10-Q Filing

INVESCO MORTGAGE CAPITAL INC. CIK: 1437071 Q3 2019

Filing Information

Form Type	10-Q
Accession Number	`0001437071-19-000020`
Period End Date	20190930
Filing Date	20191107
Fiscal Year	2019
Fiscal Period	Q3
XBRL Instance	ivr2019093010-q_htm.xml

Filing Contents

This filing contains the following financial statements:

Balance Sheet 65 Income Statement 101 Cash Flow Statement 93 Stockholders Equity 32 Comprehensive Income 44

Balance Sheet 65 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 $21,866,617 and $17,082,825, respectively)	`MarketableSecurities`	$17.40B	USD	Point-in-time
Preferred Stock - shares authorized	`PreferredStockSharesAuthorized`	50.00M	shares	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 $21,866,617 and $17,082,825, respectively)	`MarketableSecurities`	$23.60B	USD	Point-in-time
Cash and cash equivalents	`CashAndCashEquivalentsAtCarryingValue`	$125.89M	USD	Point-in-time
Cash and cash equivalents	`CashAndCashEquivalentsAtCarryingValue`	$135.62M	USD	Point-in-time
Restricted cash	`RestrictedCash`	-	USD	Point-in-time
Restricted cash	`RestrictedCash`	$80.09M	USD	Point-in-time
Due from counterparties	`DuefromCounterparties`	$13.50M	USD	Point-in-time
Due from counterparties	`DuefromCounterparties`	$10.28M	USD	Point-in-time
Investment related receivable	`NotesReceivableNet`	$72.96M	USD	Point-in-time
Investment related receivable	`NotesReceivableNet`	$66.60M	USD	Point-in-time
Derivative assets, at fair value	`DerivativeAssets`	$4.13M	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`	$15.09M	USD	Point-in-time
Common Stock - par value (in usd per share)	`CommonStockParOrStatedValuePerShare`	$0.01	USD	Point-in-time
Other assets	`OtherAssets`	$186.06M	USD	Point-in-time
Common Stock - shares authorized	`CommonStockSharesAuthorized`	450.00M	shares	Point-in-time
Other assets	`OtherAssets`	$168.48M	USD	Point-in-time
Common Stock - shares authorized	`CommonStockSharesAuthorized`	450.00M	shares	Point-in-time
Total assets	`Assets`	$24.06B	USD	Point-in-time
Total assets	`Assets`	$17.81B	USD	Point-in-time
Common Stock - shares issued	`CommonStockSharesIssued`	111.58M	shares	Point-in-time
Common Stock - shares issued	`CommonStockSharesIssued`	142.80M	shares	Point-in-time
Common Stock - shares outstanding	`CommonStockSharesOutstanding`	142.80M	shares	Point-in-time
Common Stock - shares outstanding	`CommonStockSharesOutstanding`	111.58M	shares	Point-in-time
MBS and GSE CRT pledged as collateral	`MarketableSecuritiesPledgedAsCollateral`	$21.87B	USD	Point-in-time
MBS and GSE CRT pledged as collateral	`MarketableSecuritiesPledgedAsCollateral`	$17.08B	USD	Point-in-time
Repurchase agreements	`SecuritiesSoldUnderAgreementsToRepurchase`	$18.07B	USD	Point-in-time
Repurchase agreements	`SecuritiesSoldUnderAgreementsToRepurchase`	$13.60B	USD	Point-in-time
Secured loans	`AdvancesFromFederalHomeLoanBanks`	$1.65B	USD	Point-in-time
Secured loans	`AdvancesFromFederalHomeLoanBanks`	$1.65B	USD	Point-in-time
Derivative liabilities, at fair value	`DerivativeLiabilities`	$23.39M	USD	Point-in-time
Derivative liabilities, at fair value	`DerivativeLiabilities`	$46.38M	USD	Point-in-time
Dividends and distributions payable	`DividendsPayableCurrentAndNoncurrent`	$66.97M	USD	Point-in-time
Dividends and distributions payable	`DividendsPayableCurrentAndNoncurrent`	$50.20M	USD	Point-in-time
Dividends and distributions payable	`DividendsPayableCurrentAndNoncurrent`	$49.58M	USD	Point-in-time
Investment related payable	`InvestmentRelatedLiabilities`	$1.27B	USD	Point-in-time
Investment related payable	`InvestmentRelatedLiabilities`	$132.10M	USD	Point-in-time
Accrued interest payable	`InterestPayableCurrentAndNoncurrent`	$29.83M	USD	Point-in-time
Accrued interest payable	`InterestPayableCurrentAndNoncurrent`	$37.62M	USD	Point-in-time
Collateral held payable	`CollateralizedFinancings`	$18.08M	USD	Point-in-time
Collateral held payable	`CollateralizedFinancings`	$1.10M	USD	Point-in-time
Accounts payable and accrued expenses	`AccountsPayableAndAccruedLiabilitiesCurrentAndNoncurrent`	$1.69M	USD	Point-in-time
Accounts payable and accrued expenses	`AccountsPayableAndAccruedLiabilitiesCurrentAndNoncurrent`	$2.48M	USD	Point-in-time
Due to affiliate	`DueToAffiliateCurrentAndNoncurrent`	$11.86M	USD	Point-in-time
Due to affiliate	`DueToAffiliateCurrentAndNoncurrent`	$9.78M	USD	Point-in-time
Total liabilities	`Liabilities`	$15.53B	USD	Point-in-time
Total liabilities	`Liabilities`	$21.15B	USD	Point-in-time
Commitments and contingencies	`CommitmentsAndContingencies`	-	USD	Point-in-time
Commitments and contingencies	`CommitmentsAndContingencies`	-	USD	Point-in-time
Common Stock, par value $0.01 per share; 450,000,000 shares authorized; 142,802,293 and 111,584,996 shares issued and outstanding, respectively	`CommonStockValue`	$1.43M	USD	Point-in-time
Common Stock, par value $0.01 per share; 450,000,000 shares authorized; 142,802,293 and 111,584,996 shares issued and outstanding, respectively	`CommonStockValue`	$1.11M	USD	Point-in-time
Additional paid in capital	`AdditionalPaidInCapitalCommonStock`	$2.87B	USD	Point-in-time
Additional paid in capital	`AdditionalPaidInCapitalCommonStock`	$2.38B	USD	Point-in-time
Accumulated other comprehensive income	`AccumulatedOtherComprehensiveIncomeLossNetOfTax`	$220.81M	USD	Point-in-time
Accumulated other comprehensive income	`AccumulatedOtherComprehensiveIncomeLossNetOfTax`	$325.85M	USD	Point-in-time
Retained earnings (distributions in excess of earnings)	`RetainedEarningsAccumulatedDeficit`	$-849.22M	USD	Point-in-time
Retained earnings (distributions in excess of earnings)	`RetainedEarningsAccumulatedDeficit`	$-882.09M	USD	Point-in-time
Total stockholders equity	`StockholdersEquity`	$2.29B	USD	Point-in-time
Total stockholders equity	`StockholdersEquity`	$2.91B	USD	Point-in-time
Total liabilities and stockholders' equity	`LiabilitiesAndStockholdersEquity`	$17.81B	USD	Point-in-time
Total liabilities and stockholders' equity	`LiabilitiesAndStockholdersEquity`	$24.06B	USD	Point-in-time

