10-K Filing

INVESCO MORTGAGE CAPITAL INC. CIK: 1437071 FY 2020

Filing Information

Form Type	10-K
Accession Number	`0001437071-21-000005`
Period End Date	20201231
Filing Date	20210222
Fiscal Year	2020
Fiscal Period	FY
XBRL Instance	ivr-20201231_htm.xml

Filing Contents

This filing contains the following financial statements:

Balance Sheet 70 Income Statement 84 Cash Flow Statement 140 Stockholders Equity 34 Comprehensive Income 33

Balance Sheet 70 line items

Line Item	Tag	Value	Unit	Period
MBS and GSE CRT pledged as collateral	`MarketableSecuritiesPledgedAsCollateral`	$7.61B	USD	Point-in-time
MBS and GSE CRT pledged as collateral	`MarketableSecuritiesPledgedAsCollateral`	$21.13B	USD	Point-in-time
Mortgage-backed and credit risk transfer securities, at fair value (including pledged securities of $7,614,935 and $21,132,742, respectively; net of allowance for credit losses of $1,768 as of December 31, 2020)	`MarketableSecurities`	$8.17B	USD	Point-in-time
Mortgage-backed and credit risk transfer securities, at fair value (including pledged securities of $7,614,935 and $21,132,742, respectively; net of allowance for credit losses of $1,768 as of December 31, 2020)	`MarketableSecurities`	$21.77B	USD	Point-in-time
Allowance for credit losses	`DebtSecuritiesAvailableForSaleAllowanceForCreditLoss`	-	USD	Point-in-time
Allowance for credit losses	`DebtSecuritiesAvailableForSaleAllowanceForCreditLoss`	$1.77M	USD	Point-in-time
Pledged Assets, Not Separately Reported, Other	`PledgedAssetsNotSeparatelyReportedOtherFinancialInstruments`	$44.65M	USD	Point-in-time
Cash and cash equivalents	`CashAndCashEquivalentsAtCarryingValue`	$148.01M	USD	Point-in-time
Cash and cash equivalents	`CashAndCashEquivalentsAtCarryingValue`	$172.51M	USD	Point-in-time
Preferred Stock, par value (in usd per share)	`PreferredStockParOrStatedValuePerShare`	$0.01	USD	Point-in-time
Restricted cash	`RestrictedCash`	$117.00M	USD	Point-in-time
Preferred Stock, par value (in usd per share)	`PreferredStockParOrStatedValuePerShare`	$0.01	USD	Point-in-time
Restricted cash	`RestrictedCash`	$244.57M	USD	Point-in-time
Preferred Stock, Shares Authorized	`PreferredStockSharesAuthorized`	50.00M	shares	Point-in-time
Due from counterparties	`MarginDepositAssets`	$1.08M	USD	Point-in-time
Due from counterparties	`MarginDepositAssets`	$32.57M	USD	Point-in-time
Preferred Stock, Shares Authorized	`PreferredStockSharesAuthorized`	50.00M	shares	Point-in-time
Investment related receivable	`InterestReceivable`	$67.98M	USD	Point-in-time
Investment related receivable	`InterestReceivable`	$15.84M	USD	Point-in-time
Derivative assets	`DerivativeAssets`	$18.53M	USD	Point-in-time
Derivative assets	`DerivativeAssets`	$10.00M	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`	$41.16M	USD	Point-in-time
Total assets	`Assets`	$22.35B	USD	Point-in-time
Total assets	`Assets`	$8.63B	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
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 issued	`CommonStockSharesIssued`	144.26M	shares	Point-in-time
Repurchase agreements	`SecuritiesSoldUnderAgreementsToRepurchase`	$17.53B	USD	Point-in-time
Common stock, shares issued	`CommonStockSharesIssued`	203.22M	shares	Point-in-time
Repurchase agreements	`SecuritiesSoldUnderAgreementsToRepurchase`	$7.23B	USD	Point-in-time
Secured loans	`AdvancesFromFederalHomeLoanBanks`	$1.65B	USD	Point-in-time
Common stock, shares outstanding	`CommonStockSharesOutstanding`	144.26M	shares	Point-in-time
Common stock, shares outstanding	`CommonStockSharesOutstanding`	203.22M	shares	Point-in-time
Secured loans	`AdvancesFromFederalHomeLoanBanks`	-	USD	Point-in-time
Derivative liabilities	`DerivativeLiabilities`	$6.34M	USD	Point-in-time
Derivative liabilities	`DerivativeLiabilities`	$352.00K	USD	Point-in-time
Dividends payable	`DividendsPayableCurrentAndNoncurrent`	$74.84M	USD	Point-in-time
Dividends payable	`DividendsPayableCurrentAndNoncurrent`	$49.58M	USD	Point-in-time
Dividends payable	`DividendsPayableCurrentAndNoncurrent`	$18.97M	USD	Point-in-time
Investment related payable	`InvestmentRelatedLiabilities`	$274.00K	USD	Point-in-time
Investment related payable	`InvestmentRelatedLiabilities`	$99.56M	USD	Point-in-time
Accrued interest payable	`InterestPayableCurrentAndNoncurrent`	$44.00M	USD	Point-in-time
Accrued interest payable	`InterestPayableCurrentAndNoncurrent`	$823.00K	USD	Point-in-time
Collateral held payable	`OtherSecuredFinancings`	$170.00K	USD	Point-in-time
Collateral held payable	`OtherSecuredFinancings`	$3.55M	USD	Point-in-time
Accounts payable and accrued expenses	`AccountsPayableAndAccruedLiabilitiesCurrentAndNoncurrent`	$1.45M	USD	Point-in-time
Accounts payable and accrued expenses	`AccountsPayableAndAccruedLiabilitiesCurrentAndNoncurrent`	$1.56M	USD	Point-in-time
Due to affiliate	`DueToAffiliateCurrentAndNoncurrent`	$11.86M	USD	Point-in-time
Due to affiliate	`DueToAffiliateCurrentAndNoncurrent`	$5.59M	USD	Point-in-time
Total liabilities	`Liabilities`	$19.41B	USD	Point-in-time
Total liabilities	`Liabilities`	$7.27B	USD	Point-in-time
Commitments and contingencies (See Note 15)	`CommitmentsAndContingencies`	-	USD	Point-in-time
Commitments and contingencies (See Note 15)	`CommitmentsAndContingencies`	-	USD	Point-in-time
Common Stock, par value $0.01 per share; 450,000,000 shares authorized; 203,222,108 and 144,256,357 shares issued and outstanding, respectively	`CommonStockValue`	$1.44M	USD	Point-in-time
Common Stock, par value $0.01 per share; 450,000,000 shares authorized; 203,222,108 and 144,256,357 shares issued and outstanding, respectively	`CommonStockValue`	$2.03M	USD	Point-in-time
Additional paid in capital	`AdditionalPaidInCapitalCommonStock`	$3.39B	USD	Point-in-time
Additional paid in capital	`AdditionalPaidInCapitalCommonStock`	$2.89B	USD	Point-in-time
Accumulated other comprehensive income	`AccumulatedOtherComprehensiveIncomeLossNetOfTax`	$288.96M	USD	Point-in-time
Accumulated other comprehensive income	`AccumulatedOtherComprehensiveIncomeLossNetOfTax`	$58.60M	USD	Point-in-time
Retained earnings (distributions in excess of earnings)	`RetainedEarningsAccumulatedDeficit`	$-814.48M	USD	Point-in-time
Retained earnings (distributions in excess of earnings)	`RetainedEarningsAccumulatedDeficit`	$-2.64B	USD	Point-in-time
Total stockholders equity	`StockholdersEquity`	$2.93B	USD	Point-in-time
Total stockholders equity	`StockholdersEquity`	$1.37B	USD	Point-in-time
Total liabilities and stockholders' equity	`LiabilitiesAndStockholdersEquity`	$8.63B	USD	Point-in-time
Total liabilities and stockholders' equity	`LiabilitiesAndStockholdersEquity`	$22.35B	USD	Point-in-time
Common stock, shares outstanding	`CommonStockSharesOutstanding`	144.26M	shares	Point-in-time
Common stock, shares outstanding	`CommonStockSharesOutstanding`	203.22M	shares	Point-in-time

