10-Q Filing

INVESCO MORTGAGE CAPITAL INC. CIK: 1437071 Q3 2022

Filing Information

Form Type	10-Q
Accession Number	`0001437071-22-000033`
Period End Date	20220930
Filing Date	20221102
Fiscal Year	2022
Fiscal Period	Q3
XBRL Instance	ivr-20220930_htm.xml

Filing Contents

This filing contains the following financial statements:

Balance Sheet 71 Income Statement 92 Cash Flow Statement 85 Stockholders Equity 70 Comprehensive Income 48

Balance Sheet 71 line items

Line Item	Tag	Value	Unit	Period
Marketable securities pledged as collateral	`MarketableSecuritiesPledgedAsCollateral`	$7.33B	USD	Point-in-time
Marketable securities pledged as collateral	`MarketableSecuritiesPledgedAsCollateral`	$4.04B	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
Mortgage-backed securities, at fair value (including pledged securities of $4,043,370 and $7,326,175, respectively)	`MarketableSecurities`	$4.36B	USD	Point-in-time
Mortgage-backed securities, at fair value (including pledged securities of $4,043,370 and $7,326,175, respectively)	`MarketableSecurities`	$7.80B	USD	Point-in-time
Preferred Stock - shares authorized (in shares)	`PreferredStockSharesAuthorized`	50.00M	shares	Point-in-time
Cash and cash equivalents	`CashAndCashEquivalentsAtCarryingValue`	$357.13M	USD	Point-in-time
Preferred Stock - shares authorized (in shares)	`PreferredStockSharesAuthorized`	50.00M	shares	Point-in-time
Cash and cash equivalents	`CashAndCashEquivalentsAtCarryingValue`	$163.59M	USD	Point-in-time
Restricted cash	`RestrictedCash`	$100.78M	USD	Point-in-time
Restricted cash	`RestrictedCash`	$219.92M	USD	Point-in-time
Due from counterparties	`DuefromCounterparties`	$4.84M	USD	Point-in-time
Due from counterparties	`DuefromCounterparties`	$7.99M	USD	Point-in-time
Investment related receivable	`NotesReceivableNet`	$16.77M	USD	Point-in-time
Investment related receivable	`NotesReceivableNet`	$19.31M	USD	Point-in-time
Derivative assets, at fair value	`DerivativeAssets`	$270.00K	USD	Point-in-time
Derivative assets, at fair value	`DerivativeAssets`	$11.23M	USD	Point-in-time
Other assets	`OtherAssets`	$28.98M	USD	Point-in-time
Other assets	`OtherAssets`	$37.51M	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`	$8.44B	USD	Point-in-time
Common Stock - shares authorized (in shares)	`CommonStockSharesAuthorized`	67.00M	shares	Point-in-time
Total assets	`Assets`	$4.69B	USD	Point-in-time
Common Stock - shares authorized (in shares)	`CommonStockSharesAuthorized`	450.00M	shares	Point-in-time
Common Stock - shares issued (in shares)	`CommonStockSharesIssued`	32.99M	shares	Point-in-time
Common Stock - shares issued (in shares)	`CommonStockSharesIssued`	35.35M	shares	Point-in-time
Common Stock - shares outstanding (in shares)	`CommonStockSharesOutstanding`	35.35M	shares	Point-in-time
Common Stock - shares outstanding (in shares)	`CommonStockSharesOutstanding`	32.99M	shares	Point-in-time
Repurchase agreements	`SecuritiesSoldUnderAgreementsToRepurchase`	$3.89B	USD	Point-in-time
Repurchase agreements	`SecuritiesSoldUnderAgreementsToRepurchase`	$6.99B	USD	Point-in-time
Derivative liabilities, at fair value	`DerivativeLiabilities`	$3.69M	USD	Point-in-time
Derivative liabilities, at fair value	`DerivativeLiabilities`	$14.36M	USD	Point-in-time
