10-Q Filing

INVESCO MORTGAGE CAPITAL INC. CIK: 1437071 Q2 2020

Filing Information

Form Type	10-Q
Accession Number	`0001437071-20-000029`
Period End Date	20200630
Filing Date	20200806
Fiscal Year	2020
Fiscal Period	Q2
XBRL Instance	ivr-20200630_htm.xml

Filing Contents

This filing contains the following financial statements:

Balance Sheet 70 Income Statement 92 Cash Flow Statement 91 Stockholders Equity 39 Comprehensive Income 40

Balance Sheet 70 line items

Line Item	Tag	Value	Unit	Period
Mortgage-backed and credit risk transfer securities, pledged	`MarketableSecuritiesPledgedAsCollateral`	$1.07B	USD	Point-in-time
Mortgage-backed and credit risk transfer securities, pledged	`MarketableSecuritiesPledgedAsCollateral`	$21.13B	USD	Point-in-time
Mortgage-backed and credit risk transfer securities, at fair value (including pledged securities of $1,070,928 and $21,132,742, respectively)	`MarketableSecurities`	$21.77B	USD	Point-in-time
Other assets, pledged securities	`PledgedAssetsNotSeparatelyReportedOtherFinancialInstruments`	$44.65M	USD	Point-in-time
Mortgage-backed and credit risk transfer securities, at fair value (including pledged securities of $1,070,928 and $21,132,742, respectively)	`MarketableSecurities`	$1.58B	USD	Point-in-time
Cash and cash equivalents	`CashAndCashEquivalentsAtCarryingValue`	$270.16M	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
Cash and cash equivalents	`CashAndCashEquivalentsAtCarryingValue`	$172.51M	USD	Point-in-time
Preferred Stock - shares authorized	`PreferredStockSharesAuthorized`	50.00M	shares	Point-in-time
Restricted cash	`RestrictedCash`	$117.00M	USD	Point-in-time
Preferred Stock - shares authorized	`PreferredStockSharesAuthorized`	50.00M	shares	Point-in-time
Restricted cash	`RestrictedCash`	$1.41M	USD	Point-in-time
Due from counterparties	`DuefromCounterparties`	$32.57M	USD	Point-in-time
Due from counterparties	`DuefromCounterparties`	-	USD	Point-in-time
Investment related receivable	`NotesReceivableNet`	$14.23M	USD	Point-in-time
Investment related receivable	`NotesReceivableNet`	$67.98M	USD	Point-in-time
Derivative assets, at fair value	`DerivativeAssets`	$18.53M	USD	Point-in-time
Derivative assets, at fair value	`DerivativeAssets`	-	USD	Point-in-time
Other assets (including pledged security of $44,654 as of December 31, 2019)	`OtherAssets`	$166.18M	USD	Point-in-time
Other assets (including pledged security of $44,654 as of December 31, 2019)	`OtherAssets`	$79.51M	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
Total assets	`Assets`	$1.95B	USD	Point-in-time
Total assets	`Assets`	$22.35B	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
Common Stock - shares outstanding	`CommonStockSharesOutstanding`	181.33M	shares	Point-in-time
Common Stock - shares outstanding	`CommonStockSharesOutstanding`	144.26M	shares	Point-in-time
Common Stock - shares issued	`CommonStockSharesIssued`	181.33M	shares	Point-in-time
Repurchase agreements	`SecuritiesSoldUnderAgreementsToRepurchase`	$17.53B	USD	Point-in-time
Repurchase agreements	`SecuritiesSoldUnderAgreementsToRepurchase`	-	USD	Point-in-time
Common Stock - shares issued	`CommonStockSharesIssued`	144.26M	shares	Point-in-time
Secured loans	`AdvancesFromFederalHomeLoanBanks`	$1.65B	USD	Point-in-time
Secured loans	`AdvancesFromFederalHomeLoanBanks`	$740.00M	USD	Point-in-time
Derivative liabilities, at fair value	`DerivativeLiabilities`	$352.00K	USD	Point-in-time
Derivative liabilities, at fair value	`DerivativeLiabilities`	$507.00K	USD	Point-in-time
Dividends payable	`DividendsPayableCurrentAndNoncurrent`	$60.67M	USD	Point-in-time
Dividends payable	`DividendsPayableCurrentAndNoncurrent`	$6.34M	USD	Point-in-time
Dividends payable	`DividendsPayableCurrentAndNoncurrent`	$74.84M	USD	Point-in-time
Investment related payable	`InvestmentRelatedLiabilities`	$99.56M	USD	Point-in-time
Investment related payable	`InvestmentRelatedLiabilities`	$31.50M	USD	Point-in-time
Accrued interest payable	`InterestPayableCurrentAndNoncurrent`	$44.00M	USD	Point-in-time
Accrued interest payable	`InterestPayableCurrentAndNoncurrent`	$167.00K	USD	Point-in-time
Collateral held payable	`OtherSecuredFinancings`	-	USD	Point-in-time
Collateral held payable	`OtherSecuredFinancings`	$170.00K	USD	Point-in-time
Accounts payable and accrued expenses	`AccountsPayableAndAccruedLiabilitiesCurrentAndNoncurrent`	$1.56M	USD	Point-in-time
Accounts payable and accrued expenses	`AccountsPayableAndAccruedLiabilitiesCurrentAndNoncurrent`	$2.61M	USD	Point-in-time
Due to affiliate	`DueToAffiliateCurrentAndNoncurrent`	$10.56M	USD	Point-in-time
Due to affiliate	`DueToAffiliateCurrentAndNoncurrent`	$11.86M	USD	Point-in-time
Total liabilities	`Liabilities`	$791.68M	USD	Point-in-time
Total liabilities	`Liabilities`	$19.41B	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; 181,327,368 and 144,256,357 shares issued and outstanding, respectively	`CommonStockValue`	$1.81M	USD	Point-in-time
Common Stock, par value $0.01 per share; 450,000,000 shares authorized; 181,327,368 and 144,256,357 shares issued and outstanding, respectively	`CommonStockValue`	$1.44M	USD	Point-in-time
Additional paid in capital	`AdditionalPaidInCapitalCommonStock`	$3.31B	USD	Point-in-time
Additional paid in capital	`AdditionalPaidInCapitalCommonStock`	$2.89B	USD	Point-in-time
Accumulated other comprehensive income	`AccumulatedOtherComprehensiveIncomeLossNetOfTax`	$106.35M	USD	Point-in-time
Accumulated other comprehensive income	`AccumulatedOtherComprehensiveIncomeLossNetOfTax`	$288.96M	USD	Point-in-time
Retained earnings (distributions in excess of earnings)	`RetainedEarningsAccumulatedDeficit`	$-2.83B	USD	Point-in-time
Retained earnings (distributions in excess of earnings)	`RetainedEarningsAccumulatedDeficit`	$-814.48M	USD	Point-in-time
Total stockholders equity	`StockholdersEquity`	$2.29B	USD	Point-in-time
Total stockholders equity	`StockholdersEquity`	$2.67B	USD	Point-in-time
Total stockholders equity	`StockholdersEquity`	$2.93B	USD	Point-in-time
Total stockholders equity	`StockholdersEquity`	$1.41B	USD	Point-in-time
Total stockholders equity	`StockholdersEquity`	$1.16B	USD	Point-in-time
Total stockholders equity	`StockholdersEquity`	$2.67B	USD	Point-in-time
Total liabilities and stockholders' equity	`LiabilitiesAndStockholdersEquity`	$22.35B	USD	Point-in-time
Total liabilities and stockholders' equity	`LiabilitiesAndStockholdersEquity`	$1.95B	USD	Point-in-time