Income Statement 84 line items

Line Item	Tag	Value	Unit	Period
Mortgage-backed and credit risk transfer securities	`InterestAndDividendIncomeSecurities`	$277.40M	USD	Annual
Mortgage-backed and credit risk transfer securities	`InterestAndDividendIncomeSecurities`	$772.66M	USD	Annual
Mortgage-backed and credit risk transfer securities	`InterestAndDividendIncomeSecurities`	$631.48M	USD	Annual
Commercial and other loans	`InterestAndFeeIncomeLoansAndLeases`	$11.54M	USD	Annual
Commercial and other loans	`InterestAndFeeIncomeLoansAndLeases`	$2.77M	USD	Annual
Commercial and other loans	`InterestAndFeeIncomeLoansAndLeases`	$5.71M	USD	Annual
Total interest income	`InterestAndDividendIncomeOperating`	$280.17M	USD	Annual
Total interest income	`InterestAndDividendIncomeOperating`	$643.02M	USD	Annual
Total interest income	`InterestAndDividendIncomeOperating`	$778.37M	USD	Annual
Repurchase agreements	`RepurchaseAgreementsInterestExpenseAmount`	$301.79M	USD	Annual
Repurchase agreements	`RepurchaseAgreementsInterestExpenseAmount`	$73.61M	USD	Annual
Repurchase agreements	`RepurchaseAgreementsInterestExpenseAmount`	$430.70M	USD	Annual
Secured loans	`InterestExpenseFederalHomeLoanBankAndFederalReserveBankAdvancesShortTerm`	$35.45M	USD	Annual
Secured loans	`InterestExpenseFederalHomeLoanBankAndFederalReserveBankAdvancesShortTerm`	$8.65M	USD	Annual
Secured loans	`InterestExpenseFederalHomeLoanBankAndFederalReserveBankAdvancesShortTerm`	$41.62M	USD	Annual
Exchangeable senior notes	`InterestExpenseDebt`	$1.62M	USD	Annual
Exchangeable senior notes	`InterestExpenseDebt`	-	USD	Annual
Exchangeable senior notes	`InterestExpenseDebt`	-	USD	Annual
Total interest expense	`InterestExpense`	$338.87M	USD	Annual
Total interest expense	`InterestExpense`	$82.26M	USD	Annual
Total interest expense	`InterestExpense`	$472.32M	USD	Annual
Net interest income	`InterestIncomeExpenseNet`	$306.05M	USD	Annual
Net interest income	`InterestIncomeExpenseNet`	$304.15M	USD	Annual
Net interest income	`InterestIncomeExpenseNet`	$197.90M	USD	Annual
Gain (loss) on investments, net	`GainLossOnInvestments`	$-961.94M	USD	Annual
Gain (loss) on investments, net	`GainLossOnInvestments`	$624.47M	USD	Annual
Gain (loss) on investments, net	`GainLossOnInvestments`	$-327.70M	USD	Annual
Increase (decrease) in provision for credit losses	`DebtSecuritiesAvailableForSaleAllowanceForCreditLossNotPreviouslyRecorded`	-	USD	Annual
Increase (decrease) in provision for credit losses	`DebtSecuritiesAvailableForSaleAllowanceForCreditLossNotPreviouslyRecorded`	$1.77M	USD	Annual
Increase (decrease) in provision for credit losses	`DebtSecuritiesAvailableForSaleAllowanceForCreditLossNotPreviouslyRecorded`	-	USD	Annual
Equity in earnings of unconsolidated ventures	`IncomeLossFromEquityMethodInvestments`	$3.40M	USD	Annual
Equity in earnings of unconsolidated ventures	`IncomeLossFromEquityMethodInvestments`	$1.16M	USD	Annual
Equity in earnings of unconsolidated ventures	`IncomeLossFromEquityMethodInvestments`	$2.22M	USD	Annual
Gain (loss) on derivative instruments, net	`DerivativeGainLossOnDerivativeNet`	$-851.05M	USD	Annual
Gain (loss) on derivative instruments, net	`DerivativeGainLossOnDerivativeNet`	$-534.75M	USD	Annual
Gain (loss) on derivative instruments, net	`DerivativeGainLossOnDerivativeNet`	$-5.28M	USD	Annual
Realized and unrealized credit derivative income (loss), net	`RealizedandUnrealizedCreditDerivativeIncomeLossNet`	$8.34M	USD	Annual
Realized and unrealized credit derivative income (loss), net	`RealizedandUnrealizedCreditDerivativeIncomeLossNet`	$-151.00K	USD	Annual
Realized and unrealized credit derivative income (loss), net	`RealizedandUnrealizedCreditDerivativeIncomeLossNet`	$-35.31M	USD	Annual
Net gain (loss) on extinguishment of debt	`GainsLossesOnExtinguishmentOfDebt`	$-26.00K	USD	Annual