Dividends payable	`DividendsPayableCurrentAndNoncurrent`	$29.69M	USD	Point-in-time
Dividends payable	`DividendsPayableCurrentAndNoncurrent`	$28.06M	USD	Point-in-time
Dividends payable	`DividendsPayableCurrentAndNoncurrent`	$22.98M	USD	Point-in-time
Investment related payable	`InvestmentRelatedLiabilities`	$706.00K	USD	Point-in-time
Investment related payable	`InvestmentRelatedLiabilities`	-	USD	Point-in-time
Accrued interest payable	`InterestPayableCurrentAndNoncurrent`	$3.77M	USD	Point-in-time
Accrued interest payable	`InterestPayableCurrentAndNoncurrent`	$1.17M	USD	Point-in-time
Collateral held payable	`OtherSecuredFinancings`	$280.00K	USD	Point-in-time
Collateral held payable	`OtherSecuredFinancings`	$10.00K	USD	Point-in-time
Accounts payable and accrued expenses	`AccountsPayableAndAccruedLiabilitiesCurrentAndNoncurrent`	$1.89M	USD	Point-in-time
Accounts payable and accrued expenses	`AccountsPayableAndAccruedLiabilitiesCurrentAndNoncurrent`	$1.84M	USD	Point-in-time
Due to affiliate	`DueToAffiliateCurrentAndNoncurrent`	$4.21M	USD	Point-in-time
Due to affiliate	`DueToAffiliateCurrentAndNoncurrent`	$6.49M	USD	Point-in-time
Total liabilities	`Liabilities`	$7.04B	USD	Point-in-time
Total liabilities	`Liabilities`	$3.92B	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; 67,000,000 and 450,000,000 shares authorized, respectively; 35,352,123 and 32,987,478 shares issued and outstanding, respectively	`CommonStockValue`	$353.00K	USD	Point-in-time
Common Stock, par value $0.01 per share; 67,000,000 and 450,000,000 shares authorized, respectively; 35,352,123 and 32,987,478 shares issued and outstanding, respectively	`CommonStockValue`	$330.00K	USD	Point-in-time
Additional paid in capital	`AdditionalPaidInCapitalCommonStock`	$3.82B	USD	Point-in-time
Additional paid in capital	`AdditionalPaidInCapitalCommonStock`	$3.86B	USD	Point-in-time
Accumulated other comprehensive income	`AccumulatedOtherComprehensiveIncomeLossNetOfTax`	$16.51M	USD	Point-in-time
Accumulated other comprehensive income	`AccumulatedOtherComprehensiveIncomeLossNetOfTax`	$37.29M	USD	Point-in-time
Retained earnings (distributions in excess of earnings)	`RetainedEarningsAccumulatedDeficit`	$-2.88B	USD	Point-in-time
Retained earnings (distributions in excess of earnings)	`RetainedEarningsAccumulatedDeficit`	$-3.41B	USD	Point-in-time
Total stockholders equity	`StockholdersEquity`	$1.40B	USD	Point-in-time
Total stockholders equity	`StockholdersEquity`	$1.37B	USD	Point-in-time
Total stockholders equity	`StockholdersEquity`	$1.37B	USD	Point-in-time
Total stockholders equity	`StockholdersEquity`	$959.46M	USD	Point-in-time
Total stockholders equity	`StockholdersEquity`	$761.21M	USD	Point-in-time
Total stockholders equity	`StockholdersEquity`	$1.13B	USD	Point-in-time
Total stockholders equity	`StockholdersEquity`	$1.48B	USD	Point-in-time
Total stockholders equity	`StockholdersEquity`	$1.46B	USD	Point-in-time
Total liabilities and stockholders' equity	`LiabilitiesAndStockholdersEquity`	$4.69B	USD	Point-in-time
Total liabilities and stockholders' equity	`LiabilitiesAndStockholdersEquity`	$8.44B	USD	Point-in-time
Common Stock - shares authorized (in shares)	`CommonStockSharesAuthorized`	67.00M	shares	Point-in-time
Common Stock - shares authorized (in shares)	`CommonStockSharesAuthorized`	450.00M	shares	Point-in-time