Income Statement 101 line items

Line Item	Tag	Value	Unit	Period
Mortgage-backed and credit risk transfer securities	`InterestAndDividendIncomeSecuritiesAvailableForSale`	$194.94M	USD	1 Quarter
Mortgage-backed and credit risk transfer securities	`InterestAndDividendIncomeSecuritiesAvailableForSale`	$456.97M	USD	3 Qtrs
Mortgage-backed and credit risk transfer securities	`InterestAndDividendIncomeSecuritiesAvailableForSale`	$160.42M	USD	1 Quarter
Mortgage-backed and credit risk transfer securities	`InterestAndDividendIncomeSecuritiesAvailableForSale`	$581.17M	USD	3 Qtrs
Commercial and other loans	`InterestAndFeeIncomeLoansCommercial`	$9.95M	USD	3 Qtrs
Commercial and other loans	`InterestAndFeeIncomeLoansCommercial`	$1.67M	USD	1 Quarter
Commercial and other loans	`InterestAndFeeIncomeLoansCommercial`	$4.42M	USD	3 Qtrs
Commercial and other loans	`InterestAndFeeIncomeLoansCommercial`	$1.35M	USD	1 Quarter
Total interest income	`InterestIncomeOperating`	$466.91M	USD	3 Qtrs
Total interest income	`InterestIncomeOperating`	$585.59M	USD	3 Qtrs
Total interest income	`InterestIncomeOperating`	$196.29M	USD	1 Quarter
Total interest income	`InterestIncomeOperating`	$162.09M	USD	1 Quarter
Repurchase agreements	`RepurchaseAgreementsInterestExpenseAmount`	$210.74M	USD	3 Qtrs
Repurchase agreements	`RepurchaseAgreementsInterestExpenseAmount`	$112.85M	USD	1 Quarter
Repurchase agreements	`RepurchaseAgreementsInterestExpenseAmount`	$332.70M	USD	3 Qtrs
Repurchase agreements	`RepurchaseAgreementsInterestExpenseAmount`	$81.76M	USD	1 Quarter
Secured loans	`InterestExpenseFederalHomeLoanBankAndFederalReserveBankAdvancesShortTerm`	$9.49M	USD	1 Quarter
Secured loans	`InterestExpenseFederalHomeLoanBankAndFederalReserveBankAdvancesShortTerm`	$10.41M	USD	1 Quarter
Secured loans	`InterestExpenseFederalHomeLoanBankAndFederalReserveBankAdvancesShortTerm`	$32.81M	USD	3 Qtrs
Secured loans	`InterestExpenseFederalHomeLoanBankAndFederalReserveBankAdvancesShortTerm`	$24.89M	USD	3 Qtrs
Exchangeable senior notes	`InterestExpenseDebt`	-	USD	1 Quarter
Exchangeable senior notes	`InterestExpenseDebt`	$1.62M	USD	3 Qtrs
Exchangeable senior notes	`InterestExpenseDebt`	-	USD	3 Qtrs
Total interest expense	`InterestExpense`	$237.25M	USD	3 Qtrs
Total interest expense	`InterestExpense`	$123.26M	USD	1 Quarter
Total interest expense	`InterestExpense`	$91.25M	USD	1 Quarter
Total interest expense	`InterestExpense`	$365.52M	USD	3 Qtrs
Net interest income	`InterestIncomeExpenseNet`	$229.67M	USD	3 Qtrs
Net interest income	`InterestIncomeExpenseNet`	$70.83M	USD	1 Quarter
Net interest income	`InterestIncomeExpenseNet`	$220.07M	USD	3 Qtrs
Net interest income	`InterestIncomeExpenseNet`	$73.03M	USD	1 Quarter
Gain (loss) on investments, net	`GainLossOnInvestments`	$772.98M	USD	3 Qtrs
Gain (loss) on investments, net	`GainLossOnInvestments`	$202.41M	USD	1 Quarter
Gain (loss) on investments, net	`GainLossOnInvestments`	$-404.66M	USD	3 Qtrs
Gain (loss) on investments, net	`GainLossOnInvestments`	$-207.91M	USD	1 Quarter
Equity in earnings (losses) of unconsolidated ventures	`IncomeLossFromEquityMethodInvestments`	$2.78M	USD	3 Qtrs
Equity in earnings (losses) of unconsolidated ventures	`IncomeLossFromEquityMethodInvestments`	$1.80M	USD	3 Qtrs
Equity in earnings (losses) of unconsolidated ventures	`IncomeLossFromEquityMethodInvestments`	$1.08M	USD	1 Quarter
Equity in earnings (losses) of unconsolidated ventures	`IncomeLossFromEquityMethodInvestments`	$403.00K	USD	1 Quarter
Gain (loss) on derivative instruments, net	`DerivativeGainLossOnDerivativeNet`	$288.21M	USD	3 Qtrs
Gain (loss) on derivative instruments, net	`DerivativeGainLossOnDerivativeNet`	$87.67M	USD	1 Quarter
Gain (loss) on derivative instruments, net	`DerivativeGainLossOnDerivativeNet`	$-723.44M	USD	3 Qtrs
Gain (loss) on derivative instruments, net	`DerivativeGainLossOnDerivativeNet`	$-177.24M	USD	1 Quarter
Realized and unrealized credit derivative income (loss), net	`RealizedandUnrealizedCreditDerivativeIncomeLossNet`	$8.88M	USD	3 Qtrs
Realized and unrealized credit derivative income (loss), net	`RealizedandUnrealizedCreditDerivativeIncomeLossNet`	$4.97M	USD	1 Quarter
Realized and unrealized credit derivative income (loss), net	`RealizedandUnrealizedCreditDerivativeIncomeLossNet`	$1.00K	USD	1 Quarter
Realized and unrealized credit derivative income (loss), net	`RealizedandUnrealizedCreditDerivativeIncomeLossNet`	$5.45M	USD	3 Qtrs
Net loss on extinguishment of debt	`GainsLossesOnExtinguishmentOfDebt`	-	USD	3 Qtrs
Net loss on extinguishment of debt	`GainsLossesOnExtinguishmentOfDebt`	-	USD	1 Quarter
Net loss on extinguishment of debt	`GainsLossesOnExtinguishmentOfDebt`	$-26.00K	USD	3 Qtrs
Net loss on extinguishment of debt	`GainsLossesOnExtinguishmentOfDebt`	-	USD	1 Quarter