Net gain (loss) on extinguishment of debt	`GainsLossesOnExtinguishmentOfDebt`	$14.74M	USD	Annual
Net gain (loss) on extinguishment of debt	`GainsLossesOnExtinguishmentOfDebt`	-	USD	Annual
Other investment income (loss), net	`OtherInvestmentIncomeLossNet`	$2.14M	USD	Annual
Other investment income (loss), net	`OtherInvestmentIncomeLossNet`	$2.86M	USD	Annual
Other investment income (loss), net	`OtherInvestmentIncomeLossNet`	$3.95M	USD	Annual
Total other income (loss)	`NoninterestIncomeExpenseNet`	$104.23M	USD	Annual
Total other income (loss)	`NoninterestIncomeExpenseNet`	$-326.89M	USD	Annual
Total other income (loss)	`NoninterestIncomeExpenseNet`	$-1.83B	USD	Annual
Management fee related party	`RelatedPartyTransactionExpensesFromTransactionsWithRelatedParty`	$38.17M	USD	Annual
Management fee related party	`RelatedPartyTransactionExpensesFromTransactionsWithRelatedParty`	$40.72M	USD	Annual
Management fee related party	`RelatedPartyTransactionExpensesFromTransactionsWithRelatedParty`	$29.37M	USD	Annual
General and administrative	`GeneralAndAdministrativeExpense`	$8.00M	USD	Annual
General and administrative	`GeneralAndAdministrativeExpense`	$7.07M	USD	Annual
General and administrative	`GeneralAndAdministrativeExpense`	$10.86M	USD	Annual
Total expenses	`OperatingExpenses`	$40.23M	USD	Annual
Total expenses	`OperatingExpenses`	$47.79M	USD	Annual
Total expenses	`OperatingExpenses`	$46.17M	USD	Annual
Net income (loss)	`ProfitLoss`	$-70.54M	USD	Annual
Net income (loss)	`ProfitLoss`	$-1.67B	USD	Annual
Net income (loss)	`ProfitLoss`	$364.10M	USD	Annual
Net income attributable to non-controlling interest	`NetIncomeLossAttributableToNoncontrollingInterest`	$254.00K	USD	Annual
Net income attributable to non-controlling interest	`NetIncomeLossAttributableToNoncontrollingInterest`	-	USD	Annual
Net income attributable to non-controlling interest	`NetIncomeLossAttributableToNoncontrollingInterest`	-	USD	Annual
Net income (loss) attributable to Invesco Mortgage Capital Inc.	`NetIncomeLoss`	$364.10M	USD	Annual
Net income (loss) attributable to Invesco Mortgage Capital Inc.	`NetIncomeLoss`	$-1.67B	USD	Annual
Net income (loss) attributable to Invesco Mortgage Capital Inc.	`NetIncomeLoss`	$-70.79M	USD	Annual
Dividends to preferred stockholders	`PreferredStockDividendsIncomeStatementImpact`	$44.43M	USD	Annual
Dividends to preferred stockholders	`PreferredStockDividendsIncomeStatementImpact`	$44.43M	USD	Annual
Dividends to preferred stockholders	`PreferredStockDividendsIncomeStatementImpact`	$44.43M	USD	Annual
Net income (loss) attributable to common stockholders	`NetIncomeLossAvailableToCommonStockholdersBasic`	$-1.72B	USD	Annual
Net income (loss) attributable to common stockholders	`NetIncomeLossAvailableToCommonStockholdersBasic`	$319.68M	USD	Annual
Net income (loss) attributable to common stockholders	`NetIncomeLossAvailableToCommonStockholdersBasic`	$-115.22M	USD	Annual
Basic (in usd per share)	`EarningsPerShareBasic`	$-9.89	USD	Annual
Basic (in usd per share)	`EarningsPerShareBasic`	$2.42	USD	Annual
Basic (in usd per share)	`EarningsPerShareBasic`	$-1.03	USD	Annual
Diluted (in usd per share)	`EarningsPerShareDiluted`	$-9.89	USD	Annual
Diluted (in usd per share)	`EarningsPerShareDiluted`	$-1.03	USD	Annual
Diluted (in usd per share)	`EarningsPerShareDiluted`	$2.42	USD	Annual
Basic (in shares)	`WeightedAverageNumberOfSharesOutstandingBasic`	173.73M	shares	Annual
Basic (in shares)	`WeightedAverageNumberOfSharesOutstandingBasic`	111.64M	shares	Annual
Basic (in shares)	`WeightedAverageNumberOfSharesOutstandingBasic`	132.31M	shares	Annual
Diluted (in shares)	`WeightedAverageNumberOfDilutedSharesOutstanding`	132.32M	shares	Annual
Diluted (in shares)	`WeightedAverageNumberOfDilutedSharesOutstanding`	173.73M	shares	Annual
Diluted (in shares)	`WeightedAverageNumberOfDilutedSharesOutstanding`	111.64M	shares	Annual