Income Statement 92 line items

Line Item	Tag	Value	Unit	Period
Mortgage-backed and other securities	`InterestAndDividendIncomeSecurities`	$42.66M	USD	1 Quarter
Mortgage-backed and other securities	`InterestAndDividendIncomeSecurities`	$134.69M	USD	3 Qtrs
Mortgage-backed and other securities	`InterestAndDividendIncomeSecurities`	$49.06M	USD	1 Quarter
Mortgage-backed and other securities	`InterestAndDividendIncomeSecurities`	$124.72M	USD	3 Qtrs
Commercial loan	`InterestAndFeeIncomeLoansCommercial`	$525.00K	USD	1 Quarter
Commercial loan	`InterestAndFeeIncomeLoansCommercial`	$1.77M	USD	3 Qtrs
Commercial loan	`InterestAndFeeIncomeLoansCommercial`	$670.00K	USD	1 Quarter
Commercial loan	`InterestAndFeeIncomeLoansCommercial`	$1.62M	USD	3 Qtrs
Total interest income	`InterestAndDividendIncomeOperating`	$49.73M	USD	1 Quarter
Total interest income	`InterestAndDividendIncomeOperating`	$43.18M	USD	1 Quarter
Total interest income	`InterestAndDividendIncomeOperating`	$126.35M	USD	3 Qtrs
Total interest income	`InterestAndDividendIncomeOperating`	$136.46M	USD	3 Qtrs
Repurchase agreements	`RepurchaseAgreementsInterestExpenseAmountNet`	$-3.27M	USD	1 Quarter
Repurchase agreements	`RepurchaseAgreementsInterestExpenseAmountNet`	$-8.11M	USD	3 Qtrs
Repurchase agreements	`RepurchaseAgreementsInterestExpenseAmountNet`	$18.01M	USD	1 Quarter
Repurchase agreements	`RepurchaseAgreementsInterestExpenseAmountNet`	$19.36M	USD	3 Qtrs
Total interest expense	`InterestExpense`	$19.36M	USD	3 Qtrs
Total interest expense	`InterestExpense`	$-3.27M	USD	1 Quarter
Total interest expense	`InterestExpense`	$18.01M	USD	1 Quarter
Total interest expense	`InterestExpense`	$-8.11M	USD	3 Qtrs
Net interest income	`InterestIncomeExpenseNet`	$134.46M	USD	3 Qtrs
Net interest income	`InterestIncomeExpenseNet`	$117.10M	USD	3 Qtrs
Net interest income	`InterestIncomeExpenseNet`	$46.45M	USD	1 Quarter
Net interest income	`InterestIncomeExpenseNet`	$31.72M	USD	1 Quarter
Gain (loss) on investments, net	`GainLossOnInvestments`	$-16.83M	USD	1 Quarter
Gain (loss) on investments, net	`GainLossOnInvestments`	$-1.09B	USD	3 Qtrs
Gain (loss) on investments, net	`GainLossOnInvestments`	$-276.07M	USD	3 Qtrs
Gain (loss) on investments, net	`GainLossOnInvestments`	$-260.84M	USD	1 Quarter
(Increase) decrease in provision for credit losses	`DebtSecuritiesAvailableForSaleAllowanceForCreditLossNotPreviouslyRecorded`	$-1.77M	USD	3 Qtrs
(Increase) decrease in provision for credit losses	`DebtSecuritiesAvailableForSaleAllowanceForCreditLossNotPreviouslyRecorded`	-	USD	1 Quarter
(Increase) decrease in provision for credit losses	`DebtSecuritiesAvailableForSaleAllowanceForCreditLossNotPreviouslyRecorded`	-	USD	1 Quarter