Income Statement 92 line items

Line Item	Tag	Value	Unit	Period
Interest expense on repurchase agreements borrowings	`RepurchaseAgreementsInterestExpenseAmount`	$3.20M	USD	1 Quarter
Mortgage-backed and credit risk transfer securities	`InterestAndDividendIncomeSecurities`	$215.16M	USD	2 Qtrs
Mortgage-backed and credit risk transfer securities	`InterestAndDividendIncomeSecurities`	$29.63M	USD	1 Quarter
Amortization Of Net Deferred Gains On De-Designated Derivative	`AmortizationOfNetDeferredGainsOnDeDesignatedDerivative`	$4.50M	USD	1 Quarter
Mortgage-backed and credit risk transfer securities	`InterestAndDividendIncomeSecurities`	$200.74M	USD	1 Quarter
Mortgage-backed and credit risk transfer securities	`InterestAndDividendIncomeSecurities`	$386.23M	USD	2 Qtrs
Commercial and other loans	`InterestAndFeeIncomeLoansCommercial`	$3.07M	USD	2 Qtrs
Commercial and other loans	`InterestAndFeeIncomeLoansCommercial`	$545.00K	USD	1 Quarter
Commercial and other loans	`InterestAndFeeIncomeLoansCommercial`	$1.71M	USD	2 Qtrs
Commercial and other loans	`InterestAndFeeIncomeLoansCommercial`	$1.48M	USD	1 Quarter
Total interest income	`InterestAndDividendIncomeOperating`	$216.87M	USD	2 Qtrs
Total interest income	`InterestAndDividendIncomeOperating`	$389.30M	USD	2 Qtrs
Total interest income	`InterestAndDividendIncomeOperating`	$30.17M	USD	1 Quarter
Total interest income	`InterestAndDividendIncomeOperating`	$202.22M	USD	1 Quarter
Repurchase agreements	`RepurchaseAgreementsInterestExpenseAmountNet`	$77.77M	USD	2 Qtrs
Repurchase agreements	`RepurchaseAgreementsInterestExpenseAmountNet`	$219.85M	USD	2 Qtrs
Repurchase agreements	`RepurchaseAgreementsInterestExpenseAmountNet`	$-1.27M	USD	1 Quarter
Repurchase agreements	`RepurchaseAgreementsInterestExpenseAmountNet`	$117.98M	USD	1 Quarter
Secured loans	`InterestExpenseFederalHomeLoanBankAndFederalReserveBankAdvancesShortTerm`	$8.36M	USD	2 Qtrs
Secured loans	`InterestExpenseFederalHomeLoanBankAndFederalReserveBankAdvancesShortTerm`	$11.26M	USD	1 Quarter
Secured loans	`InterestExpenseFederalHomeLoanBankAndFederalReserveBankAdvancesShortTerm`	$22.40M	USD	2 Qtrs
Secured loans	`InterestExpenseFederalHomeLoanBankAndFederalReserveBankAdvancesShortTerm`	$1.71M	USD	1 Quarter
Total interest expense	`InterestExpense`	$242.25M	USD	2 Qtrs
Total interest expense	`InterestExpense`	$86.13M	USD	2 Qtrs
Total interest expense	`InterestExpense`	$442.00K	USD	1 Quarter
Total interest expense	`InterestExpense`	$129.24M	USD	1 Quarter
Net interest income	`InterestIncomeExpenseNet`	$130.74M	USD	2 Qtrs
Net interest income	`InterestIncomeExpenseNet`	$147.04M	USD	2 Qtrs
Net interest income	`InterestIncomeExpenseNet`	$72.98M	USD	1 Quarter
Net interest income	`InterestIncomeExpenseNet`	$29.73M	USD	1 Quarter
Gain (loss) on investments, net	`GainLossOnInvestments`	$-1.06B	USD	2 Qtrs
Gain (loss) on investments, net	`GainLossOnInvestments`	$570.56M	USD	2 Qtrs
Gain (loss) on investments, net	`GainLossOnInvestments`	$302.18M	USD	1 Quarter
Gain (loss) on investments, net	`GainLossOnInvestments`	$-306.37M	USD	1 Quarter
Equity in earnings (losses) of unconsolidated ventures	`IncomeLossFromEquityMethodInvestments`	$488.00K	USD	2 Qtrs
Equity in earnings (losses) of unconsolidated ventures	`IncomeLossFromEquityMethodInvestments`	$318.00K	USD	1 Quarter
Equity in earnings (losses) of unconsolidated ventures	`IncomeLossFromEquityMethodInvestments`	$702.00K	USD	1 Quarter
Equity in earnings (losses) of unconsolidated ventures	`IncomeLossFromEquityMethodInvestments`	$1.39M	USD	2 Qtrs
Gain (loss) on derivative instruments, net	`DerivativeGainLossOnDerivativeNet`	$-911.12M	USD	2 Qtrs
Gain (loss) on derivative instruments, net	`DerivativeGainLossOnDerivativeNet`	$-546.19M	USD	2 Qtrs
Gain (loss) on derivative instruments, net	`DerivativeGainLossOnDerivativeNet`	$-343.00K	USD	1 Quarter
Gain (loss) on derivative instruments, net	`DerivativeGainLossOnDerivativeNet`	$-344.73M	USD	1 Quarter
Realized and unrealized credit derivative income (loss), net	`RealizedandUnrealizedCreditDerivativeIncomeLossNet`	$5.45M	USD	2 Qtrs
