed and credit risk transfer securities, net	`OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodNetOfTax`	$55.92M	USD	2 Qtrs
Unrealized gain (loss) on mortgage-backed and credit risk transfer securities, net	`OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodNetOfTax`	$238.58M	USD	2 Qtrs
Unrealized gain (loss) on mortgage-backed and credit risk transfer securities, net	`OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodNetOfTax`	$117.12M	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`	$-1.50M	USD	2 Qtrs
Reclassification of unrealized (gain) loss on sale of mortgage-backed and credit risk transfer securities to gain (loss) on investments, net	`OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIForSaleOfSecuritiesNetOfTax`	$1.04M	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`	$11.58M	USD	2 Qtrs
Reclassification of unrealized (gain) loss on sale of mortgage-backed and credit risk transfer securities to gain (loss) on investments, net	`OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIForSaleOfSecuritiesNetOfTax`	$-651.00K	USD	1 Quarter
Reclassification of amortization of net deferred (gain) loss on de-designated interest rate swaps to repurchase agreements interest expense	`OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIOnDerivativesNetOfTax`	$12.67M	USD	2 Qtrs
Reclassification of amortization of net deferred (gain) loss on de-designated interest rate swaps to repurchase agreements interest expense	`OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIOnDerivativesNetOfTax`	$-3.24M	USD	1 Quarter
Reclassification of amortization of net deferred (gain) loss on de-designated interest rate swaps to repurchase agreements interest expense	`OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIOnDerivativesNetOfTax`	$6.37M	USD	1 Quarter
Reclassification of amortization of net deferred (gain) loss on de-designated interest rate swaps to repurchase agreements interest expense	`OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIOnDerivativesNetOfTax`	$-16.16M	USD	2 Qtrs
Currency translation adjustments on investment in unconsolidated venture	`OtherComprehensiveIncomeLossForeignCurrencyTransactionAndTranslationAdjustmentNetOfTax`	$-476.00K	USD	2 Qtrs
Currency translation adjustments on investment in unconsolidated venture	`OtherComprehensiveIncomeLossForeignCurrencyTransactionAndTranslationAdjustmentNetOfTax`	$139.00K	USD	1 Quarter
Currency translation adjustments on investment in unconsolidated venture	`OtherComprehensiveIncomeLossForeignCurrencyTransactionAndTranslationAdjustmentNetOfTax`	$225.00K	USD	2 Qtrs
Currency translation adjustments on investment in unconsolidated venture	`OtherComprehensiveIncomeLossForeignCurrencyTransactionAndTranslationAdjustmentNetOfTax`	$274.00K	USD	1 Quarter
Total other comprehensive income (loss)	`OtherComprehensiveIncomeLossNetOfTax`	$44.28M	USD	2 Qtrs
Total other comprehensive income (loss)	`OtherComprehensiveIncomeLossNetOfTax`	$243.38M	USD	2 Qtrs
Total other comprehensive income (loss)	`OtherComprehensiveIncomeLossNetOfTax`	$34.05M	USD	1 Quarter
Total other comprehensive income (loss)	`OtherComprehensiveIncomeLossNetOfTax`	$119.59M	USD	1 Quarter
Comprehensive income (loss)	`ComprehensiveIncomeNetOfTaxIncludingPortionAttributableToNoncontrollingInterest`	$113.61M	USD	1 Quarter
Comprehensive income (loss)	`ComprehensiveIncomeNetOfTaxIncludingPortionAttributableToNoncontrollingInterest`	$87.27M	USD	1 Quarter
Comprehensive income (loss)	`ComprehensiveIncomeNetOfTaxIncludingPortionAttributableToNoncontrollingInterest`	$191.53M	USD	2 Qtrs
Comprehensive income (loss)	`ComprehensiveIncomeNetOfTaxIncludingPortionAttributableToNoncontrollingInterest`	$85.08M	USD	2 Qtrs
Less: Comprehensive (income) loss attributable to non-controlling interest	`ComprehensiveIncomeNetOfTaxAttributableToNoncontrollingInterest`	$1.44M	USD	1 Quarter
Less: Comprehensive (income) loss attributable to non-controlling interest	`ComprehensiveIncomeNetOfTaxAttributableToNoncontrollingInterest`	$1.09M	USD	2 Qtrs
Less: Comprehensive (income) loss attributable to non-controlling interest	`ComprehensiveIncomeNetOfTaxAttributableToNoncontrollingInterest`	$1.10M	USD	1 Quarter
Less: Comprehensive (income) loss attributable to non-controlling interest	`ComprehensiveIncomeNetOfTaxAttributableToNoncontrollingInterest`	$2.41M	USD	2 Qtrs
Less: Dividends to preferred stockholders	`PreferredStockDividendsIncomeStatementImpact`	$11.43M	USD	2 Qtrs
Less: Dividends to preferred stockholders	`PreferredStockDividendsIncomeStatementImpact`	$5.72M	USD	1 Quarter
Less: Dividends to preferred stockholders	`PreferredStockDividendsIncomeStatementImpact`	$5.72M	USD	1 Quarter
Less: Dividends to preferred stockholders	`PreferredStockDividendsIncomeStatementImpact`	$11.43M	USD	2 Qtrs
Comprehensive income (loss) attributable to common stockholders	`ComprehensiveIncomeNetOfTax`	$177.69M	USD	2 Qtrs
Comprehensive income (loss) attributable to common stockholders	`ComprehensiveIncomeNetOfTax`	$106.46M	USD	1 Quarter
Comprehensive income (loss) attributable to common stockholders	`ComprehensiveIncomeNetOfTax`	$80.46M	USD	1 Quarter
Comprehensive income (loss) attributable to common stockholders	`ComprehensiveIncomeNetOfTax`	$72.55M	USD	2 Qtrs

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