(Increase) decrease in provision for credit losses	`DebtSecuritiesAvailableForSaleAllowanceForCreditLossNotPreviouslyRecorded`	-	USD	3 Qtrs
Equity in earnings (losses) of unconsolidated ventures	`IncomeLossFromEquityMethodInvestments`	$581.00K	USD	3 Qtrs
Equity in earnings (losses) of unconsolidated ventures	`IncomeLossFromEquityMethodInvestments`	$-287.00K	USD	3 Qtrs
Equity in earnings (losses) of unconsolidated ventures	`IncomeLossFromEquityMethodInvestments`	$-6.00K	USD	1 Quarter
Equity in earnings (losses) of unconsolidated ventures	`IncomeLossFromEquityMethodInvestments`	$344.00K	USD	1 Quarter
Gain (loss) on derivative instruments, net	`DerivativeGainLossOnDerivativeNet`	$135.96M	USD	3 Qtrs
Gain (loss) on derivative instruments, net	`DerivativeGainLossOnDerivativeNet`	$133.55M	USD	1 Quarter
Gain (loss) on derivative instruments, net	`DerivativeGainLossOnDerivativeNet`	$554.15M	USD	3 Qtrs
Gain (loss) on derivative instruments, net	`DerivativeGainLossOnDerivativeNet`	$35.28M	USD	1 Quarter
Other investment income (loss), net	`OtherInvestmentIncomeLossNet`	$1.00K	USD	1 Quarter
Other investment income (loss), net	`OtherInvestmentIncomeLossNet`	$44.00K	USD	3 Qtrs
Other investment income (loss), net	`OtherInvestmentIncomeLossNet`	-	USD	1 Quarter
Other investment income (loss), net	`OtherInvestmentIncomeLossNet`	$1.00K	USD	3 Qtrs
Total other income (loss)	`OtherIncomeLoss`	$18.80M	USD	1 Quarter
Total other income (loss)	`OtherIncomeLoss`	$-536.19M	USD	3 Qtrs
Total other income (loss)	`OtherIncomeLoss`	$-127.29M	USD	1 Quarter
Total other income (loss)	`OtherIncomeLoss`	$-137.76M	USD	3 Qtrs
Management fee related party	`RelatedPartyTransactionExpensesFromTransactionsWithRelatedParty`	$5.43M	USD	1 Quarter
Management fee related party	`RelatedPartyTransactionExpensesFromTransactionsWithRelatedParty`	$3.84M	USD	1 Quarter
Management fee related party	`RelatedPartyTransactionExpensesFromTransactionsWithRelatedParty`	$15.77M	USD	3 Qtrs
Management fee related party	`RelatedPartyTransactionExpensesFromTransactionsWithRelatedParty`	$13.73M	USD	3 Qtrs
General and administrative	`GeneralAndAdministrativeExpense`	$6.56M	USD	3 Qtrs
General and administrative	`GeneralAndAdministrativeExpense`	$2.14M	USD	1 Quarter
General and administrative	`GeneralAndAdministrativeExpense`	$2.02M	USD	1 Quarter
General and administrative	`GeneralAndAdministrativeExpense`	$6.28M	USD	3 Qtrs
Total expenses	`OperatingExpenses`	$20.29M	USD	3 Qtrs
Total expenses	`OperatingExpenses`	$5.85M	USD	1 Quarter
Total expenses	`OperatingExpenses`	$22.05M	USD	3 Qtrs
Total expenses	`OperatingExpenses`	$7.57M	USD	1 Quarter
Net income (loss)	`NetIncomeLoss`	$-228.42M	USD	1 Quarter
Net income (loss)	`NetIncomeLoss`	$-109.53M	USD	1 Quarter
