10-Q Filing

INVESCO MORTGAGE CAPITAL INC. CIK: 1437071 Q3 2020

Filing Information

Form Type	10-Q
Accession Number	`0001437071-20-000038`
Period End Date	20200930
Filing Date	20201109
Fiscal Year	2020
Fiscal Period	Q3
XBRL Instance	ivr-20200930_htm.xml

Filing Contents

This filing contains the following financial statements:

Balance Sheet 72 Income Statement 94 Cash Flow Statement 89 Stockholders Equity 58 Comprehensive Income 44

Balance Sheet 72 line items

Line Item	Tag	Value	Unit	Period
Mortgage-backed and credit risk transfer securities, pledged	`MarketableSecuritiesPledgedAsCollateral`	$21.13B	USD	Point-in-time
Mortgage-backed and credit risk transfer securities, pledged	`MarketableSecuritiesPledgedAsCollateral`	$5.51B	USD	Point-in-time
Mortgage-backed and credit risk transfer securities, at fair value (including pledged securities of $5,509,166 and $21,132,742, respectively)	`MarketableSecurities`	$5.98B	USD	Point-in-time
Mortgage-backed and credit risk transfer securities, at fair value (including pledged securities of $5,509,166 and $21,132,742, respectively)	`MarketableSecurities`	$21.77B	USD	Point-in-time
Other assets, pledged securities	`PledgedAssetsNotSeparatelyReportedOtherFinancialInstruments`	$44.65M	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
Cash and cash equivalents	`CashAndCashEquivalentsAtCarryingValue`	$258.90M	USD	Point-in-time
Preferred Stock - shares authorized (in shares)	`PreferredStockSharesAuthorized`	50.00M	shares	Point-in-time
Preferred Stock - shares authorized (in shares)	`PreferredStockSharesAuthorized`	50.00M	shares	Point-in-time
Restricted cash	`RestrictedCash`	$117.00M	USD	Point-in-time
Restricted cash	`RestrictedCash`	$166.19M	USD	Point-in-time
Due from counterparties	`DuefromCounterparties`	$32.57M	USD	Point-in-time
Due from counterparties	`DuefromCounterparties`	$4.33M	USD	Point-in-time
Investment related receivable	`NotesReceivableNet`	$67.98M	USD	Point-in-time
Investment related receivable	`NotesReceivableNet`	$12.77M	USD	Point-in-time
Derivative assets, at fair value	`DerivativeAssets`	$8.40M	USD	Point-in-time
Derivative assets, at fair value	`DerivativeAssets`	$18.53M	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`	$43.94M	USD	Point-in-time
Common Stock - par value (in usd per share)	`CommonStockParOrStatedValuePerShare`	$0.01	USD	Point-in-time
Total assets	`Assets`	$6.48B	USD	Point-in-time
Total assets	`Assets`	$22.35B	USD	Point-in-time
Common Stock - par value (in usd per share)	`CommonStockParOrStatedValuePerShare`	$0.01	USD	Point-in-time
Common Stock - shares authorized (in shares)	`CommonStockSharesAuthorized`	450.00M	shares	Point-in-time
Common Stock - shares authorized (in shares)	`CommonStockSharesAuthorized`	450.00M	shares	Point-in-time
Common Stock - shares outstanding (in shares)	`CommonStockSharesOutstanding`	144.26M	shares	Point-in-time
Common Stock - shares outstanding (in shares)	`CommonStockSharesOutstanding`	181.38M	shares	Point-in-time
Common Stock - shares issued (in shares)	`CommonStockSharesIssued`	181.38M	shares	Point-in-time
Repurchase agreements	`SecuritiesSoldUnderAgreementsToRepurchase`	$5.24B	USD	Point-in-time
Common Stock - shares issued (in shares)	`CommonStockSharesIssued`	144.26M	shares	Point-in-time
Repurchase agreements	`SecuritiesSoldUnderAgreementsToRepurchase`	$17.53B	USD	Point-in-time
Secured loans	`AdvancesFromFederalHomeLoanBanks`	$1.65B	USD	Point-in-time