Other investment income (loss), net	`OtherInvestmentIncomeLossNet`	$1.07M	USD	1 Quarter
Other investment income (loss), net	`OtherInvestmentIncomeLossNet`	$3.04M	USD	3 Qtrs
Other investment income (loss), net	`OtherInvestmentIncomeLossNet`	$2.01M	USD	3 Qtrs
Other investment income (loss), net	`OtherInvestmentIncomeLossNet`	$1.00M	USD	1 Quarter
Total other income (loss)	`OtherIncomeLoss`	$26.58M	USD	1 Quarter
Total other income (loss)	`OtherIncomeLoss`	$59.83M	USD	3 Qtrs
Total other income (loss)	`OtherIncomeLoss`	$-102.81M	USD	3 Qtrs
Total other income (loss)	`OtherIncomeLoss`	$-113.11M	USD	1 Quarter
Management fee related party	`RelatedPartyTransactionExpensesFromTransactionsWithRelatedParty`	$8.74M	USD	1 Quarter
Management fee related party	`RelatedPartyTransactionExpensesFromTransactionsWithRelatedParty`	$10.11M	USD	1 Quarter
Management fee related party	`RelatedPartyTransactionExpensesFromTransactionsWithRelatedParty`	$30.43M	USD	3 Qtrs
Management fee related party	`RelatedPartyTransactionExpensesFromTransactionsWithRelatedParty`	$27.64M	USD	3 Qtrs
General and administrative	`GeneralAndAdministrativeExpense`	$6.12M	USD	3 Qtrs
General and administrative	`GeneralAndAdministrativeExpense`	$1.86M	USD	1 Quarter
General and administrative	`GeneralAndAdministrativeExpense`	$1.67M	USD	1 Quarter
General and administrative	`GeneralAndAdministrativeExpense`	$4.95M	USD	3 Qtrs
Total expenses	`OperatingExpenses`	$10.60M	USD	1 Quarter
Total expenses	`OperatingExpenses`	$11.78M	USD	1 Quarter
Total expenses	`OperatingExpenses`	$35.38M	USD	3 Qtrs
Total expenses	`OperatingExpenses`	$33.76M	USD	3 Qtrs
Net income (loss)	`ProfitLoss`	$91.47M	USD	3 Qtrs
Net income (loss)	`ProfitLoss`	$89.00M	USD	1 Quarter
Net income (loss)	`ProfitLoss`	$92.28M	USD	1 Quarter
Net income (loss)	`ProfitLoss`	$-54.05M	USD	1 Quarter
Net income (loss)	`ProfitLoss`	$53.25M	USD	1 Quarter
Net income (loss)	`ProfitLoss`	$246.13M	USD	3 Qtrs
Net income (loss) attributable to non-controlling interest	`NetIncomeLossAttributableToNoncontrollingInterest`	$-681.00K	USD	1 Quarter
Net income (loss) attributable to non-controlling interest	`NetIncomeLossAttributableToNoncontrollingInterest`	-	USD	1 Quarter
Net income (loss) attributable to non-controlling interest	`NetIncomeLossAttributableToNoncontrollingInterest`	$1.15M	USD	3 Qtrs
Net income (loss) attributable to non-controlling interest	`NetIncomeLossAttributableToNoncontrollingInterest`	-	USD	3 Qtrs
Net income (loss) attributable to Invesco Mortgage Capital Inc.	`NetIncomeLoss`	$90.32M	USD	3 Qtrs
Net income (loss) attributable to Invesco Mortgage Capital Inc.	`NetIncomeLoss`	$-53.37M	USD	1 Quarter
Net income (loss) attributable to Invesco Mortgage Capital Inc.	`NetIncomeLoss`	$89.00M	USD	1 Quarter
Net income (loss) attributable to Invesco Mortgage Capital Inc.	`NetIncomeLoss`	$246.13M	USD	3 Qtrs
Dividends to preferred stockholders	`PreferredStockDividendsIncomeStatementImpact`	$33.32M	USD	3 Qtrs
Dividends to preferred stockholders	`PreferredStockDividendsIncomeStatementImpact`	$33.32M	USD	3 Qtrs
Dividends to preferred stockholders	`PreferredStockDividendsIncomeStatementImpact`	$11.11M	USD	1 Quarter
Dividends to preferred stockholders	`PreferredStockDividendsIncomeStatementImpact`	$11.11M	USD	1 Quarter
Net income (loss) attributable to common stockholders	`NetIncomeLossAvailableToCommonStockholdersBasic`	$-64.48M	USD	1 Quarter
Net income (loss) attributable to common stockholders	`NetIncomeLossAvailableToCommonStockholdersBasic`	$77.90M	USD	1 Quarter
Net income (loss) attributable to common stockholders	`NetIncomeLossAvailableToCommonStockholdersBasic`	$57.00M	USD	3 Qtrs
Net income (loss) attributable to common stockholders	`NetIncomeLossAvailableToCommonStockholdersBasic`	$212.81M	USD	3 Qtrs
Net income (loss) attributable to common shareholders (basic) (usd per share)	`EarningsPerShareBasic`	$0.51	USD	3 Qtrs
Net income (loss) attributable to common shareholders (basic) (usd per share)	`EarningsPerShareBasic`	$0.57	USD	1 Quarter
Net income (loss) attributable to common shareholders (basic) (usd per share)	`EarningsPerShareBasic`	$-0.58	USD	1 Quarter
Net income (loss) attributable to common shareholders (basic) (usd per share)	`EarningsPerShareBasic`	$1.66	USD	3 Qtrs
Net income (loss) attributable to common shareholders (diluted) (usd per share)	`EarningsPerShareDiluted`	$1.65	USD	3 Qtrs
Net income (loss) attributable to common shareholders (diluted) (usd per share)	`EarningsPerShareDiluted`	$-0.58	USD	1 Quarter
Net income (loss) attributable to common shareholders (diluted) (usd per share)	`EarningsPerShareDiluted`	$0.51	USD	3 Qtrs
Net income (loss) attributable to common shareholders (diluted) (usd per share)	`EarningsPerShareDiluted`	$0.57	USD	1 Quarter