Realized and unrealized credit derivative income (loss), net	`RealizedandUnrealizedCreditDerivativeIncomeLossNet`	$-35.79M	USD	2 Qtrs
Realized and unrealized credit derivative income (loss), net	`RealizedandUnrealizedCreditDerivativeIncomeLossNet`	$-2.44M	USD	1 Quarter
Realized and unrealized credit derivative income (loss), net	`RealizedandUnrealizedCreditDerivativeIncomeLossNet`	$-2.74M	USD	1 Quarter
Net gain (loss) on extinguishment of debt	`GainsLossesOnExtinguishmentOfDebt`	-	USD	2 Qtrs
Net gain (loss) on extinguishment of debt	`GainsLossesOnExtinguishmentOfDebt`	-	USD	1 Quarter
Net gain (loss) on extinguishment of debt	`GainsLossesOnExtinguishmentOfDebt`	$-1.11M	USD	2 Qtrs
Net gain (loss) on extinguishment of debt	`GainsLossesOnExtinguishmentOfDebt`	$3.70M	USD	1 Quarter
Other investment income (loss), net	`OtherInvestmentIncomeLossNet`	$1.53M	USD	2 Qtrs
Other investment income (loss), net	`OtherInvestmentIncomeLossNet`	$731.00K	USD	1 Quarter
Other investment income (loss), net	`OtherInvestmentIncomeLossNet`	$2.04M	USD	2 Qtrs
Other investment income (loss), net	`OtherInvestmentIncomeLossNet`	$1.01M	USD	1 Quarter
Total other income (loss)	`OtherIncomeLoss`	$-2.01B	USD	2 Qtrs
Total other income (loss)	`OtherIncomeLoss`	$33.25M	USD	2 Qtrs
Total other income (loss)	`OtherIncomeLoss`	$-304.70M	USD	1 Quarter
Total other income (loss)	`OtherIncomeLoss`	$-43.28M	USD	1 Quarter
Management fee related party	`RelatedPartyTransactionExpensesFromTransactionsWithRelatedParty`	$9.79M	USD	1 Quarter
Management fee related party	`RelatedPartyTransactionExpensesFromTransactionsWithRelatedParty`	$9.37M	USD	1 Quarter
Management fee related party	`RelatedPartyTransactionExpensesFromTransactionsWithRelatedParty`	$18.90M	USD	2 Qtrs
Management fee related party	`RelatedPartyTransactionExpensesFromTransactionsWithRelatedParty`	$20.75M	USD	2 Qtrs
General and administrative	`GeneralAndAdministrativeExpense`	$7.18M	USD	2 Qtrs
General and administrative	`GeneralAndAdministrativeExpense`	$4.08M	USD	1 Quarter
General and administrative	`GeneralAndAdministrativeExpense`	$2.00M	USD	1 Quarter
General and administrative	`GeneralAndAdministrativeExpense`	$4.26M	USD	2 Qtrs
Total expenses	`OperatingExpenses`	$27.93M	USD	2 Qtrs
Total expenses	`OperatingExpenses`	$13.87M	USD	1 Quarter
Total expenses	`OperatingExpenses`	$23.16M	USD	2 Qtrs
Total expenses	`OperatingExpenses`	$11.37M	USD	1 Quarter
Net income (loss)	`NetIncomeLoss`	$157.13M	USD	2 Qtrs
Net income (loss)	`NetIncomeLoss`	$18.34M	USD	1 Quarter
Net income (loss)	`NetIncomeLoss`	$138.79M	USD	1 Quarter
Net income (loss)	`NetIncomeLoss`	$-288.84M	USD	1 Quarter
Net income (loss)	`NetIncomeLoss`	$-1.62B	USD	1 Quarter
Net income (loss)	`NetIncomeLoss`	$-1.91B	USD	2 Qtrs
Dividends to preferred stockholders	`PreferredStockDividendsIncomeStatementImpact`	$22.21M	USD	2 Qtrs
Dividends to preferred stockholders	`PreferredStockDividendsIncomeStatementImpact`	$22.21M	USD	2 Qtrs
Dividends to preferred stockholders	`PreferredStockDividendsIncomeStatementImpact`	$11.11M	USD	1 Quarter
Dividends to preferred stockholders	`PreferredStockDividendsIncomeStatementImpact`	$11.11M	USD	1 Quarter
Net income (loss) available to common stockholders	`NetIncomeLossAvailableToCommonStockholdersBasic`	$-299.94M	USD	1 Quarter
Net income (loss) available to common stockholders	`NetIncomeLossAvailableToCommonStockholdersBasic`	$7.23M	USD	1 Quarter
Net income (loss) available to common stockholders	`NetIncomeLossAvailableToCommonStockholdersBasic`	$134.91M	USD	2 Qtrs
Net income (loss) available to common stockholders	`NetIncomeLossAvailableToCommonStockholdersBasic`	$-1.93B	USD	2 Qtrs
Basic (usd per share)	`EarningsPerShareBasic`	$-1.80	USD	1 Quarter
Basic (usd per share)	`EarningsPerShareBasic`	$-11.91	USD	2 Qtrs
Basic (usd per share)	`EarningsPerShareBasic`	$0.06	USD	1 Quarter
Basic (usd per share)	`EarningsPerShareBasic`	$1.08	USD	2 Qtrs
Diluted (usd per share)	`EarningsPerShareDiluted`	$1.08	USD	2 Qtrs
Diluted (usd per share)	`EarningsPerShareDiluted`	$0.06	USD	1 Quarter
Diluted (usd per share)	`EarningsPerShareDiluted`	$-11.91	USD	2 Qtrs
Diluted (usd per share)	`EarningsPerShareDiluted`	$-1.80	USD	1 Quarter