Secured loans	`AdvancesFromFederalHomeLoanBanks`	-	USD	Point-in-time
Derivative liabilities, at fair value	`DerivativeLiabilities`	$391.00K	USD	Point-in-time
Derivative liabilities, at fair value	`DerivativeLiabilities`	$352.00K	USD	Point-in-time
Dividends payable	`DividendsPayableCurrentAndNoncurrent`	$66.97M	USD	Point-in-time
Dividends payable	`DividendsPayableCurrentAndNoncurrent`	$74.84M	USD	Point-in-time
Dividends payable	`DividendsPayableCurrentAndNoncurrent`	$11.78M	USD	Point-in-time
Investment related payable	`InvestmentRelatedLiabilities`	$966.00K	USD	Point-in-time
Investment related payable	`InvestmentRelatedLiabilities`	$99.56M	USD	Point-in-time
Accrued interest payable	`InterestPayableCurrentAndNoncurrent`	$589.00K	USD	Point-in-time
Accrued interest payable	`InterestPayableCurrentAndNoncurrent`	$44.00M	USD	Point-in-time
Collateral held payable	`OtherSecuredFinancings`	$170.00K	USD	Point-in-time
Collateral held payable	`OtherSecuredFinancings`	$950.00K	USD	Point-in-time
Accounts payable and accrued expenses	`AccountsPayableAndAccruedLiabilitiesCurrentAndNoncurrent`	$1.56M	USD	Point-in-time
Accounts payable and accrued expenses	`AccountsPayableAndAccruedLiabilitiesCurrentAndNoncurrent`	$2.20M	USD	Point-in-time
Due to affiliate	`DueToAffiliateCurrentAndNoncurrent`	$11.86M	USD	Point-in-time
Due to affiliate	`DueToAffiliateCurrentAndNoncurrent`	$4.69M	USD	Point-in-time
Total liabilities	`Liabilities`	$5.26B	USD	Point-in-time
Total liabilities	`Liabilities`	$19.41B	USD	Point-in-time
Commitments and contingencies (See Note 14)	`CommitmentsAndContingencies`	-	USD	Point-in-time
Commitments and contingencies (See Note 14)	`CommitmentsAndContingencies`	-	USD	Point-in-time
Common Stock, par value $0.01 per share; 450,000,000 shares authorized; 181,375,299 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; 181,375,299 and 144,256,357 shares issued and outstanding, respectively	`CommonStockValue`	$1.44M	USD	Point-in-time
Additional paid in capital	`AdditionalPaidInCapitalCommonStock`	$2.89B	USD	Point-in-time
Additional paid in capital	`AdditionalPaidInCapitalCommonStock`	$3.31B	USD	Point-in-time
Accumulated other comprehensive income	`AccumulatedOtherComprehensiveIncomeLossNetOfTax`	$71.70M	USD	Point-in-time
Accumulated other comprehensive income	`AccumulatedOtherComprehensiveIncomeLossNetOfTax`	$288.96M	USD	Point-in-time
Retained earnings (distributions in excess of earnings)	`RetainedEarningsAccumulatedDeficit`	$-2.74B	USD	Point-in-time
Retained earnings (distributions in excess of earnings)	`RetainedEarningsAccumulatedDeficit`	$-814.48M	USD	Point-in-time
Total stockholders equity	`StockholdersEquity`	$1.16B	USD	Point-in-time
Total stockholders equity	`StockholdersEquity`	$2.29B	USD	Point-in-time
Total stockholders equity	`StockholdersEquity`	$1.21B	USD	Point-in-time
Total stockholders equity	`StockholdersEquity`	$1.41B	USD	Point-in-time
Total stockholders equity	`StockholdersEquity`	$2.93B	USD	Point-in-time
Total stockholders equity	`StockholdersEquity`	$2.67B	USD	Point-in-time
Total stockholders equity	`StockholdersEquity`	$2.91B	USD	Point-in-time
Total stockholders equity	`StockholdersEquity`	$2.67B	USD	Point-in-time
Total liabilities and stockholders' equity	`LiabilitiesAndStockholdersEquity`	$6.48B	USD	Point-in-time
Total liabilities and stockholders' equity	`LiabilitiesAndStockholdersEquity`	$22.35B	USD	Point-in-time