Cash Flow Statement 93 line items

Line Item	Tag	Value	Unit	Period
Net income	`ProfitLoss`	$91.47M	USD	3 Qtrs
Net income	`ProfitLoss`	$89.00M	USD	1 Quarter
Net income	`ProfitLoss`	$92.28M	USD	1 Quarter
Net income	`ProfitLoss`	$-54.05M	USD	1 Quarter
Net income	`ProfitLoss`	$53.25M	USD	1 Quarter
Net income	`ProfitLoss`	$246.13M	USD	3 Qtrs
Amortization of mortgage-backed and credit risk transfer securities premiums and (discounts), net	`AmortizationOfMortgageBackedAndCreditRiskTransferSecuritiesPremiumsDiscountsNet`	$-28.47M	USD	3 Qtrs
Amortization of mortgage-backed and credit risk transfer securities premiums and (discounts), net	`AmortizationOfMortgageBackedAndCreditRiskTransferSecuritiesPremiumsDiscountsNet`	$-37.26M	USD	3 Qtrs
Realized and unrealized (gain) loss on derivative instruments, net	`RealizedAndUnrealizedGainLossOnDerivativeInstrumentsNet`	$-747.19M	USD	3 Qtrs
Realized and unrealized (gain) loss on derivative instruments, net	`RealizedAndUnrealizedGainLossOnDerivativeInstrumentsNet`	$307.59M	USD	3 Qtrs
Realized and unrealized (gain) loss on credit derivatives, net	`RealizedAndUnrealizedGainLossOnCreditDerivativesNet`	$-10.40M	USD	3 Qtrs
Realized and unrealized (gain) loss on credit derivatives, net	`RealizedAndUnrealizedGainLossOnCreditDerivativesNet`	$-8.03M	USD	3 Qtrs
(Gain) loss on investments, net	`GainLossOnInvestments`	$772.98M	USD	3 Qtrs
(Gain) loss on investments, net	`GainLossOnInvestments`	$202.41M	USD	1 Quarter
(Gain) loss on investments, net	`GainLossOnInvestments`	$-404.66M	USD	3 Qtrs
(Gain) loss on investments, net	`GainLossOnInvestments`	$-207.91M	USD	1 Quarter
(Gain) loss from investments in unconsolidated ventures in excess of distributions received	`IncomeLossFromInvestmentsInUnconsolidatedVenturesInExcessOfDistributionsReceived`	$-320.00K	USD	3 Qtrs
(Gain) loss from investments in unconsolidated ventures in excess of distributions received	`IncomeLossFromInvestmentsInUnconsolidatedVenturesInExcessOfDistributionsReceived`	$1.80M	USD	3 Qtrs
Other amortization	`OtherAmortization`	$17.36M	USD	3 Qtrs
Other amortization	`OtherAmortization`	$19.33M	USD	3 Qtrs
Net loss on extinguishment of debt	`GainsLossesOnExtinguishmentOfDebt`	-	USD	3 Qtrs
Net loss on extinguishment of debt	`GainsLossesOnExtinguishmentOfDebt`	-	USD	1 Quarter
Net loss on extinguishment of debt	`GainsLossesOnExtinguishmentOfDebt`	$-26.00K	USD	3 Qtrs
Net loss on extinguishment of debt	`GainsLossesOnExtinguishmentOfDebt`	-	USD	1 Quarter
(Gain) loss on foreign currency transactions, net	`ForeignCurrencyTransactionGainLossBeforeTax`	-	USD	3 Qtrs
(Gain) loss on foreign currency transactions, net	`ForeignCurrencyTransactionGainLossBeforeTax`	$-1.04M	USD	3 Qtrs
(Increase) decrease in operating assets	`IncreaseDecreaseInOperatingAssets`	$13.58M	USD	3 Qtrs
(Increase) decrease in operating assets	`IncreaseDecreaseInOperatingAssets`	$1.14M	USD	3 Qtrs
Increase (decrease) in operating liabilities	`IncreaseDecreaseInOperatingLiabilities`	$6.97M	USD	3 Qtrs
Increase (decrease) in operating liabilities	`IncreaseDecreaseInOperatingLiabilities`	$-8.59M	USD	3 Qtrs
Net cash provided by operating activities	`NetCashProvidedByUsedInOperatingActivities`	$221.72M	USD	3 Qtrs
Net cash provided by operating activities	`NetCashProvidedByUsedInOperatingActivities`	$217.89M	USD	3 Qtrs
Purchase of mortgage-backed and credit risk transfer securities	`PaymentsToAcquireMarketableSecurities`	$5.00B	USD	3 Qtrs
Purchase of mortgage-backed and credit risk transfer securities	`PaymentsToAcquireMarketableSecurities`	$7.98B	USD	3 Qtrs
(Contributions to) distributions from investments in unconsolidated ventures, net	`ContributionsDistributionsInEquityMethodInvestee`	$-2.20M	USD	3 Qtrs