Cash Flow Statement 140 line items

Line Item	Tag	Value	Unit	Period
Net income (loss)	`ProfitLoss`	$-70.54M	USD	Annual
Net income (loss)	`ProfitLoss`	$-1.67B	USD	Annual
Net income (loss)	`ProfitLoss`	$364.10M	USD	Annual
Amortization of mortgage-backed and credit risk transfer securities premiums and (discounts), net	`AccretionAmortizationOfDiscountsAndPremiumsInvestments`	$-15.98M	USD	Annual
Amortization of mortgage-backed and credit risk transfer securities premiums and (discounts), net	`AccretionAmortizationOfDiscountsAndPremiumsInvestments`	$-42.61M	USD	Annual
Amortization of mortgage-backed and credit risk transfer securities premiums and (discounts), net	`AccretionAmortizationOfDiscountsAndPremiumsInvestments`	$-46.24M	USD	Annual
Realized and unrealized (gain) loss on derivative instruments, net	`RealizedAndUnrealizedGainLossOnDerivativeInstrumentsNet`	$-859.10M	USD	Annual
Realized and unrealized (gain) loss on derivative instruments, net	`RealizedAndUnrealizedGainLossOnDerivativeInstrumentsNet`	$14.74M	USD	Annual
Realized and unrealized (gain) loss on derivative instruments, net	`RealizedAndUnrealizedGainLossOnDerivativeInstrumentsNet`	$-570.60M	USD	Annual
Realized and unrealized (gain) loss on credit derivatives, net	`RealizedAndUnrealizedGainLossOnCreditDerivativesNet`	$-12.49M	USD	Annual
Realized and unrealized (gain) loss on credit derivatives, net	`RealizedAndUnrealizedGainLossOnCreditDerivativesNet`	$-41.63M	USD	Annual
Realized and unrealized (gain) loss on credit derivatives, net	`RealizedAndUnrealizedGainLossOnCreditDerivativesNet`	$-22.63M	USD	Annual
(Gain) loss on investments, net	`GainLossOnInvestments`	$-961.94M	USD	Annual
(Gain) loss on investments, net	`GainLossOnInvestments`	$624.47M	USD	Annual
(Gain) loss on investments, net	`GainLossOnInvestments`	$-327.70M	USD	Annual
Increase (decrease) in provision for credit losses	`DebtSecuritiesAvailableForSaleAllowanceForCreditLossNotPreviouslyRecorded`	-	USD	Annual
Increase (decrease) in provision for credit losses	`DebtSecuritiesAvailableForSaleAllowanceForCreditLossNotPreviouslyRecorded`	$1.77M	USD	Annual
Increase (decrease) in provision for credit losses	`DebtSecuritiesAvailableForSaleAllowanceForCreditLossNotPreviouslyRecorded`	-	USD	Annual
(Gain) loss from investments in unconsolidated ventures in excess of distributions received	`IncomeLossFromInvestmentsInUnconsolidatedVenturesInExcessOfDistributionsReceived`	$-392.00K	USD	Annual
(Gain) loss from investments in unconsolidated ventures in excess of distributions received	`IncomeLossFromInvestmentsInUnconsolidatedVenturesInExcessOfDistributionsReceived`	$-229.00K	USD	Annual
(Gain) loss from investments in unconsolidated ventures in excess of distributions received	`IncomeLossFromInvestmentsInUnconsolidatedVenturesInExcessOfDistributionsReceived`	$490.00K	USD	Annual
Other amortization	`OtherAmortization`	$25.18M	USD	Annual
Other amortization	`OtherAmortization`	$23.21M	USD	Annual
Other amortization	`OtherAmortization`	$23.28M	USD	Annual
Net (gain) loss on extinguishment of debt	`GainsLossesOnExtinguishmentOfDebt`	$-26.00K	USD	Annual
Net (gain) loss on extinguishment of debt	`GainsLossesOnExtinguishmentOfDebt`	$14.74M	USD	Annual
Net (gain) loss on extinguishment of debt	`GainsLossesOnExtinguishmentOfDebt`	-	USD	Annual
(Gain) loss on foreign currency transactions, net	`ForeignCurrencyTransactionGainLossBeforeTax`	$-1.04M	USD	Annual
(Gain) loss on foreign currency transactions, net	`ForeignCurrencyTransactionGainLossBeforeTax`	-	USD	Annual
(Gain) loss on foreign currency transactions, net	`ForeignCurrencyTransactionGainLossBeforeTax`	-	USD	Annual
(Increase) decrease in operating assets	`IncreaseDecreaseInOperatingAssets`	$8.10M	USD	Annual
(Increase) decrease in operating assets	`IncreaseDecreaseInOperatingAssets`	$-51.65M	USD	Annual
(Increase) decrease in operating assets	`IncreaseDecreaseInOperatingAssets`	$155.00K	USD	Annual
Increase (decrease) in operating liabilities	`IncreaseDecreaseInOperatingLiabilities`	$20.48M	USD	Annual
Increase (decrease) in operating liabilities	`IncreaseDecreaseInOperatingLiabilities`	$-49.46M	USD	Annual
Increase (decrease) in operating liabilities	`IncreaseDecreaseInOperatingLiabilities`	$6.19M	USD	Annual
Net cash provided by operating activities	`NetCashProvidedByUsedInOperatingActivities`	$343.36M	USD	Annual
Net cash provided by operating activities	`NetCashProvidedByUsedInOperatingActivities`	$304.26M	USD	Annual
Net cash provided by operating activities	`NetCashProvidedByUsedInOperatingActivities`	$170.46M	USD	Annual
Purchase of mortgage-backed and credit risk transfer securities	`PaymentsToAcquireMarketableSecurities`	$13.61B	USD	Annual
Purchase of mortgage-backed and credit risk transfer securities	`PaymentsToAcquireMarketableSecurities`	$6.22B	USD	Annual
Purchase of mortgage-backed and credit risk transfer securities	`PaymentsToAcquireMarketableSecurities`	$9.24B	USD	Annual
Distributions from (contributions to) investments in unconsolidated ventures, net	`ContributionsDistributionsInEquityMethodInvestee`	$-1.35M	USD	Annual
Distributions from (contributions to) investments in unconsolidated ventures, net	`ContributionsDistributionsInEquityMethodInvestee`	$-6.50M	USD	Annual
Distributions from (contributions to) investments in unconsolidated ventures, net	`ContributionsDistributionsInEquityMethodInvestee`	$-1.12M	USD	Annual
Change in other assets	`PaymentsForProceedsFromOtherInvestingActivities`	$-10.33M	USD	Annual