Income Statement 94 line items

Line Item	Tag	Value	Unit	Period
Interest expense on repurchase agreements borrowings	`RepurchaseAgreementsInterestExpenseAmount`	$1.50M	USD	1 Quarter
Mortgage-backed and credit risk transfer securities	`InterestAndDividendIncomeSecurities`	$26.91M	USD	1 Quarter
Mortgage-backed and credit risk transfer securities	`InterestAndDividendIncomeSecurities`	$581.17M	USD	3 Qtrs
Mortgage-backed and credit risk transfer securities	`InterestAndDividendIncomeSecurities`	$242.07M	USD	3 Qtrs
Mortgage-backed and credit risk transfer securities	`InterestAndDividendIncomeSecurities`	$194.94M	USD	1 Quarter
Amortization of net deferred gains on de-designated derivative	`AmortizationOfNetDeferredGainsOnDeDesignatedDerivative`	$3.20M	USD	1 Quarter
Commercial and other loans	`InterestAndFeeIncomeLoansCommercial`	$2.24M	USD	3 Qtrs
Commercial and other loans	`InterestAndFeeIncomeLoansCommercial`	$529.00K	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	`InterestAndDividendIncomeOperating`	$196.29M	USD	1 Quarter
Total interest income	`InterestAndDividendIncomeOperating`	$244.31M	USD	3 Qtrs
Total interest income	`InterestAndDividendIncomeOperating`	$27.44M	USD	1 Quarter
Total interest income	`InterestAndDividendIncomeOperating`	$585.59M	USD	3 Qtrs
Repurchase agreements	`RepurchaseAgreementsInterestExpenseAmountNet`	$-1.71M	USD	1 Quarter
Repurchase agreements	`RepurchaseAgreementsInterestExpenseAmountNet`	$76.06M	USD	3 Qtrs
Repurchase agreements	`RepurchaseAgreementsInterestExpenseAmountNet`	$332.70M	USD	3 Qtrs
Repurchase agreements	`RepurchaseAgreementsInterestExpenseAmountNet`	$112.85M	USD	1 Quarter
Secured loans	`InterestExpenseFederalHomeLoanBankAndFederalReserveBankAdvancesShortTerm`	$10.41M	USD	1 Quarter
Secured loans	`InterestExpenseFederalHomeLoanBankAndFederalReserveBankAdvancesShortTerm`	$32.81M	USD	3 Qtrs
Secured loans	`InterestExpenseFederalHomeLoanBankAndFederalReserveBankAdvancesShortTerm`	$297.00K	USD	1 Quarter
Secured loans	`InterestExpenseFederalHomeLoanBankAndFederalReserveBankAdvancesShortTerm`	$8.65M	USD	3 Qtrs
Total interest expense	`InterestExpense`	$123.26M	USD	1 Quarter
Total interest expense	`InterestExpense`	$84.71M	USD	3 Qtrs
Total interest expense	`InterestExpense`	$365.52M	USD	3 Qtrs
Total interest expense	`InterestExpense`	$-1.42M	USD	1 Quarter
Net interest income	`InterestIncomeExpenseNet`	$159.59M	USD	3 Qtrs
Net interest income	`InterestIncomeExpenseNet`	$28.85M	USD	1 Quarter
Net interest income	`InterestIncomeExpenseNet`	$73.03M	USD	1 Quarter
Net interest income	`InterestIncomeExpenseNet`	$220.07M	USD	3 Qtrs
Gain (loss) on investments, net	`GainLossOnInvestments`	$-996.74M	USD	3 Qtrs
Gain (loss) on investments, net	`GainLossOnInvestments`	$202.41M	USD	1 Quarter
Gain (loss) on investments, net	`GainLossOnInvestments`	$65.11M	USD	1 Quarter
Gain (loss) on investments, net	`GainLossOnInvestments`	$772.98M	USD	3 Qtrs
Equity in earnings (losses) of unconsolidated ventures	`IncomeLossFromEquityMethodInvestments`	$332.00K	USD	1 Quarter
Equity in earnings (losses) of unconsolidated ventures	`IncomeLossFromEquityMethodInvestments`	$1.80M	USD	3 Qtrs
Equity in earnings (losses) of unconsolidated ventures	`IncomeLossFromEquityMethodInvestments`	$403.00K	USD	1 Quarter
Equity in earnings (losses) of unconsolidated ventures	`IncomeLossFromEquityMethodInvestments`	$820.00K	USD	3 Qtrs
Gain (loss) on derivative instruments, net	`DerivativeGainLossOnDerivativeNet`	$-177.24M	USD	1 Quarter
Gain (loss) on derivative instruments, net	`DerivativeGainLossOnDerivativeNet`	$-908.24M	USD	3 Qtrs
Gain (loss) on derivative instruments, net	`DerivativeGainLossOnDerivativeNet`	$-723.44M	USD	3 Qtrs
Gain (loss) on derivative instruments, net	`DerivativeGainLossOnDerivativeNet`	$2.89M	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`	$478.00K	USD	1 Quarter