(Contributions to) distributions from investments in unconsolidated ventures, net	`ContributionsDistributionsInEquityMethodInvestee`	$-1.11M	USD	3 Qtrs
Change in other assets	`PaymentsForProceedsFromOtherInvestingActivities`	$-9.87M	USD	3 Qtrs
Change in other assets	`PaymentsForProceedsFromOtherInvestingActivities`	$41.09M	USD	3 Qtrs
Principal payments from mortgage-backed and credit risk transfer securities	`ProceedsfromMaturitiesPrepaymentsandCallsofMarketableSecurities`	$1.60B	USD	3 Qtrs
Principal payments from mortgage-backed and credit risk transfer securities	`ProceedsfromMaturitiesPrepaymentsandCallsofMarketableSecurities`	$1.39B	USD	3 Qtrs
Proceeds from sale of mortgage-backed and credit risk transfer securities	`ProceedsFromSaleAndMaturityOfMarketableSecurities`	$2.39B	USD	3 Qtrs
Proceeds from sale of mortgage-backed and credit risk transfer securities	`ProceedsFromSaleAndMaturityOfMarketableSecurities`	$2.84B	USD	3 Qtrs
Settlement (termination) of futures, currency forwards and interest rate swaps, net	`ProceedsFromPaymentsForSettlementOrTerminationOfForwardsSwapsFuturesAndTBAsNet`	$-713.23M	USD	3 Qtrs
Settlement (termination) of futures, currency forwards and interest rate swaps, net	`ProceedsFromPaymentsForSettlementOrTerminationOfForwardsSwapsFuturesAndTBAsNet`	$249.49M	USD	3 Qtrs
Net change in due from counterparties and collateral held payable on derivative instruments	`NetChangeInDueFromCounterpartiesAndCollateralHeldPayableInvestingActivities`	$13.98M	USD	3 Qtrs
Net change in due from counterparties and collateral held payable on derivative instruments	`NetChangeInDueFromCounterpartiesAndCollateralHeldPayableInvestingActivities`	$-8.91M	USD	3 Qtrs
Principal payments from commercial loans held-for-investment	`ProceedsfromPrincipalRepaymentsonCommercialLoans`	$160.81M	USD	3 Qtrs
Principal payments from commercial loans held-for-investment	`ProceedsfromPrincipalRepaymentsonCommercialLoans`	$7.39M	USD	3 Qtrs
Origination and advances of commercial loans, net of origination fees	`PaymentsforOriginationofLoansNetofOriginationFees`	$1.68M	USD	3 Qtrs
Origination and advances of commercial loans, net of origination fees	`PaymentsforOriginationofLoansNetofOriginationFees`	-	USD	3 Qtrs
Net cash used in investing activities	`NetCashProvidedByUsedInInvestingActivities`	$-4.90B	USD	3 Qtrs
Net cash used in investing activities	`NetCashProvidedByUsedInInvestingActivities`	$-180.73M	USD	3 Qtrs
Proceeds from issuance of common stock	`ProceedsFromIssuanceOfCommonStock`	$486.51M	USD	3 Qtrs
Proceeds from issuance of common stock	`ProceedsFromIssuanceOfCommonStock`	-	USD	3 Qtrs
Proceeds from repurchase agreements	`ProceedsFromOtherShortTermDebt`	$94.97B	USD	3 Qtrs
Proceeds from repurchase agreements	`ProceedsFromOtherShortTermDebt`	$108.34B	USD	3 Qtrs
Principal repayments of repurchase agreements	`RepaymentsOfOtherShortTermDebt`	$108.04B	USD	3 Qtrs
Principal repayments of repurchase agreements	`RepaymentsOfOtherShortTermDebt`	$90.50B	USD	3 Qtrs
Net change in due from counterparties and collateral held payable on repurchase agreements	`NetChangeInDueFromCounterpartiesAndCollateralHeldPayableOnRepurchaseAgreementsFinancingActivities`	-	USD	3 Qtrs
Net change in due from counterparties and collateral held payable on repurchase agreements	`NetChangeInDueFromCounterpartiesAndCollateralHeldPayableOnRepurchaseAgreementsFinancingActivities`	$3.61M	USD	3 Qtrs
Extinguishment of exchangeable senior notes	`RepaymentsOfSeniorDebt`	-	USD	3 Qtrs
Extinguishment of exchangeable senior notes	`RepaymentsOfSeniorDebt`	$143.43M	USD	3 Qtrs
Payments of deferred costs	`PaymentsOfFinancingCosts`	$167.00K	USD	3 Qtrs
Payments of deferred costs	`PaymentsOfFinancingCosts`	$176.00K	USD	3 Qtrs
Payments of dividends and distributions	`PaymentsOfOrdinaryDividends`	$195.87M	USD	3 Qtrs