Cash Flow Statement 91 line items

Line Item	Tag	Value	Unit	Period
Net income (loss)	`ProfitLoss`	$-1.91B	USD	2 Qtrs
Net income (loss)	`ProfitLoss`	$157.13M	USD	2 Qtrs
Amortization of mortgage-backed and credit risk transfer securities premiums and (discounts), net	`AmortizationOfMortgageBackedAndCreditRiskTransferSecuritiesPremiumsDiscountsNet`	$-9.97M	USD	2 Qtrs
Amortization of mortgage-backed and credit risk transfer securities premiums and (discounts), net	`AmortizationOfMortgageBackedAndCreditRiskTransferSecuritiesPremiumsDiscountsNet`	$-13.80M	USD	2 Qtrs
Realized and unrealized (gain) loss on derivative instruments, net	`RealizedAndUnrealizedGainLossOnDerivativeInstrumentsNet`	$-923.05M	USD	2 Qtrs
Realized and unrealized (gain) loss on derivative instruments, net	`RealizedAndUnrealizedGainLossOnDerivativeInstrumentsNet`	$-558.23M	USD	2 Qtrs
Realized and unrealized (gain) loss on credit derivatives, net	`RealizedAndUnrealizedGainLossOnCreditDerivativesNet`	$-41.63M	USD	2 Qtrs
Realized and unrealized (gain) loss on credit derivatives, net	`RealizedAndUnrealizedGainLossOnCreditDerivativesNet`	$-5.20M	USD	2 Qtrs
(Gain) loss on investments, net	`GainLossOnInvestments`	$-1.06B	USD	2 Qtrs
(Gain) loss on investments, net	`GainLossOnInvestments`	$570.56M	USD	2 Qtrs
(Gain) loss on investments, net	`GainLossOnInvestments`	$302.18M	USD	1 Quarter
(Gain) loss on investments, net	`GainLossOnInvestments`	$-306.37M	USD	1 Quarter
(Gain) loss from investments in unconsolidated ventures in excess of distributions received	`IncomeLossFromInvestmentsInUnconsolidatedVenturesInExcessOfDistributionsReceived`	$1.39M	USD	2 Qtrs
(Gain) loss from investments in unconsolidated ventures in excess of distributions received	`IncomeLossFromInvestmentsInUnconsolidatedVenturesInExcessOfDistributionsReceived`	$-243.00K	USD	2 Qtrs
Other amortization	`OtherAmortization`	$14.31M	USD	2 Qtrs
Other amortization	`OtherAmortization`	$11.51M	USD	2 Qtrs
Net (gain) loss on extinguishment of debt	`GainsLossesOnExtinguishmentOfDebt`	-	USD	2 Qtrs
Net (gain) loss on extinguishment of debt	`GainsLossesOnExtinguishmentOfDebt`	-	USD	1 Quarter
Net (gain) loss on extinguishment of debt	`GainsLossesOnExtinguishmentOfDebt`	$-1.11M	USD	2 Qtrs
Net (gain) loss on extinguishment of debt	`GainsLossesOnExtinguishmentOfDebt`	$3.70M	USD	1 Quarter
(Increase) decrease in operating assets	`IncreaseDecreaseInOperatingAssets`	$-54.57M	USD	2 Qtrs
(Increase) decrease in operating assets	`IncreaseDecreaseInOperatingAssets`	$10.77M	USD	2 Qtrs
Increase (decrease) in operating liabilities	`IncreaseDecreaseInOperatingLiabilities`	$16.88M	USD	2 Qtrs
Increase (decrease) in operating liabilities	`IncreaseDecreaseInOperatingLiabilities`	$-42.46M	USD	2 Qtrs
Net cash provided by operating activities	`NetCashProvidedByUsedInOperatingActivities`	$157.00M	USD	2 Qtrs
Net cash provided by operating activities	`NetCashProvidedByUsedInOperatingActivities`	$130.61M	USD	2 Qtrs
Purchase of mortgage-backed and credit risk transfer securities	`PaymentsToAcquireMarketableSecurities`	$4.95B	USD	2 Qtrs
Purchase of mortgage-backed and credit risk transfer securities	`PaymentsToAcquireMarketableSecurities`	$5.64B	USD	2 Qtrs
(Contributions to) distributions from investments in unconsolidated ventures, net	`ContributionsDistributionsInEquityMethodInvestee`	$-2.60M	USD	2 Qtrs
(Contributions to) distributions from investments in unconsolidated ventures, net	`ContributionsDistributionsInEquityMethodInvestee`	$865.00K	USD	2 Qtrs
Change in other assets	`PaymentsForProceedsFromOtherInvestingActivities`	$-40.85M	USD	2 Qtrs