Realized and unrealized credit derivative income (loss), net	`RealizedandUnrealizedCreditDerivativeIncomeLossNet`	$-35.31M	USD	3 Qtrs
Realized and unrealized credit derivative income (loss), net	`RealizedandUnrealizedCreditDerivativeIncomeLossNet`	$5.45M	USD	3 Qtrs
Net gain (loss) on extinguishment of debt	`GainsLossesOnExtinguishmentOfDebt`	$14.74M	USD	3 Qtrs
Net gain (loss) on extinguishment of debt	`GainsLossesOnExtinguishmentOfDebt`	-	USD	3 Qtrs
Net gain (loss) on extinguishment of debt	`GainsLossesOnExtinguishmentOfDebt`	-	USD	1 Quarter
Net gain (loss) on extinguishment of debt	`GainsLossesOnExtinguishmentOfDebt`	$15.85M	USD	1 Quarter
Other investment income (loss), net	`OtherInvestmentIncomeLossNet`	$1.94M	USD	3 Qtrs
Other investment income (loss), net	`OtherInvestmentIncomeLossNet`	$402.00K	USD	1 Quarter
Other investment income (loss), net	`OtherInvestmentIncomeLossNet`	$3.04M	USD	3 Qtrs
Other investment income (loss), net	`OtherInvestmentIncomeLossNet`	$1.00M	USD	1 Quarter
Total other income (loss)	`OtherIncomeLoss`	$-1.92B	USD	3 Qtrs
Total other income (loss)	`OtherIncomeLoss`	$59.83M	USD	3 Qtrs
Total other income (loss)	`OtherIncomeLoss`	$85.05M	USD	1 Quarter
Total other income (loss)	`OtherIncomeLoss`	$26.58M	USD	1 Quarter
Management fee related party	`RelatedPartyTransactionExpensesFromTransactionsWithRelatedParty`	$4.11M	USD	1 Quarter
Management fee related party	`RelatedPartyTransactionExpensesFromTransactionsWithRelatedParty`	$8.74M	USD	1 Quarter
Management fee related party	`RelatedPartyTransactionExpensesFromTransactionsWithRelatedParty`	$27.64M	USD	3 Qtrs
Management fee related party	`RelatedPartyTransactionExpensesFromTransactionsWithRelatedParty`	$24.86M	USD	3 Qtrs
General and administrative	`GeneralAndAdministrativeExpense`	$6.12M	USD	3 Qtrs
General and administrative	`GeneralAndAdministrativeExpense`	$1.83M	USD	1 Quarter
General and administrative	`GeneralAndAdministrativeExpense`	$1.86M	USD	1 Quarter
General and administrative	`GeneralAndAdministrativeExpense`	$9.01M	USD	3 Qtrs
Total expenses	`OperatingExpenses`	$5.94M	USD	1 Quarter
Total expenses	`OperatingExpenses`	$33.87M	USD	3 Qtrs
Total expenses	`OperatingExpenses`	$10.60M	USD	1 Quarter
Total expenses	`OperatingExpenses`	$33.76M	USD	3 Qtrs
Net income (loss)	`NetIncomeLoss`	$18.34M	USD	1 Quarter
Net income (loss)	`NetIncomeLoss`	$89.00M	USD	1 Quarter
Net income (loss)	`NetIncomeLoss`	$107.97M	USD	1 Quarter
Net income (loss)	`NetIncomeLoss`	$246.13M	USD	3 Qtrs
Net income (loss)	`NetIncomeLoss`	$-288.84M	USD	1 Quarter
Net income (loss)	`NetIncomeLoss`	$-1.80B	USD	3 Qtrs
Net income (loss)	`NetIncomeLoss`	$-1.62B	USD	1 Quarter
Net income (loss)	`NetIncomeLoss`	$138.79M	USD	1 Quarter
Dividends to preferred stockholders	`PreferredStockDividendsIncomeStatementImpact`	$11.11M	USD	1 Quarter
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`	$33.32M	USD	3 Qtrs
Net income (loss) available to common stockholders	`NetIncomeLossAvailableToCommonStockholdersBasic`	$-1.83B	USD	3 Qtrs
Net income (loss) available to common stockholders	`NetIncomeLossAvailableToCommonStockholdersBasic`	$96.86M	USD	1 Quarter
Net income (loss) available to common stockholders	`NetIncomeLossAvailableToCommonStockholdersBasic`	$77.90M	USD	1 Quarter
Net income (loss) available to common stockholders	`NetIncomeLossAvailableToCommonStockholdersBasic`	$212.81M	USD	3 Qtrs
Basic (usd per share)	`EarningsPerShareBasic`	$-10.87	USD	3 Qtrs
Basic (usd per share)	`EarningsPerShareBasic`	$0.53	USD	1 Quarter
Basic (usd per share)	`EarningsPerShareBasic`	$0.57	USD	1 Quarter
Basic (usd per share)	`EarningsPerShareBasic`	$1.66	USD	3 Qtrs
Diluted (usd per share)	`EarningsPerShareDiluted`	$0.57	USD	1 Quarter
Diluted (usd per share)	`EarningsPerShareDiluted`	$-10.87	USD	3 Qtrs
Diluted (usd per share)	`EarningsPerShareDiluted`	$0.53	USD	1 Quarter
Diluted (usd per share)	`EarningsPerShareDiluted`	$1.65	USD	3 Qtrs