Payments of dividends and distributions	`PaymentsOfOrdinaryDividends`	$175.78M	USD	3 Qtrs
Net cash provided by (used in) financing activities	`NetCashProvidedByUsedInFinancingActivities`	$4.76B	USD	3 Qtrs
Net cash provided by (used in) financing activities	`NetCashProvidedByUsedInFinancingActivities`	$-21.47M	USD	3 Qtrs
Net change in cash, cash equivalents and restricted cash	`CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalentsPeriodIncreaseDecreaseIncludingExchangeRateEffect`	$70.36M	USD	3 Qtrs
Net change in cash, cash equivalents and restricted cash	`CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalentsPeriodIncreaseDecreaseIncludingExchangeRateEffect`	$19.52M	USD	3 Qtrs
Cash, cash equivalents and restricted cash, beginning of period	`CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalents`	$135.62M	USD	Point-in-time
Cash, cash equivalents and restricted cash, beginning of period	`CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalents`	$108.52M	USD	Point-in-time
Cash, cash equivalents and restricted cash, beginning of period	`CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalents`	$205.97M	USD	Point-in-time
Cash, cash equivalents and restricted cash, beginning of period	`CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalents`	$89.00M	USD	Point-in-time
Cash, cash equivalents and restricted cash, end of period	`CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalents`	$135.62M	USD	Point-in-time
Cash, cash equivalents and restricted cash, end of period	`CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalents`	$108.52M	USD	Point-in-time
Cash, cash equivalents and restricted cash, end of period	`CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalents`	$205.97M	USD	Point-in-time
Cash, cash equivalents and restricted cash, end of period	`CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalents`	$89.00M	USD	Point-in-time
Interest paid	`InterestPaidNet`	$391.15M	USD	3 Qtrs
Interest paid	`InterestPaidNet`	$248.82M	USD	3 Qtrs
Net change in unrealized gain (loss) on mortgage-backed and credit risk transfer securities	`NetChangeInUnrealizedGainLossOnMortgageBackedAndCreditriskTransferSecurities`	$123.09M	USD	3 Qtrs
Net change in unrealized gain (loss) on mortgage-backed and credit risk transfer securities	`NetChangeInUnrealizedGainLossOnMortgageBackedAndCreditriskTransferSecurities`	$-67.39M	USD	3 Qtrs
Dividends and distributions declared not paid	`DividendsPayableCurrentAndNoncurrent`	$66.97M	USD	Point-in-time
Dividends and distributions declared not paid	`DividendsPayableCurrentAndNoncurrent`	$50.20M	USD	Point-in-time
Dividends and distributions declared not paid	`DividendsPayableCurrentAndNoncurrent`	$49.58M	USD	Point-in-time
Increase in unsettled to-be-announced (TBA) securities and related payable	`IncreasedecreaseInUnsettledTBASecuritiesRelatedPayable`	-	USD	3 Qtrs
Increase in unsettled to-be-announced (TBA) securities and related payable	`IncreasedecreaseInUnsettledTBASecuritiesRelatedPayable`	$1.12B	USD	3 Qtrs
Net change in investment related receivable (payable) excluding TBA securities	`NetChangeInInvestmentRelatedReceivablePayableExcludingTBASecurities`	$-19.60M	USD	3 Qtrs
Net change in investment related receivable (payable) excluding TBA securities	`NetChangeInInvestmentRelatedReceivablePayableExcludingTBASecurities`	$-100.06M	USD	3 Qtrs
Offering costs not paid	`OfferingCostsNotPaid`	$-468.00K	USD	3 Qtrs
Offering costs not paid	`OfferingCostsNotPaid`	-	USD	3 Qtrs
Net change in repurchase agreements, not settled	`NetChangeInRepurchaseAgreementsNotSettled`	-	USD	3 Qtrs
Net change in repurchase agreements, not settled	`NetChangeInRepurchaseAgreementsNotSettled`	$-189.00K	USD	3 Qtrs