Change in other assets	`PaymentsForProceedsFromOtherInvestingActivities`	$-40.85M	USD	Annual
Change in other assets	`PaymentsForProceedsFromOtherInvestingActivities`	$51.02M	USD	Annual
Principal payments from mortgage-backed and credit risk transfer securities	`ProceedsfromMaturitiesPrepaymentsandCallsofMarketableSecurities`	$892.59M	USD	Annual
Principal payments from mortgage-backed and credit risk transfer securities	`ProceedsfromMaturitiesPrepaymentsandCallsofMarketableSecurities`	$1.99B	USD	Annual
Principal payments from mortgage-backed and credit risk transfer securities	`ProceedsfromMaturitiesPrepaymentsandCallsofMarketableSecurities`	$2.19B	USD	Annual
Proceeds from sale of mortgage-backed and credit risk transfer securities	`ProceedsFromSaleAndMaturityOfMarketableSecurities`	$25.03B	USD	Annual
Proceeds from sale of mortgage-backed and credit risk transfer securities	`ProceedsFromSaleAndMaturityOfMarketableSecurities`	$3.31B	USD	Annual
Proceeds from sale of mortgage-backed and credit risk transfer securities	`ProceedsFromSaleAndMaturityOfMarketableSecurities`	$4.75B	USD	Annual
Payment on the sale of credit derivatives	`PaymentOnSaleOfCreditDerivatives`	-	USD	Annual
Payment on the sale of credit derivatives	`PaymentOnSaleOfCreditDerivatives`	-	USD	Annual
Payment on the sale of credit derivatives	`PaymentOnSaleOfCreditDerivatives`	$31.35M	USD	Annual
Settlement (termination) of futures, forwards, swaps, and TBAs, net	`PaymentsForProceedsFromTerminationofFuturesForwardsSwapsSwaptionsAndTBAs`	$597.08M	USD	Annual
Settlement (termination) of futures, forwards, swaps, and TBAs, net	`PaymentsForProceedsFromTerminationofFuturesForwardsSwapsSwaptionsAndTBAs`	$2.83M	USD	Annual
Settlement (termination) of futures, forwards, swaps, and TBAs, net	`PaymentsForProceedsFromTerminationofFuturesForwardsSwapsSwaptionsAndTBAs`	$844.58M	USD	Annual
Redemption of Federal Home Loan Bank of Indianapolis stock	`IncreaseDecreaseInLoansToFederalHomeLoanBanks`	-	USD	Annual
Redemption of Federal Home Loan Bank of Indianapolis stock	`IncreaseDecreaseInLoansToFederalHomeLoanBanks`	$-74.25M	USD	Annual
Redemption of Federal Home Loan Bank of Indianapolis stock	`IncreaseDecreaseInLoansToFederalHomeLoanBanks`	-	USD	Annual
Net change in due from counterparties and collateral held payable on derivative instruments	`NetChangeInDueFromCounterpartiesAndCollateralHeldPayableInvestingActivities`	$1.09M	USD	Annual
Net change in due from counterparties and collateral held payable on derivative instruments	`NetChangeInDueFromCounterpartiesAndCollateralHeldPayableInvestingActivities`	$-3.99M	USD	Annual
Net change in due from counterparties and collateral held payable on derivative instruments	`NetChangeInDueFromCounterpartiesAndCollateralHeldPayableInvestingActivities`	$-3.17M	USD	Annual
Principal payments from commercial loans held-for-investment	`ProceedsfromPrincipalRepaymentsonCommercialLoans`	$136.00K	USD	Annual
Principal payments from commercial loans held-for-investment	`ProceedsfromPrincipalRepaymentsonCommercialLoans`	$160.93M	USD	Annual
Principal payments from commercial loans held-for-investment	`ProceedsfromPrincipalRepaymentsonCommercialLoans`	$7.53M	USD	Annual
Origination and advances of commercial loans, net of origination fees	`PaymentsforOriginationofLoansNetofOriginationFees`	-	USD	Annual
Origination and advances of commercial loans, net of origination fees	`PaymentsforOriginationofLoansNetofOriginationFees`	$1.68M	USD	Annual
Origination and advances of commercial loans, net of origination fees	`PaymentsforOriginationofLoansNetofOriginationFees`	-	USD	Annual
Net cash provided by (used in) investing activities	`NetCashProvidedByUsedInInvestingActivities`	$621.55M	USD	Annual
Net cash provided by (used in) investing activities	`NetCashProvidedByUsedInInvestingActivities`	$11.55B	USD	Annual
Net cash provided by (used in) investing activities	`NetCashProvidedByUsedInInvestingActivities`	$-4.32B	USD	Annual
Proceeds from issuance of common stock	`ProceedsFromIssuanceOfCommonStock`	$509.07M	USD	Annual
Proceeds from issuance of common stock	`ProceedsFromIssuanceOfCommonStock`	-	USD	Annual
Proceeds from issuance of common stock	`ProceedsFromIssuanceOfCommonStock`	$420.74M	USD	Annual
Repurchase of common stock	`PaymentsForRepurchaseOfCommonStock`	$1.14M	USD	Annual
Repurchase of common stock	`PaymentsForRepurchaseOfCommonStock`	-	USD	Annual
Repurchase of common stock	`PaymentsForRepurchaseOfCommonStock`	-	USD	Annual
Principal repayments of secured loans	`RepaymentsOfSecuredDebt`	-	USD	Annual
Principal repayments of secured loans	`RepaymentsOfSecuredDebt`	$1.65B	USD	Annual
Principal repayments of secured loans	`RepaymentsOfSecuredDebt`	-	USD	Annual
Proceeds from repurchase agreements	`ProceedsFromOtherShortTermDebt`	$131.62B	USD	Annual
Proceeds from repurchase agreements	`ProceedsFromOtherShortTermDebt`	$75.70B	USD	Annual
Proceeds from repurchase agreements	`ProceedsFromOtherShortTermDebt`	$136.57B	USD	Annual
Principal repayments of repurchase agreements and related fees	`RepaymentsOfOtherShortTermDebt`	$127.69B	USD	Annual
Principal repayments of repurchase agreements and related fees	`RepaymentsOfOtherShortTermDebt`	$137.05B	USD	Annual
Principal repayments of repurchase agreements and related fees	`RepaymentsOfOtherShortTermDebt`	$85.99B	USD	Annual
Extinguishment of exchangeable senior notes	`RepaymentsOfSeniorDebt`	$143.43M	USD	Annual
Extinguishment of exchangeable senior notes	`RepaymentsOfSeniorDebt`	-	USD	Annual
Extinguishment of exchangeable senior notes	`RepaymentsOfSeniorDebt`	-	USD	Annual