Cash Flow Statement 89 line items

Line Item	Tag	Value	Unit	Period
Net income (loss)	`ProfitLoss`	$246.13M	USD	3 Qtrs
Net income (loss)	`ProfitLoss`	$-1.80B	USD	3 Qtrs
Amortization of mortgage-backed and credit risk transfer securities premiums and (discounts), net	`AmortizationOfMortgageBackedAndCreditRiskTransferSecuritiesPremiumsDiscountsNet`	$-9.82M	USD	3 Qtrs
Amortization of mortgage-backed and credit risk transfer securities premiums and (discounts), net	`AmortizationOfMortgageBackedAndCreditRiskTransferSecuritiesPremiumsDiscountsNet`	$-28.47M	USD	3 Qtrs
Realized and unrealized (gain) loss on derivative instruments, net	`RealizedAndUnrealizedGainLossOnDerivativeInstrumentsNet`	$-919.61M	USD	3 Qtrs
Realized and unrealized (gain) loss on derivative instruments, net	`RealizedAndUnrealizedGainLossOnDerivativeInstrumentsNet`	$-747.19M	USD	3 Qtrs
Realized and unrealized (gain) loss on credit derivatives, net	`RealizedAndUnrealizedGainLossOnCreditDerivativesNet`	$-41.63M	USD	3 Qtrs
Realized and unrealized (gain) loss on credit derivatives, net	`RealizedAndUnrealizedGainLossOnCreditDerivativesNet`	$-10.40M	USD	3 Qtrs
(Gain) loss on investments, net	`GainLossOnInvestments`	$-996.74M	USD	3 Qtrs
(Gain) loss on investments, net	`GainLossOnInvestments`	$202.41M	USD	1 Quarter
(Gain) loss on investments, net	`GainLossOnInvestments`	$65.11M	USD	1 Quarter
(Gain) loss on investments, net	`GainLossOnInvestments`	$772.98M	USD	3 Qtrs
(Gain) loss from investments in unconsolidated ventures in excess of distributions received	`IncomeLossFromInvestmentsInUnconsolidatedVenturesInExcessOfDistributionsReceived`	$1.80M	USD	3 Qtrs
(Gain) loss from investments in unconsolidated ventures in excess of distributions received	`IncomeLossFromInvestmentsInUnconsolidatedVenturesInExcessOfDistributionsReceived`	$-245.00K	USD	3 Qtrs
Other amortization	`OtherAmortization`	$17.36M	USD	3 Qtrs
Other amortization	`OtherAmortization`	$17.42M	USD	3 Qtrs
Net (gain) loss on extinguishment of debt	`GainsLossesOnExtinguishmentOfDebt`	$14.74M	USD	3 Qtrs
Net (gain) loss on extinguishment of debt	`GainsLossesOnExtinguishmentOfDebt`	-	USD	3 Qtrs
Net (gain) loss on extinguishment of debt	`GainsLossesOnExtinguishmentOfDebt`	-	USD	1 Quarter
Net (gain) loss on extinguishment of debt	`GainsLossesOnExtinguishmentOfDebt`	$15.85M	USD	1 Quarter
Increase (decrease) in operating assets	`IncreaseDecreaseInOperatingAssets`	$-53.92M	USD	3 Qtrs
Increase (decrease) in operating assets	`IncreaseDecreaseInOperatingAssets`	$13.58M	USD	3 Qtrs
Decrease in operating liabilities	`IncreaseDecreaseInOperatingLiabilities`	$-49.03M	USD	3 Qtrs
Decrease in operating liabilities	`IncreaseDecreaseInOperatingLiabilities`	$-8.59M	USD	3 Qtrs
Net cash provided by operating activities	`NetCashProvidedByUsedInOperatingActivities`	$143.71M	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`	$10.52B	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`	$-2.27M	USD	3 Qtrs
Change in other assets	`PaymentsForProceedsFromOtherInvestingActivities`	$-9.87M	USD	3 Qtrs
Change in other assets	`PaymentsForProceedsFromOtherInvestingActivities`	$-40.85M	USD	3 Qtrs
Principal payments from mortgage-backed and credit risk transfer securities	`ProceedsfromMaturitiesPrepaymentsandCallsofMarketableSecurities`	$730.33M	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`	$24.27B	USD	3 Qtrs
Payment on the sale of credit derivatives	`PaymentOnSaleOfCreditDerivatives`	-	USD	3 Qtrs
Payment on the sale of credit derivatives	`PaymentOnSaleOfCreditDerivatives`	$31.35M	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`	$-909.43M	USD	3 Qtrs
Redemption of Federal Home Loan Bank of Indianapolis stock	`IncreaseDecreaseInLoansToFederalHomeLoanBanks`	-	USD	3 Qtrs
Redemption of Federal Home Loan Bank of Indianapolis stock	`IncreaseDecreaseInLoansToFederalHomeLoanBanks`	$-74.25M	USD	3 Qtrs
Net change in due from counterparties and collateral held payable on derivative instruments	`NetChangeInDueFromCounterpartiesAndCollateralHeldPayableInvestingActivities`	$-1.11M	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`	$136.00K	USD	3 Qtrs