Change in other assets	`PaymentsForProceedsFromOtherInvestingActivities`	$-7.10M	USD	2 Qtrs
Principal payments from mortgage-backed and credit risk transfer securities	`ProceedsfromMaturitiesPrepaymentsandCallsofMarketableSecurities`	$760.64M	USD	2 Qtrs
Principal payments from mortgage-backed and credit risk transfer securities	`ProceedsfromMaturitiesPrepaymentsandCallsofMarketableSecurities`	$690.09M	USD	2 Qtrs
Proceeds from sale of mortgage-backed and credit risk transfer securities	`ProceedsFromSaleAndMaturityOfMarketableSecurities`	$23.12B	USD	2 Qtrs
Proceeds from sale of mortgage-backed and credit risk transfer securities	`ProceedsFromSaleAndMaturityOfMarketableSecurities`	$1.67B	USD	2 Qtrs
Payment on the sale of credit derivatives	`PaymentOnSaleOfCreditDerivatives`	-	USD	2 Qtrs
Payment on the sale of credit derivatives	`PaymentOnSaleOfCreditDerivatives`	$14.13M	USD	2 Qtrs
Settlement (termination) of futures, currency forwards and interest rate swaps, net	`ProceedsFromPaymentsForSettlementOrTerminationOfForwardsSwapsFuturesAndTBAsNet`	$-904.36M	USD	2 Qtrs
Settlement (termination) of futures, currency forwards and interest rate swaps, net	`ProceedsFromPaymentsForSettlementOrTerminationOfForwardsSwapsFuturesAndTBAsNet`	$-539.63M	USD	2 Qtrs
Redemption of Federal Home Loan Bank of Indianapolis stock	`IncreaseDecreaseInLoansToFederalHomeLoanBanks`	-	USD	2 Qtrs
Redemption of Federal Home Loan Bank of Indianapolis stock	`IncreaseDecreaseInLoansToFederalHomeLoanBanks`	$-36.56M	USD	2 Qtrs
Net change in due from counterparties and collateral held payable on derivative instruments	`NetChangeInDueFromCounterpartiesAndCollateralHeldPayableInvestingActivities`	$-170.00K	USD	2 Qtrs
Net change in due from counterparties and collateral held payable on derivative instruments	`NetChangeInDueFromCounterpartiesAndCollateralHeldPayableInvestingActivities`	$-9.44M	USD	2 Qtrs
Principal payments from commercial loans held-for-investment	`ProceedsfromPrincipalRepaymentsonCommercialLoans`	$136.00K	USD	2 Qtrs
Principal payments from commercial loans held-for-investment	`ProceedsfromPrincipalRepaymentsonCommercialLoans`	$7.26M	USD	2 Qtrs
Net cash provided by (used in) investing activities	`NetCashProvidedByUsedInInvestingActivities`	$18.02B	USD	2 Qtrs
Net cash provided by (used in) investing activities	`NetCashProvidedByUsedInInvestingActivities`	$-3.75B	USD	2 Qtrs
Proceeds from issuance of common stock	`ProceedsFromIssuanceOfCommonStock`	$266.88M	USD	2 Qtrs
Proceeds from issuance of common stock	`ProceedsFromIssuanceOfCommonStock`	$347.13M	USD	2 Qtrs
Principal repayments of secured loans	`RepaymentsOfSecuredDebt`	$910.00M	USD	2 Qtrs
Principal repayments of secured loans	`RepaymentsOfSecuredDebt`	-	USD	2 Qtrs
Proceeds from repurchase agreements	`ProceedsFromOtherShortTermDebt`	$45.81B	USD	2 Qtrs
Proceeds from repurchase agreements	`ProceedsFromOtherShortTermDebt`	$54.34B	USD	2 Qtrs
Principal repayments of repurchase agreements	`RepaymentsOfOtherShortTermDebt`	$63.34B	USD	2 Qtrs
Principal repayments of repurchase agreements	`RepaymentsOfOtherShortTermDebt`	$50.87B	USD	2 Qtrs
Net change in due from counterparties and collateral held payable on repurchase agreements	`NetChangeInDueFromCounterpartiesAndCollateralHeldPayableOnRepurchaseAgreementsFinancingActivities`	$-32.57M	USD	2 Qtrs
Net change in due from counterparties and collateral held payable on repurchase agreements	`NetChangeInDueFromCounterpartiesAndCollateralHeldPayableOnRepurchaseAgreementsFinancingActivities`	-	USD	2 Qtrs