Net change in due from counterparties and collateral held payable on repurchase agreements	`NetChangeInDueFromCounterpartiesAndCollateralHeldPayableOnRepurchaseAgreementsFinancingActivities`	$-33.77M	USD	Annual
Net change in due from counterparties and collateral held payable on repurchase agreements	`NetChangeInDueFromCounterpartiesAndCollateralHeldPayableOnRepurchaseAgreementsFinancingActivities`	$32.56M	USD	Annual
Net change in due from counterparties and collateral held payable on repurchase agreements	`NetChangeInDueFromCounterpartiesAndCollateralHeldPayableOnRepurchaseAgreementsFinancingActivities`	-	USD	Annual
Payments of deferred costs	`PaymentsOfFinancingCosts`	$35.00K	USD	Annual
Payments of deferred costs	`PaymentsOfFinancingCosts`	$167.00K	USD	Annual
Payments of deferred costs	`PaymentsOfFinancingCosts`	$346.00K	USD	Annual
Purchase of Operating Partnership units from non-controlling interest	`PaymentsToMinorityShareholders`	-	USD	Annual
Purchase of Operating Partnership units from non-controlling interest	`PaymentsToMinorityShareholders`	-	USD	Annual
Purchase of Operating Partnership units from non-controlling interest	`PaymentsToMinorityShareholders`	$21.76M	USD	Annual
Payments of dividends and distributions	`PaymentsOfOrdinaryDividends`	$234.37M	USD	Annual
Payments of dividends and distributions	`PaymentsOfOrdinaryDividends`	$137.50M	USD	Annual
Payments of dividends and distributions	`PaymentsOfOrdinaryDividends`	$271.23M	USD	Annual
Net cash (used in) provided by financing activities	`NetCashProvidedByUsedInFinancingActivities`	$-11.62B	USD	Annual
Net cash (used in) provided by financing activities	`NetCashProvidedByUsedInFinancingActivities`	$4.13B	USD	Annual
Net cash (used in) provided by financing activities	`NetCashProvidedByUsedInFinancingActivities`	$-879.20M	USD	Annual
Net change in cash, cash equivalents and restricted cash	`CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalentsPeriodIncreaseDecreaseIncludingExchangeRateEffect`	$103.08M	USD	Annual
Net change in cash, cash equivalents and restricted cash	`CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalentsPeriodIncreaseDecreaseIncludingExchangeRateEffect`	$46.62M	USD	Annual
Net change in cash, cash equivalents and restricted cash	`CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalentsPeriodIncreaseDecreaseIncludingExchangeRateEffect`	$153.88M	USD	Annual
Cash, cash equivalents and restricted cash, beginning of period	`CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalents`	$392.58M	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`	$289.50M	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`	$392.58M	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`	$289.50M	USD	Point-in-time
Cash, cash equivalents and restricted cash, end of period	`CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalents`	$89.00M	USD	Point-in-time
Interest paid	`InterestPaidNet`	$344.42M	USD	Annual
Interest paid	`InterestPaidNet`	$149.23M	USD	Annual
Interest paid	`InterestPaidNet`	$489.66M	USD	Annual
Net change in unrealized gain (loss) on mortgage-backed and credit risk transfer securities	`NetChangeInUnrealizedGainOnAvailableForSaleSecuritiesAndDerivatives`	$-207.71M	USD	Annual
Net change in unrealized gain (loss) on mortgage-backed and credit risk transfer securities	`NetChangeInUnrealizedGainOnAvailableForSaleSecuritiesAndDerivatives`	$-17.26M	USD	Annual
Net change in unrealized gain (loss) on mortgage-backed and credit risk transfer securities	`NetChangeInUnrealizedGainOnAvailableForSaleSecuritiesAndDerivatives`	$93.04M	USD	Annual
Dividends and distributions declared not paid	`DividendsPayableCurrentAndNoncurrent`	$74.84M	USD	Point-in-time
Dividends and distributions declared not paid	`DividendsPayableCurrentAndNoncurrent`	$49.58M	USD	Point-in-time
Dividends and distributions declared not paid	`DividendsPayableCurrentAndNoncurrent`	$18.97M	USD	Point-in-time
Increase (decrease) in Agency CMBS purchase commitments	`IncreaseDecreaseInAgencyCMBSPurchaseCommitments`	$-99.56M	USD	Annual
Increase (decrease) in Agency CMBS purchase commitments	`IncreaseDecreaseInAgencyCMBSPurchaseCommitments`	$-32.53M	USD	Annual
Increase (decrease) in Agency CMBS purchase commitments	`IncreaseDecreaseInAgencyCMBSPurchaseCommitments`	$132.09M	USD	Annual
Net change in investment related receivable (payable) excluding Agency CMBS purchase commitments	`NetChangeinInvestmentRelatedPayableReceivable`	$-3.00M	USD	Annual
Net change in investment related receivable (payable) excluding Agency CMBS purchase commitments	`NetChangeinInvestmentRelatedPayableReceivable`	$5.72M	USD	Annual
Net change in investment related receivable (payable) excluding Agency CMBS purchase commitments	`NetChangeinInvestmentRelatedPayableReceivable`	$266.00K	USD	Annual
Change in foreign currency translation adjustment on other investments	`ChangeInForeignCurrentlyTranslationAdjustmentOnOtherInvestments`	$1.16M	USD	Annual
Change in foreign currency translation adjustment on other investments	`ChangeInForeignCurrentlyTranslationAdjustmentOnOtherInvestments`	$-1.14M	USD	Annual
Change in foreign currency translation adjustment on other investments	`ChangeInForeignCurrentlyTranslationAdjustmentOnOtherInvestments`	$447.00K	USD	Annual
Dividend paid in common stock	`DividendPaidInCommonStockNoncash`	$74.23M	USD	Annual
Dividend paid in common stock	`DividendPaidInCommonStockNoncash`	-	USD	Annual
Dividend paid in common stock	`DividendPaidInCommonStockNoncash`	-	USD	Annual