Principal payments from commercial loans held-for-investment	`ProceedsfromPrincipalRepaymentsonCommercialLoans`	$7.39M	USD	3 Qtrs
Net cash provided by (used in) investing activities	`NetCashProvidedByUsedInInvestingActivities`	$-4.90B	USD	3 Qtrs
Net cash provided by (used in) investing activities	`NetCashProvidedByUsedInInvestingActivities`	$13.66B	USD	3 Qtrs
Proceeds from issuance of common stock	`ProceedsFromIssuanceOfCommonStock`	$347.18M	USD	3 Qtrs
Proceeds from issuance of common stock	`ProceedsFromIssuanceOfCommonStock`	$486.51M	USD	3 Qtrs
Principal repayments of secured loans	`RepaymentsOfSecuredDebt`	-	USD	3 Qtrs
Principal repayments of secured loans	`RepaymentsOfSecuredDebt`	$1.65B	USD	3 Qtrs
Proceeds from repurchase agreements	`ProceedsFromOtherShortTermDebt`	$55.62B	USD	3 Qtrs
Proceeds from repurchase agreements	`ProceedsFromOtherShortTermDebt`	$94.97B	USD	3 Qtrs
Principal repayments of repurchase agreements	`RepaymentsOfOtherShortTermDebt`	$67.90B	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`	$3.61M	USD	3 Qtrs
Net change in due from counterparties and collateral held payable on repurchase agreements	`NetChangeInDueFromCounterpartiesAndCollateralHeldPayableOnRepurchaseAgreementsFinancingActivities`	$-30.12M	USD	3 Qtrs
Payments of deferred costs	`PaymentsOfFinancingCosts`	$29.00K	USD	3 Qtrs
Payments of deferred costs	`PaymentsOfFinancingCosts`	$176.00K	USD	3 Qtrs
Payments of dividends	`PaymentsOfOrdinaryDividends`	$195.87M	USD	3 Qtrs
Payments of dividends	`PaymentsOfOrdinaryDividends`	$117.33M	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`	$-13.66B	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`	$135.60M	USD	3 Qtrs
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`	$135.62M	USD	Point-in-time
Cash, cash equivalents and restricted cash, beginning of period	`CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalents`	$425.10M	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, end of period	`CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalents`	$205.97M	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`	$425.10M	USD	Point-in-time
Cash, cash equivalents and restricted cash, end of period	`CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalents`	$289.50M	USD	Point-in-time
Interest paid	`InterestPaidNet`	$145.94M	USD	3 Qtrs
Interest paid	`InterestPaidNet`	$391.15M	USD	3 Qtrs
Net change in unrealized gain (loss) on mortgage-backed and credit risk transfer securities	`NetChangeInUnrealizedGainLossOnMortgageBackedAndCreditriskTransferSecurities`	$-199.94M	USD	3 Qtrs
Net change in unrealized gain (loss) on mortgage-backed and credit risk transfer securities	`NetChangeInUnrealizedGainLossOnMortgageBackedAndCreditriskTransferSecurities`	$123.09M	USD	3 Qtrs
Dividends declared not paid	`DividendsPayableCurrentAndNoncurrent`	$66.97M	USD	Point-in-time
Dividends declared not paid	`DividendsPayableCurrentAndNoncurrent`	$74.84M	USD	Point-in-time
Dividends declared not paid	`DividendsPayableCurrentAndNoncurrent`	$11.78M	USD	Point-in-time
Increase (decrease) in Agency CMBS purchase commitments	`IncreaseDecreaseInAgencyCMBSPurchaseCommitments`	$1.12B	USD	3 Qtrs
Increase (decrease) in Agency CMBS purchase commitments	`IncreaseDecreaseInAgencyCMBSPurchaseCommitments`	$-99.56M	USD	3 Qtrs
Net change in investment related receivable (payable) excluding Agency CMBS purchase commitments	`NetChangeInInvestmentRelatedReceivablePayableExcludingAgencyCMBSPurchaseCommitments`	$328.00K	USD	3 Qtrs
Net change in investment related receivable (payable) excluding Agency CMBS purchase commitments	`NetChangeInInvestmentRelatedReceivablePayableExcludingAgencyCMBSPurchaseCommitments`	$-19.60M	USD	3 Qtrs
Dividend paid in common stock	`DividendPaidInCommonStockNoncash`	-	USD	3 Qtrs
Dividend paid in common stock	`DividendPaidInCommonStockNoncash`	$74.23M	USD	3 Qtrs
Offering costs not paid	`OfferingCostsNotPaid`	$78.00K	USD	3 Qtrs
Offering costs not paid	`OfferingCostsNotPaid`	$468.00K	USD	3 Qtrs