Net income (loss)	`NetIncomeLoss`	$-73.76M	USD	1 Quarter
Net income (loss)	`NetIncomeLoss`	$-439.38M	USD	3 Qtrs
Net income (loss)	`NetIncomeLoss`	$-9.28M	USD	1 Quarter
Net income (loss)	`NetIncomeLoss`	$57.68M	USD	1 Quarter
Net income (loss)	`NetIncomeLoss`	$-101.43M	USD	1 Quarter
Net income (loss)	`NetIncomeLoss`	$-25.35M	USD	3 Qtrs
Dividends to preferred stockholders	`PreferredStockDividendsIncomeStatementImpact`	$5.86M	USD	1 Quarter
Dividends to preferred stockholders	`PreferredStockDividendsIncomeStatementImpact`	$8.39M	USD	1 Quarter
Dividends to preferred stockholders	`PreferredStockDividendsIncomeStatementImpact`	$29.40M	USD	3 Qtrs
Dividends to preferred stockholders	`PreferredStockDividendsIncomeStatementImpact`	$22.36M	USD	3 Qtrs
Gain on repurchase and retirement of preferred stock	`PreferredStockRedemptionDiscount`	$14.18M	USD	3 Qtrs
Gain on repurchase and retirement of preferred stock	`PreferredStockRedemptionDiscount`	$12.69M	USD	1 Quarter
Gain on repurchase and retirement of preferred stock	`PreferredStockRedemptionDiscount`	-	USD	3 Qtrs
Gain on repurchase and retirement of preferred stock	`PreferredStockRedemptionDiscount`	-	USD	1 Quarter
Issuance and redemption costs of redeemed preferred stock	`PreferredStockRedemptionPremium`	-	USD	1 Quarter
Issuance and redemption costs of redeemed preferred stock	`PreferredStockRedemptionPremium`	$4.68M	USD	3 Qtrs
Issuance and redemption costs of redeemed preferred stock	`PreferredStockRedemptionPremium`	-	USD	1 Quarter
Issuance and redemption costs of redeemed preferred stock	`PreferredStockRedemptionPremium`	-	USD	3 Qtrs
Net income (loss) attributable to common stockholders	`NetIncomeLossAvailableToCommonStockholdersBasic`	$-447.56M	USD	3 Qtrs
Net income (loss) attributable to common stockholders	`NetIncomeLossAvailableToCommonStockholdersBasic`	$49.29M	USD	1 Quarter
Net income (loss) attributable to common stockholders	`NetIncomeLossAvailableToCommonStockholdersBasic`	$-94.60M	USD	1 Quarter
Net income (loss) attributable to common stockholders	`NetIncomeLossAvailableToCommonStockholdersBasic`	$-59.44M	USD	3 Qtrs
Basic (in USD per share)	`EarningsPerShareBasic`	$1.66	USD	1 Quarter
Basic (in USD per share)	`EarningsPerShareBasic`	$-2.28	USD	3 Qtrs
Basic (in USD per share)	`EarningsPerShareBasic`	$-13.42	USD	3 Qtrs
Basic (in USD per share)	`EarningsPerShareBasic`	$-2.78	USD	1 Quarter
Diluted (in USD per share)	`EarningsPerShareDiluted`	$1.66	USD	1 Quarter
Diluted (in USD per share)	`EarningsPerShareDiluted`	$-2.28	USD	3 Qtrs
Diluted (in USD per share)	`EarningsPerShareDiluted`	$-13.42	USD	3 Qtrs
Diluted (in USD per share)	`EarningsPerShareDiluted`	$-2.78	USD	1 Quarter