Stockholders Equity 34 line items

Line Item	Tag	Value	Unit	Period
Beginning balance	`StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest`	$2.29B	USD	Point-in-time
Beginning balance	`StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest`	$2.66B	USD	Point-in-time
Beginning balance	`StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest`	$2.93B	USD	Point-in-time
Beginning balance	`StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest`	$1.37B	USD	Point-in-time
Net income (loss)	`ProfitLoss`	$-70.54M	USD	Annual
Net income (loss)	`ProfitLoss`	$-1.67B	USD	Annual
Net income (loss)	`ProfitLoss`	$364.10M	USD	Annual
Other comprehensive income (loss)	`OtherComprehensiveIncomeLossNetOfTax`	$68.15M	USD	Annual
Other comprehensive income (loss)	`OtherComprehensiveIncomeLossNetOfTax`	$-230.36M	USD	Annual
Other comprehensive income (loss)	`OtherComprehensiveIncomeLossNetOfTax`	$-43.55M	USD	Annual
Repurchase of shares of common stock (in shares)	`StockRepurchasedDuringPeriodShares`	75,100.00	shares	Point-in-time
Repurchase of shares of common stock	`StockRepurchasedDuringPeriodValue`	$1.10M	USD	Point-in-time
Repurchase of shares of common stock	`StockRepurchasedDuringPeriodValue`	$1.14M	USD	Annual
Stock awards	`StockIssuedDuringPeriodValueRestrictedStockAwardNetOfForfeitures`	$1.00K	USD	Annual
Common stock dividends	`DividendsCommonStockCash`	$37.20M	USD	Annual
Common stock dividends	`DividendsCommonStockCash`	$187.54M	USD	Annual
Common stock dividends	`DividendsCommonStockCash`	$8.20M	USD	Point-in-time
Common stock dividends	`DividendsCommonStockCash`	$252.07M	USD	Annual
Common unit dividends	`MinorityInterestDecreaseFromDistributionsToNoncontrollingInterestHolders`	$1.80M	USD	Annual
Preferred stock dividends	`DividendsPreferredStockCash`	$44.43M	USD	Annual
Preferred stock dividends	`DividendsPreferredStockCash`	$44.43M	USD	Annual
Preferred stock dividends	`DividendsPreferredStockCash`	$44.43M	USD	Annual
Amortization of equity-based compensation	`AdjustmentsToAdditionalPaidInCapitalSharebasedCompensationRequisiteServicePeriodRecognitionValue`	$522.00K	USD	Annual
Amortization of equity-based compensation	`AdjustmentsToAdditionalPaidInCapitalSharebasedCompensationRequisiteServicePeriodRecognitionValue`	$570.00K	USD	Annual
Amortization of equity-based compensation	`AdjustmentsToAdditionalPaidInCapitalSharebasedCompensationRequisiteServicePeriodRecognitionValue`	$517.00K	USD	Annual
Purchase of OP Units from non-controlling interest	`MinorityInterestDecreaseFromRedemptions`	$21.76M	USD	Annual
Rebalancing of ownership percentage of non-controlling interest	`NoncontrollingInterestRebalancingOfOwnershipInterest`	-	USD	Annual
Proceeds from issuance of common stock, net of offering costs	`StockIssuedDuringPeriodValueNewIssues`	$420.74M	USD	Annual
Proceeds from issuance of common stock, net of offering costs	`StockIssuedDuringPeriodValueNewIssues`	$508.93M	USD	Annual
Common stock dividends (in shares)	`CommonStockDividendsShares`	16.34M	shares	Point-in-time
Ending balance	`StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest`	$2.29B	USD	Point-in-time
Ending balance	`StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest`	$2.66B	USD	Point-in-time
Ending balance	`StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest`	$2.93B	USD	Point-in-time
Ending balance	`StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest`	$1.37B	USD	Point-in-time