Stockholders Equity 58 line items

Line Item	Tag	Value	Unit	Period
Beginning Balance	`StockholdersEquity`	$1.16B	USD	Point-in-time
Beginning Balance	`StockholdersEquity`	$2.29B	USD	Point-in-time
Beginning Balance	`StockholdersEquity`	$1.21B	USD	Point-in-time
Beginning Balance	`StockholdersEquity`	$1.41B	USD	Point-in-time
Beginning Balance	`StockholdersEquity`	$2.93B	USD	Point-in-time
Beginning Balance	`StockholdersEquity`	$2.67B	USD	Point-in-time
Beginning Balance	`StockholdersEquity`	$2.91B	USD	Point-in-time
Beginning Balance	`StockholdersEquity`	$2.67B	USD	Point-in-time
Net income (loss)	`NetIncomeLoss`	$18.34M	USD	1 Quarter
Net income (loss)	`NetIncomeLoss`	$89.00M	USD	1 Quarter
Net income (loss)	`NetIncomeLoss`	$107.97M	USD	1 Quarter
Net income (loss)	`NetIncomeLoss`	$246.13M	USD	3 Qtrs
Net income (loss)	`NetIncomeLoss`	$-288.84M	USD	1 Quarter
Net income (loss)	`NetIncomeLoss`	$-1.80B	USD	3 Qtrs
Net income (loss)	`NetIncomeLoss`	$-1.62B	USD	1 Quarter
Net income (loss)	`NetIncomeLoss`	$138.79M	USD	1 Quarter
Other comprehensive income (loss)	`OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent`	$7.84M	USD	1 Quarter
Other comprehensive income (loss)	`OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent`	$40.83M	USD	1 Quarter
Other comprehensive income (loss)	`OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent`	$-23.38M	USD	1 Quarter
Other comprehensive income (loss)	`OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent`	$56.37M	USD	1 Quarter
Other comprehensive income (loss)	`OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent`	$105.04M	USD	3 Qtrs
Other comprehensive income (loss)	`OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent`	$-159.24M	USD	1 Quarter
Other comprehensive income (loss)	`OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent`	$-34.65M	USD	1 Quarter
Other comprehensive income (loss)	`OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent`	$-217.26M	USD	3 Qtrs
Proceeds from issuance of common stock, net of offering costs	`StockIssuedDuringPeriodValueNewIssues`	$8.15M	USD	1 Quarter
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`	$78.00K	USD	1 Quarter
Proceeds from issuance of common stock, net of offering costs	`StockIssuedDuringPeriodValueNewIssues`	$219.33M	USD	1 Quarter
Stock awards	`StockIssuedDuringPeriodValueRestrictedStockAwardNetOfForfeitures`	$1.00K	USD	1 Quarter
Common stock dividends (in shares)	`CommonStockDividendsShares`	16.34M	shares	Point-in-time
Common stock dividends	`DividendsCommonStockCash`	$57.72M	USD	1 Quarter
Common stock dividends	`DividendsCommonStockCash`	$9.07M	USD	1 Quarter
Common stock dividends	`DividendsCommonStockCash`	$57.96M	USD	1 Quarter
Common stock dividends	`DividendsCommonStockCash`	$-70.61M	USD	1 Quarter
Common stock dividends	`DividendsCommonStockCash`	$64.26M	USD	1 Quarter
Common stock dividends	`DividendsCommonStockCash`	$8.20M	USD	Point-in-time
Common stock dividends	`DividendsCommonStockCash`	$82.48M	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
Preferred stock dividends	`DividendsPreferredStockCash`	$11.11M	USD	1 Quarter
Preferred stock dividends	`DividendsPreferredStockCash`	$11.11M	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`	$130.00K	USD	1 Quarter
Amortization of equity-based compensation	`AdjustmentsToAdditionalPaidInCapitalSharebasedCompensationRequisiteServicePeriodRecognitionValue`	$129.00K	USD	1 Quarter
Amortization of equity-based compensation	`AdjustmentsToAdditionalPaidInCapitalSharebasedCompensationRequisiteServicePeriodRecognitionValue`	$128.00K	USD	1 Quarter
Amortization of equity-based compensation	`AdjustmentsToAdditionalPaidInCapitalSharebasedCompensationRequisiteServicePeriodRecognitionValue`	$132.00K	USD	1 Quarter
Ending Balance	`StockholdersEquity`	$1.16B	USD	Point-in-time
Ending Balance	`StockholdersEquity`	$2.29B	USD	Point-in-time
Ending Balance	`StockholdersEquity`	$1.21B	USD	Point-in-time
Ending Balance	`StockholdersEquity`	$1.41B	USD	Point-in-time
Ending Balance	`StockholdersEquity`	$2.93B	USD	Point-in-time
Ending Balance	`StockholdersEquity`	$2.67B	USD	Point-in-time
Ending Balance	`StockholdersEquity`	$2.91B	USD	Point-in-time
Ending Balance	`StockholdersEquity`	$2.67B	USD	Point-in-time