Stockholders Equity 32 line items

Line Item	Tag	Value	Unit	Period
Balance at beginning of period	`StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest`	$2.51B	USD	Point-in-time
Balance at beginning of period	`StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest`	$2.66B	USD	Point-in-time
Balance at beginning of period	`StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest`	$2.52B	USD	Point-in-time
Balance at beginning of period	`StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest`	$2.49B	USD	Point-in-time
Net income (loss)	`ProfitLoss`	$91.47M	USD	3 Qtrs
Net income (loss)	`ProfitLoss`	$89.00M	USD	1 Quarter
Net income (loss)	`ProfitLoss`	$92.28M	USD	1 Quarter
Net income (loss)	`ProfitLoss`	$-54.05M	USD	1 Quarter
Net income (loss)	`ProfitLoss`	$53.25M	USD	1 Quarter
Net income (loss)	`ProfitLoss`	$246.13M	USD	3 Qtrs
Other comprehensive income (loss)	`OtherComprehensiveIncomeLossNetOfTax`	$86.18M	USD	1 Quarter
Other comprehensive income (loss)	`OtherComprehensiveIncomeLossNetOfTax`	$-44.45M	USD	1 Quarter
Other comprehensive income (loss)	`OtherComprehensiveIncomeLossNetOfTax`	$105.04M	USD	3 Qtrs
Other comprehensive income (loss)	`OtherComprehensiveIncomeLossNetOfTax`	$-87.58M	USD	3 Qtrs
Other comprehensive income (loss)	`OtherComprehensiveIncomeLossNetOfTax`	$-129.31M	USD	1 Quarter
Other comprehensive income (loss)	`OtherComprehensiveIncomeLossNetOfTax`	$7.84M	USD	1 Quarter
Common stock dividends	`DividendsCommonStockCash`	$46.90M	USD	1 Quarter
Common stock dividends	`DividendsCommonStockCash`	$46.89M	USD	1 Quarter
Common stock dividends	`DividendsCommonStockCash`	$46.89M	USD	1 Quarter
Common unit dividends	`MinorityInterestDecreaseFromDistributionsToNoncontrollingInterestHolders`	$599.00K	USD	1 Quarter
Common unit dividends	`MinorityInterestDecreaseFromDistributionsToNoncontrollingInterestHolders`	$598.00K	USD	1 Quarter
Common unit dividends	`MinorityInterestDecreaseFromDistributionsToNoncontrollingInterestHolders`	$599.00K	USD	1 Quarter
Preferred stock dividends	`DividendsPreferredStockCash`	$11.11M	USD	1 Quarter
Preferred stock dividends	`DividendsPreferredStockCash`	$11.11M	USD	1 Quarter
Preferred stock dividends	`DividendsPreferredStockCash`	$11.11M	USD	1 Quarter
Amortization of equity-based compensation	`AdjustmentsToAdditionalPaidInCapitalSharebasedCompensationRequisiteServicePeriodRecognitionValue`	$136.00K	USD	1 Quarter
Amortization of equity-based compensation	`AdjustmentsToAdditionalPaidInCapitalSharebasedCompensationRequisiteServicePeriodRecognitionValue`	$177.00K	USD	1 Quarter
Amortization of equity-based compensation	`AdjustmentsToAdditionalPaidInCapitalSharebasedCompensationRequisiteServicePeriodRecognitionValue`	$129.00K	USD	1 Quarter
Balance at end of period	`StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest`	$2.51B	USD	Point-in-time
Balance at end of period	`StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest`	$2.66B	USD	Point-in-time
Balance at end of period	`StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest`	$2.52B	USD	Point-in-time
Balance at end of period	`StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest`	$2.49B	USD	Point-in-time