Payments of deferred costs	`PaymentsOfFinancingCosts`	$94.00K	USD	2 Qtrs
Payments of deferred costs	`PaymentsOfFinancingCosts`	$87.00K	USD	2 Qtrs
Payments of dividends	`PaymentsOfOrdinaryDividends`	$102.59M	USD	2 Qtrs
Payments of dividends	`PaymentsOfOrdinaryDividends`	$126.80M	USD	2 Qtrs
Net cash provided by (used in) financing activities	`NetCashProvidedByUsedInFinancingActivities`	$-18.17B	USD	2 Qtrs
Net cash provided by (used in) financing activities	`NetCashProvidedByUsedInFinancingActivities`	$3.61B	USD	2 Qtrs
Net change in cash, cash equivalents and restricted cash	`CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalentsPeriodIncreaseDecreaseIncludingExchangeRateEffect`	$-17.93M	USD	2 Qtrs
Net change in cash, cash equivalents and restricted cash	`CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalentsPeriodIncreaseDecreaseIncludingExchangeRateEffect`	$19.27M	USD	2 Qtrs
Cash, cash equivalents and restricted cash, beginning of period	`CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalents`	$271.57M	USD	Point-in-time
Cash, cash equivalents and restricted cash, beginning of period	`CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalents`	$289.50M	USD	Point-in-time
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`	$154.89M	USD	Point-in-time
Cash, cash equivalents and restricted cash, end of period	`CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalents`	$271.57M	USD	Point-in-time
Cash, cash equivalents and restricted cash, end of period	`CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalents`	$289.50M	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`	$154.89M	USD	Point-in-time
Interest paid	`InterestPaidNet`	$236.65M	USD	2 Qtrs
Interest paid	`InterestPaidNet`	$144.53M	USD	2 Qtrs
Net change in unrealized gain (loss) on mortgage-backed and credit risk transfer securities	`NetChangeInUnrealizedGainLossOnMortgageBackedAndCreditriskTransferSecurities`	$-168.14M	USD	2 Qtrs
Net change in unrealized gain (loss) on mortgage-backed and credit risk transfer securities	`NetChangeInUnrealizedGainLossOnMortgageBackedAndCreditriskTransferSecurities`	$109.56M	USD	2 Qtrs
Dividends declared not paid	`DividendsPayableCurrentAndNoncurrent`	$60.67M	USD	Point-in-time
Dividends declared not paid	`DividendsPayableCurrentAndNoncurrent`	$6.34M	USD	Point-in-time
Dividends declared not paid	`DividendsPayableCurrentAndNoncurrent`	$74.84M	USD	Point-in-time
Increase (decrease) in Agency CMBS purchase commitments	`IncreaseDecreaseInAgencyCMBSPurchaseCommitments`	$-99.56M	USD	2 Qtrs
Increase (decrease) in Agency CMBS purchase commitments	`IncreaseDecreaseInAgencyCMBSPurchaseCommitments`	$246.71M	USD	2 Qtrs
Net change in investment related receivable (payable) excluding Agency CMBS purchase commitments	`NetChangeInInvestmentRelatedReceivablePayableExcludingAgencyCMBSPurchaseCommitments`	$-17.74M	USD	2 Qtrs
Net change in investment related receivable (payable) excluding Agency CMBS purchase commitments	`NetChangeInInvestmentRelatedReceivablePayableExcludingAgencyCMBSPurchaseCommitments`	$29.48M	USD	2 Qtrs
Dividend paid in common stock	`DividendPaidInCommonStockNoncash`	$74.23M	USD	2 Qtrs
Dividend paid in common stock	`DividendPaidInCommonStockNoncash`	-	USD	2 Qtrs
Offering costs not paid	`OfferingCostsNotPaid`	$101.00K	USD	2 Qtrs
Offering costs not paid	`OfferingCostsNotPaid`	$171.00K	USD	2 Qtrs
Net change in repurchase agreements, not settled	`NetChangeInRepurchaseAgreementsNotSettled`	$899.00K	USD	2 Qtrs
Net change in repurchase agreements, not settled	`NetChangeInRepurchaseAgreementsNotSettled`	-	USD	2 Qtrs