Comprehensive Income 44 line items

Line Item	Tag	Value	Unit	Period
Net income (loss)	`NetIncomeLoss`	$18.34M	USD	1 Quarter
Net income (loss)	`NetIncomeLoss`	$89.00M	USD	1 Quarter
Net income (loss)	`NetIncomeLoss`	$107.97M	USD	1 Quarter
Net income (loss)	`NetIncomeLoss`	$246.13M	USD	3 Qtrs
Net income (loss)	`NetIncomeLoss`	$-288.84M	USD	1 Quarter
Net income (loss)	`NetIncomeLoss`	$-1.80B	USD	3 Qtrs
Net income (loss)	`NetIncomeLoss`	$-1.62B	USD	1 Quarter
Net income (loss)	`NetIncomeLoss`	$138.79M	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`	$14.48M	USD	1 Quarter
Unrealized gain (loss) on mortgage-backed and credit risk transfer securities, net	`OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodNetOfTax`	$22.81M	USD	1 Quarter
Unrealized gain (loss) on mortgage-backed and credit risk transfer securities, net	`OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodNetOfTax`	$-217.06M	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`	$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`	$54.62M	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`	$-17.12M	USD	3 Qtrs
Reclassification of amortization of net deferred (gain) loss on de-designated interest rate swaps to repurchase agreements interest expense	`OtherComprehensiveIncomeLossReclassificationAdjustmentfromAOCIonDeferredSwapGainLossFromDedesignationNetofTax`	$-17.75M	USD	3 Qtrs
Reclassification of amortization of net deferred (gain) loss on de-designated interest rate swaps to repurchase agreements interest expense	`OtherComprehensiveIncomeLossReclassificationAdjustmentfromAOCIonDeferredSwapGainLossFromDedesignationNetofTax`	$-17.81M	USD	3 Qtrs
Reclassification of amortization of net deferred (gain) loss on de-designated interest rate swaps to repurchase agreements interest expense	`OtherComprehensiveIncomeLossReclassificationAdjustmentfromAOCIonDeferredSwapGainLossFromDedesignationNetofTax`	$-3.24M	USD	1 Quarter
Reclassification of amortization of net deferred (gain) loss on de-designated interest rate swaps to repurchase agreements interest expense	`OtherComprehensiveIncomeLossReclassificationAdjustmentfromAOCIonDeferredSwapGainLossFromDedesignationNetofTax`	$-5.98M	USD	1 Quarter
Currency translation adjustments on investment in unconsolidated venture	`OtherComprehensiveIncomeForeignCurrencyTransactionAndTranslationAdjustmentNetOfTaxPortionAttributableToParent`	$489.00K	USD	3 Qtrs
Currency translation adjustments on investment in unconsolidated venture	`OtherComprehensiveIncomeForeignCurrencyTransactionAndTranslationAdjustmentNetOfTaxPortionAttributableToParent`	$397.00K	USD	1 Quarter
Currency translation adjustments on investment in unconsolidated venture	`OtherComprehensiveIncomeForeignCurrencyTransactionAndTranslationAdjustmentNetOfTaxPortionAttributableToParent`	$290.00K	USD	1 Quarter
Currency translation adjustments on investment in unconsolidated venture	`OtherComprehensiveIncomeForeignCurrencyTransactionAndTranslationAdjustmentNetOfTaxPortionAttributableToParent`	$-306.00K	USD	3 Qtrs
Total other comprehensive income (loss)	`OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent`	$7.84M	USD	1 Quarter
Total other comprehensive income (loss)	`OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent`	$40.83M	USD	1 Quarter
Total other comprehensive income (loss)	`OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent`	$-23.38M	USD	1 Quarter
Total other comprehensive income (loss)	`OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent`	$56.37M	USD	1 Quarter
Total other comprehensive income (loss)	`OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent`	$105.04M	USD	3 Qtrs
Total other comprehensive income (loss)	`OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent`	$-159.24M	USD	1 Quarter
Total other comprehensive income (loss)	`OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent`	$-34.65M	USD	1 Quarter
Total other comprehensive income (loss)	`OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent`	$-217.26M	USD	3 Qtrs
Comprehensive income (loss)	`ComprehensiveIncomeNetOfTax`	$73.32M	USD	1 Quarter
Comprehensive income (loss)	`ComprehensiveIncomeNetOfTax`	$351.17M	USD	3 Qtrs
Comprehensive income (loss)	`ComprehensiveIncomeNetOfTax`	$96.84M	USD	1 Quarter
Comprehensive income (loss)	`ComprehensiveIncomeNetOfTax`	$-2.01B	USD	3 Qtrs
Less: Dividends to preferred stockholders	`PreferredStockDividendsIncomeStatementImpact`	$11.11M	USD	1 Quarter
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`	$33.32M	USD	3 Qtrs
Comprehensive income (loss) attributable to common stockholders	`ComprehensiveIncomeLossNetOfTaxAttributableToCommonStockholders`	$-2.05B	USD	3 Qtrs
Comprehensive income (loss) attributable to common stockholders	`ComprehensiveIncomeLossNetOfTaxAttributableToCommonStockholders`	$85.73M	USD	1 Quarter
Comprehensive income (loss) attributable to common stockholders	`ComprehensiveIncomeLossNetOfTaxAttributableToCommonStockholders`	$317.85M	USD	3 Qtrs
Comprehensive income (loss) attributable to common stockholders	`ComprehensiveIncomeLossNetOfTaxAttributableToCommonStockholders`	$62.21M	USD	1 Quarter

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