Comprehensive Income 33 line items

Line Item	Tag	Value	Unit	Period
Net income (loss)	`ProfitLoss`	$-70.54M	USD	Annual
Net income (loss)	`ProfitLoss`	$-1.67B	USD	Annual
Net income (loss)	`ProfitLoss`	$364.10M	USD	Annual
Unrealized gain (loss) on mortgage-backed and credit risk transfer securities, net	`OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodNetOfTax`	$-223.42M	USD	Annual
Unrealized gain (loss) on mortgage-backed and credit risk transfer securities, net	`OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodNetOfTax`	$-210.42M	USD	Annual
Unrealized gain (loss) on mortgage-backed and credit risk transfer securities, net	`OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodNetOfTax`	$83.97M	USD	Annual
Reclassification of unrealized (gain) loss on sale of mortgage-backed and credit risk transfer securities to gain (loss) on investments, net	`OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIForSaleOfSecuritiesNetOfTax`	$-193.16M	USD	Annual
Reclassification of unrealized (gain) loss on sale of mortgage-backed and credit risk transfer securities to gain (loss) on investments, net	`OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIForSaleOfSecuritiesNetOfTax`	$-13.94M	USD	Annual
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	Annual
Reclassification of unrealized loss on available-for-sale securities to (increase) decrease in provision for credit losses	`OtherComprehensiveIncomeLossReclassificationOfUnrealizedLossOnAvailableForSaleSecuritiesToIncreaseDecreaseInProvisionForCreditLossesNetOfTax`	-	USD	Annual
Reclassification of unrealized loss on available-for-sale securities to (increase) decrease in provision for credit losses	`OtherComprehensiveIncomeLossReclassificationOfUnrealizedLossOnAvailableForSaleSecuritiesToIncreaseDecreaseInProvisionForCreditLossesNetOfTax`	$-1.77M	USD	Annual
Reclassification of unrealized loss on available-for-sale securities to (increase) decrease in provision for credit losses	`OtherComprehensiveIncomeLossReclassificationOfUnrealizedLossOnAvailableForSaleSecuritiesToIncreaseDecreaseInProvisionForCreditLossesNetOfTax`	-	USD	Annual
Reclassification of amortization of net deferred (gain) loss on de-designated interest rate swaps to repurchase agreements interest expense	`OtherComprehensiveIncomeLossReclassificationAdjustmentfromAOCIonDeferredSwapGainLossFromDedesignationNetofTax`	$-23.79M	USD	Annual
Reclassification of amortization of net deferred (gain) loss on de-designated interest rate swaps to repurchase agreements interest expense	`OtherComprehensiveIncomeLossReclassificationAdjustmentfromAOCIonDeferredSwapGainLossFromDedesignationNetofTax`	$-23.73M	USD	Annual
Reclassification of amortization of net deferred (gain) loss on de-designated interest rate swaps to repurchase agreements interest expense	`OtherComprehensiveIncomeLossReclassificationAdjustmentfromAOCIonDeferredSwapGainLossFromDedesignationNetofTax`	$-25.84M	USD	Annual
Currency translation adjustments on investment in unconsolidated venture	`OtherComprehensiveIncomeLossForeignCurrencyTransactionAndTranslationAdjustmentNetOfTax`	$1.14M	USD	Annual
Currency translation adjustments on investment in unconsolidated venture	`OtherComprehensiveIncomeLossForeignCurrencyTransactionAndTranslationAdjustmentNetOfTax`	$-1.16M	USD	Annual
Currency translation adjustments on investment in unconsolidated venture	`OtherComprehensiveIncomeLossForeignCurrencyTransactionAndTranslationAdjustmentNetOfTax`	$-447.00K	USD	Annual
Total other comprehensive income (loss)	`OtherComprehensiveIncomeLossNetOfTax`	$68.15M	USD	Annual
Total other comprehensive income (loss)	`OtherComprehensiveIncomeLossNetOfTax`	$-230.36M	USD	Annual
Total other comprehensive income (loss)	`OtherComprehensiveIncomeLossNetOfTax`	$-43.55M	USD	Annual
Comprehensive income (loss)	`ComprehensiveIncomeNetOfTaxIncludingPortionAttributableToNoncontrollingInterest`	$432.25M	USD	Annual
Comprehensive income (loss)	`ComprehensiveIncomeNetOfTaxIncludingPortionAttributableToNoncontrollingInterest`	$-114.08M	USD	Annual
Comprehensive income (loss)	`ComprehensiveIncomeNetOfTaxIncludingPortionAttributableToNoncontrollingInterest`	$-1.90B	USD	Annual
Less: Comprehensive (income) loss attributable to non-controlling interest	`ComprehensiveIncomeNetOfTaxAttributableToNoncontrollingInterest`	-	USD	Annual
Less: Comprehensive (income) loss attributable to non-controlling interest	`ComprehensiveIncomeNetOfTaxAttributableToNoncontrollingInterest`	$-979.00K	USD	Annual
Less: Comprehensive (income) loss attributable to non-controlling interest	`ComprehensiveIncomeNetOfTaxAttributableToNoncontrollingInterest`	-	USD	Annual
Less: Dividends to preferred stockholders	`PreferredStockDividendsIncomeStatementImpact`	$44.43M	USD	Annual
Less: Dividends to preferred stockholders	`PreferredStockDividendsIncomeStatementImpact`	$44.43M	USD	Annual
Less: Dividends to preferred stockholders	`PreferredStockDividendsIncomeStatementImpact`	$44.43M	USD	Annual
Comprehensive income (loss) attributable to common stockholders	`ComprehensiveIncomeLossNetOfTaxAttributableToCommonStockholders`	$-157.53M	USD	Annual
Comprehensive income (loss) attributable to common stockholders	`ComprehensiveIncomeLossNetOfTaxAttributableToCommonStockholders`	$-1.95B	USD	Annual
Comprehensive income (loss) attributable to common stockholders	`ComprehensiveIncomeLossNetOfTaxAttributableToCommonStockholders`	$387.82M	USD	Annual

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