Stockholders Equity 39 line items

Line Item	Tag	Value	Unit	Period
Beginning Balance	`StockholdersEquity`	$2.29B	USD	Point-in-time
Beginning Balance	`StockholdersEquity`	$2.67B	USD	Point-in-time
Beginning Balance	`StockholdersEquity`	$2.93B	USD	Point-in-time
Beginning Balance	`StockholdersEquity`	$1.41B	USD	Point-in-time
Beginning Balance	`StockholdersEquity`	$1.16B	USD	Point-in-time
Beginning Balance	`StockholdersEquity`	$2.67B	USD	Point-in-time
Net income (loss)	`NetIncomeLoss`	$157.13M	USD	2 Qtrs
Net income (loss)	`NetIncomeLoss`	$18.34M	USD	1 Quarter
Net income (loss)	`NetIncomeLoss`	$138.79M	USD	1 Quarter
Net income (loss)	`NetIncomeLoss`	$-288.84M	USD	1 Quarter
Net income (loss)	`NetIncomeLoss`	$-1.62B	USD	1 Quarter
Net income (loss)	`NetIncomeLoss`	$-1.91B	USD	2 Qtrs
Total other comprehensive income (loss)	`OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent`	$-159.24M	USD	1 Quarter
Total other comprehensive income (loss)	`OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent`	$-23.38M	USD	1 Quarter
Total other comprehensive income (loss)	`OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent`	$97.20M	USD	2 Qtrs
Total other comprehensive income (loss)	`OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent`	$56.37M	USD	1 Quarter
Total other comprehensive income (loss)	`OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent`	$40.83M	USD	1 Quarter
Total other comprehensive income (loss)	`OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent`	$-182.62M	USD	2 Qtrs
Proceeds from issuance of common stock, net of offering costs	`StockIssuedDuringPeriodValueNewIssues`	$347.03M	USD	1 Quarter
Proceeds from issuance of common stock, net of offering costs	`StockIssuedDuringPeriodValueNewIssues`	$258.55M	USD	1 Quarter
Proceeds from issuance of common stock, net of offering costs	`StockIssuedDuringPeriodValueNewIssues`	$8.15M	USD	1 Quarter
Common stock dividends	`DividendsCommonStockCash`	$57.72M	USD	1 Quarter
Common stock dividends	`DividendsCommonStockCash`	$82.48M	USD	1 Quarter
Common stock dividends	`DividendsCommonStockCash`	$57.96M	USD	1 Quarter
Common stock dividends	`DividendsCommonStockCash`	$-70.61M	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
Preferred stock dividends	`DividendsPreferredStockCash`	$11.11M	USD	1 Quarter
Amortization of equity-based compensation	`AdjustmentsToAdditionalPaidInCapitalSharebasedCompensationRequisiteServicePeriodRecognitionValue`	$132.00K	USD	1 Quarter
Amortization of equity-based compensation	`AdjustmentsToAdditionalPaidInCapitalSharebasedCompensationRequisiteServicePeriodRecognitionValue`	$131.00K	USD	1 Quarter
Amortization of equity-based compensation	`AdjustmentsToAdditionalPaidInCapitalSharebasedCompensationRequisiteServicePeriodRecognitionValue`	$130.00K	USD	1 Quarter
Amortization of equity-based compensation	`AdjustmentsToAdditionalPaidInCapitalSharebasedCompensationRequisiteServicePeriodRecognitionValue`	$128.00K	USD	1 Quarter
Ending Balance	`StockholdersEquity`	$2.29B	USD	Point-in-time
Ending Balance	`StockholdersEquity`	$2.67B	USD	Point-in-time
Ending Balance	`StockholdersEquity`	$2.93B	USD	Point-in-time
Ending Balance	`StockholdersEquity`	$1.41B	USD	Point-in-time
Ending Balance	`StockholdersEquity`	$1.16B	USD	Point-in-time
Ending Balance	`StockholdersEquity`	$2.67B	USD	Point-in-time