Comprehensive Income 44 line items

Line Item	Tag	Value	Unit	Period
Net income (loss)	`ProfitLoss`	$91.47M	USD	3 Qtrs
Net income (loss)	`ProfitLoss`	$89.00M	USD	1 Quarter
Net income (loss)	`ProfitLoss`	$92.28M	USD	1 Quarter
Net income (loss)	`ProfitLoss`	$-54.05M	USD	1 Quarter
Net income (loss)	`ProfitLoss`	$53.25M	USD	1 Quarter
Net income (loss)	`ProfitLoss`	$246.13M	USD	3 Qtrs
Unrealized gain (loss) on mortgage-backed and credit risk transfer securities, net	`OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodNetOfTax`	$14.48M	USD	1 Quarter
Unrealized gain (loss) on mortgage-backed and credit risk transfer securities, net	`OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodNetOfTax`	$-40.55M	USD	1 Quarter
Unrealized gain (loss) on mortgage-backed and credit risk transfer securities, net	`OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodNetOfTax`	$114.02M	USD	3 Qtrs
Unrealized gain (loss) on mortgage-backed and credit risk transfer securities, net	`OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodNetOfTax`	$-220.80M	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`	$-134.28M	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`	$954.00K	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`	$-9.07M	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`	$-153.41M	USD	3 Qtrs
Reclassification of amortization of net deferred (gain) loss on de-designated interest rate swaps to repurchase agreements interest expense	`OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIOnDerivativesNetOfTax`	$17.75M	USD	3 Qtrs
Reclassification of amortization of net deferred (gain) loss on de-designated interest rate swaps to repurchase agreements interest expense	`OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIOnDerivativesNetOfTax`	$6.42M	USD	1 Quarter
Reclassification of amortization of net deferred (gain) loss on de-designated interest rate swaps to repurchase agreements interest expense	`OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIOnDerivativesNetOfTax`	$19.86M	USD	3 Qtrs
Reclassification of amortization of net deferred (gain) loss on de-designated interest rate swaps to repurchase agreements interest expense	`OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIOnDerivativesNetOfTax`	$5.98M	USD	1 Quarter
Currency translation adjustments on investment in unconsolidated venture	`OtherComprehensiveIncomeLossForeignCurrencyTransactionAndTranslationAdjustmentNetOfTax`	$-328.00K	USD	3 Qtrs
Currency translation adjustments on investment in unconsolidated venture	`OtherComprehensiveIncomeLossForeignCurrencyTransactionAndTranslationAdjustmentNetOfTax`	$-306.00K	USD	3 Qtrs
Currency translation adjustments on investment in unconsolidated venture	`OtherComprehensiveIncomeLossForeignCurrencyTransactionAndTranslationAdjustmentNetOfTax`	$-1.13M	USD	1 Quarter
Currency translation adjustments on investment in unconsolidated venture	`OtherComprehensiveIncomeLossForeignCurrencyTransactionAndTranslationAdjustmentNetOfTax`	$290.00K	USD	1 Quarter
Total other comprehensive income (loss)	`OtherComprehensiveIncomeLossNetOfTax`	$86.18M	USD	1 Quarter
Total other comprehensive income (loss)	`OtherComprehensiveIncomeLossNetOfTax`	$-44.45M	USD	1 Quarter
Total other comprehensive income (loss)	`OtherComprehensiveIncomeLossNetOfTax`	$105.04M	USD	3 Qtrs
Total other comprehensive income (loss)	`OtherComprehensiveIncomeLossNetOfTax`	$-87.58M	USD	3 Qtrs
Total other comprehensive income (loss)	`OtherComprehensiveIncomeLossNetOfTax`	$-129.31M	USD	1 Quarter
Total other comprehensive income (loss)	`OtherComprehensiveIncomeLossNetOfTax`	$7.84M	USD	1 Quarter
Comprehensive income (loss)	`ComprehensiveIncomeNetOfTaxIncludingPortionAttributableToNoncontrollingInterest`	$96.84M	USD	1 Quarter
Comprehensive income (loss)	`ComprehensiveIncomeNetOfTaxIncludingPortionAttributableToNoncontrollingInterest`	$3.89M	USD	3 Qtrs
Comprehensive income (loss)	`ComprehensiveIncomeNetOfTaxIncludingPortionAttributableToNoncontrollingInterest`	$32.12M	USD	1 Quarter
Comprehensive income (loss)	`ComprehensiveIncomeNetOfTaxIncludingPortionAttributableToNoncontrollingInterest`	$351.17M	USD	3 Qtrs
Less: Comprehensive (income) loss attributable to non-controlling interest	`ComprehensiveIncomeNetOfTaxAttributableToNoncontrollingInterest`	$48.00K	USD	3 Qtrs
Less: Comprehensive (income) loss attributable to non-controlling interest	`ComprehensiveIncomeNetOfTaxAttributableToNoncontrollingInterest`	-	USD	3 Qtrs
Less: Comprehensive (income) loss attributable to non-controlling interest	`ComprehensiveIncomeNetOfTaxAttributableToNoncontrollingInterest`	-	USD	1 Quarter
Less: Comprehensive (income) loss attributable to non-controlling interest	`ComprehensiveIncomeNetOfTaxAttributableToNoncontrollingInterest`	$405.00K	USD	1 Quarter
Less: Dividends to preferred stockholders	`PreferredStockDividendsIncomeStatementImpact`	$33.32M	USD	3 Qtrs
Less: Dividends to preferred stockholders	`PreferredStockDividendsIncomeStatementImpact`	$33.32M	USD	3 Qtrs
Less: Dividends to preferred stockholders	`PreferredStockDividendsIncomeStatementImpact`	$11.11M	USD	1 Quarter
Less: Dividends to preferred stockholders	`PreferredStockDividendsIncomeStatementImpact`	$11.11M	USD	1 Quarter
Comprehensive income (loss) attributable to common stockholders	`ComprehensiveIncomeLossNetOfTaxAttributableToCommonStockholders`	$85.73M	USD	1 Quarter
Comprehensive income (loss) attributable to common stockholders	`ComprehensiveIncomeLossNetOfTaxAttributableToCommonStockholders`	$-29.48M	USD	3 Qtrs
Comprehensive income (loss) attributable to common stockholders	`ComprehensiveIncomeLossNetOfTaxAttributableToCommonStockholders`	$20.61M	USD	1 Quarter
Comprehensive income (loss) attributable to common stockholders	`ComprehensiveIncomeLossNetOfTaxAttributableToCommonStockholders`	$317.85M	USD	3 Qtrs

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