Comprehensive Income 40 line items

Line Item	Tag	Value	Unit	Period
Net income (loss)	`NetIncomeLoss`	$157.13M	USD	2 Qtrs
Net income (loss)	`NetIncomeLoss`	$18.34M	USD	1 Quarter
Net income (loss)	`NetIncomeLoss`	$138.79M	USD	1 Quarter
Net income (loss)	`NetIncomeLoss`	$-288.84M	USD	1 Quarter
Net income (loss)	`NetIncomeLoss`	$-1.62B	USD	1 Quarter
Net income (loss)	`NetIncomeLoss`	$-1.91B	USD	2 Qtrs
Unrealized gain (loss) on mortgage-backed and credit risk transfer securities, net	`OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodNetOfTax`	$-53.27M	USD	1 Quarter
Unrealized gain (loss) on mortgage-backed and credit risk transfer securities, net	`OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodNetOfTax`	$99.54M	USD	2 Qtrs
Unrealized gain (loss) on mortgage-backed and credit risk transfer securities, net	`OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodNetOfTax`	$-239.88M	USD	2 Qtrs
Unrealized gain (loss) on mortgage-backed and credit risk transfer securities, net	`OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodNetOfTax`	$47.19M	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`	$-71.74M	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`	$-10.03M	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`	$121.00K	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`	$-34.78M	USD	1 Quarter
Reclassification of amortization of net deferred (gain) loss on de-designated interest rate swaps to repurchase agreements interest expense	`OtherComprehensiveIncomeLossReclassificationAdjustmentfromAOCIonDeferredSwapGainLossFromDedesignationNetofTax`	$-11.77M	USD	2 Qtrs
Reclassification of amortization of net deferred (gain) loss on de-designated interest rate swaps to repurchase agreements interest expense	`OtherComprehensiveIncomeLossReclassificationAdjustmentfromAOCIonDeferredSwapGainLossFromDedesignationNetofTax`	$-5.92M	USD	1 Quarter
Reclassification of amortization of net deferred (gain) loss on de-designated interest rate swaps to repurchase agreements interest expense	`OtherComprehensiveIncomeLossReclassificationAdjustmentfromAOCIonDeferredSwapGainLossFromDedesignationNetofTax`	$-14.57M	USD	2 Qtrs
Reclassification of amortization of net deferred (gain) loss on de-designated interest rate swaps to repurchase agreements interest expense	`OtherComprehensiveIncomeLossReclassificationAdjustmentfromAOCIonDeferredSwapGainLossFromDedesignationNetofTax`	$-4.50M	USD	1 Quarter
Currency translation adjustments on investment in unconsolidated venture	`OtherComprehensiveIncomeForeignCurrencyTransactionAndTranslationAdjustmentNetOfTaxPortionAttributableToParent`	$-596.00K	USD	2 Qtrs
Currency translation adjustments on investment in unconsolidated venture	`OtherComprehensiveIncomeForeignCurrencyTransactionAndTranslationAdjustmentNetOfTaxPortionAttributableToParent`	$92.00K	USD	2 Qtrs
Currency translation adjustments on investment in unconsolidated venture	`OtherComprehensiveIncomeForeignCurrencyTransactionAndTranslationAdjustmentNetOfTaxPortionAttributableToParent`	$-388.00K	USD	1 Quarter
Currency translation adjustments on investment in unconsolidated venture	`OtherComprehensiveIncomeForeignCurrencyTransactionAndTranslationAdjustmentNetOfTaxPortionAttributableToParent`	$-320.00K	USD	1 Quarter
Total other comprehensive income (loss)	`OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent`	$-159.24M	USD	1 Quarter
Total other comprehensive income (loss)	`OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent`	$-23.38M	USD	1 Quarter
Total other comprehensive income (loss)	`OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent`	$97.20M	USD	2 Qtrs
Total other comprehensive income (loss)	`OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent`	$56.37M	USD	1 Quarter
Total other comprehensive income (loss)	`OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent`	$40.83M	USD	1 Quarter
Total other comprehensive income (loss)	`OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent`	$-182.62M	USD	2 Qtrs
Comprehensive income (loss)	`ComprehensiveIncomeNetOfTax`	$-312.22M	USD	1 Quarter
Comprehensive income (loss)	`ComprehensiveIncomeNetOfTax`	$254.33M	USD	2 Qtrs
Comprehensive income (loss)	`ComprehensiveIncomeNetOfTax`	$59.17M	USD	1 Quarter
Comprehensive income (loss)	`ComprehensiveIncomeNetOfTax`	$-2.09B	USD	2 Qtrs
Less: Dividends to preferred stockholders	`PreferredStockDividendsIncomeStatementImpact`	$22.21M	USD	2 Qtrs
Less: Dividends to preferred stockholders	`PreferredStockDividendsIncomeStatementImpact`	$22.21M	USD	2 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`	$-323.32M	USD	1 Quarter
Comprehensive income (loss) attributable to common stockholders	`ComprehensiveIncomeLossNetOfTaxAttributableToCommonStockholders`	$48.06M	USD	1 Quarter
Comprehensive income (loss) attributable to common stockholders	`ComprehensiveIncomeLossNetOfTaxAttributableToCommonStockholders`	$-2.11B	USD	2 Qtrs
Comprehensive income (loss) attributable to common stockholders	`ComprehensiveIncomeLossNetOfTaxAttributableToCommonStockholders`	$232.11M	USD	2 Qtrs

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