Cash Flow Statement 85 line items

Line Item	Tag	Value	Unit	Period
Net income (loss)	`ProfitLoss`	$-439.38M	USD	3 Qtrs
Net income (loss)	`ProfitLoss`	$-25.35M	USD	3 Qtrs
Amortization of mortgage-backed and other securities premiums and (discounts), net	`AmortizationOfMortgageBackedAndCreditRiskTransferSecuritiesPremiumsDiscountsNet`	$-835.00K	USD	3 Qtrs
Amortization of mortgage-backed and other securities premiums and (discounts), net	`AmortizationOfMortgageBackedAndCreditRiskTransferSecuritiesPremiumsDiscountsNet`	$-28.44M	USD	3 Qtrs
Realized and unrealized (gain) loss on derivative instruments, net	`RealizedAndUnrealizedGainLossOnDerivativeInstrumentsNet`	$509.16M	USD	3 Qtrs
Realized and unrealized (gain) loss on derivative instruments, net	`RealizedAndUnrealizedGainLossOnDerivativeInstrumentsNet`	$149.25M	USD	3 Qtrs
(Gain) loss on investments, net	`GainLossOnInvestments`	$-16.83M	USD	1 Quarter
(Gain) loss on investments, net	`GainLossOnInvestments`	$-1.09B	USD	3 Qtrs
(Gain) loss on investments, net	`GainLossOnInvestments`	$-276.07M	USD	3 Qtrs
(Gain) loss on investments, net	`GainLossOnInvestments`	$-260.84M	USD	1 Quarter
Increase (decrease) in provision for credit losses	`DebtSecuritiesAvailableForSaleAllowanceForCreditLossNotPreviouslyRecorded`	$-1.77M	USD	3 Qtrs
Increase (decrease) in provision for credit losses	`DebtSecuritiesAvailableForSaleAllowanceForCreditLossNotPreviouslyRecorded`	-	USD	1 Quarter
Increase (decrease) in provision for credit losses	`DebtSecuritiesAvailableForSaleAllowanceForCreditLossNotPreviouslyRecorded`	-	USD	1 Quarter
Increase (decrease) in provision for credit losses	`DebtSecuritiesAvailableForSaleAllowanceForCreditLossNotPreviouslyRecorded`	-	USD	3 Qtrs
(Gain) loss from investments in unconsolidated ventures in excess of distributions received	`IncomeLossFromInvestmentsInUnconsolidatedVenturesInExcessOfDistributionsReceived`	$-38.00K	USD	3 Qtrs
(Gain) loss from investments in unconsolidated ventures in excess of distributions received	`IncomeLossFromInvestmentsInUnconsolidatedVenturesInExcessOfDistributionsReceived`	$-4.00K	USD	3 Qtrs
Other amortization	`OtherAmortization`	$15.91M	USD	3 Qtrs
Other amortization	`OtherAmortization`	$14.40M	USD	3 Qtrs
(Increase) decrease in operating assets	`IncreaseDecreaseInOperatingAssets`	$1.90M	USD	3 Qtrs
(Increase) decrease in operating assets	`IncreaseDecreaseInOperatingAssets`	$2.90M	USD	3 Qtrs
Increase (decrease) in operating liabilities	`IncreaseDecreaseInOperatingLiabilities`	$1.13M	USD	3 Qtrs
Increase (decrease) in operating liabilities	`IncreaseDecreaseInOperatingLiabilities`	$651.00K	USD	3 Qtrs
Net cash provided by (used in) operating activities	`NetCashProvidedByUsedInOperatingActivities`	$126.78M	USD	3 Qtrs
Net cash provided by (used in) operating activities	`NetCashProvidedByUsedInOperatingActivities`	$110.45M	USD	3 Qtrs
Purchase of mortgage-backed securities	`PaymentsToAcquireMarketableSecurities`	$13.39B	USD	3 Qtrs
Purchase of mortgage-backed securities	`PaymentsToAcquireMarketableSecurities`	$20.72B	USD	3 Qtrs
Purchase of U.S. Treasury securities	`PaymentsToAcquireTradingSecuritiesHeldforinvestment`	$502.29M	USD	3 Qtrs
Purchase of U.S. Treasury securities	`PaymentsToAcquireTradingSecuritiesHeldforinvestment`	-	USD	3 Qtrs
Distributions from investments in unconsolidated ventures, net	`ContributionsDistributionsInEquityMethodInvestee`	$-4.14M	USD	3 Qtrs
Distributions from investments in unconsolidated ventures, net	`ContributionsDistributionsInEquityMethodInvestee`	$-8.53M	USD	3 Qtrs
Principal payments from mortgage-backed securities	`ProceedsfromMaturitiesPrepaymentsandCallsofMarketableSecurities`	$330.55M	USD	3 Qtrs
Principal payments from mortgage-backed securities	`ProceedsfromMaturitiesPrepaymentsandCallsofMarketableSecurities`	$615.20M	USD	3 Qtrs
Proceeds from sale of mortgage-backed securities	`ProceedsFromSaleAndMaturityOfMarketableSecurities`	$22.78B	USD	3 Qtrs
Proceeds from sale of mortgage-backed securities	`ProceedsFromSaleAndMaturityOfMarketableSecurities`	$11.82B	USD	3 Qtrs
Proceeds from the sale of U.S. Treasury securities	`ProceedsFromSaleOfAvailableForSaleSecuritiesDebt`	$468.05M	USD	3 Qtrs
Proceeds from the sale of U.S. Treasury securities	`ProceedsFromSaleOfAvailableForSaleSecuritiesDebt`	-	USD	3 Qtrs
Settlement (termination) of forwards, swaps, swaptions and TBAs, net	`ProceedsFromPaymentsForSettlementOrTerminationOfForwardsSwapsFuturesAndTBAsNet`	$164.40M	USD	3 Qtrs
Settlement (termination) of forwards, swaps, swaptions and TBAs, net	`ProceedsFromPaymentsForSettlementOrTerminationOfForwardsSwapsFuturesAndTBAsNet`	$487.54M	USD	3 Qtrs
Net change in due from counterparties and collateral held payable on derivative instruments	`NetChangeInDueFromCounterpartiesAndCollateralHeldPayableInvestingActivities`	$-649.00K	USD	3 Qtrs
Net change in due from counterparties and collateral held payable on derivative instruments	`NetChangeInDueFromCounterpartiesAndCollateralHeldPayableInvestingActivities`	$-10.17M	USD	3 Qtrs
Net cash provided by (used in) investing activities	`NetCashProvidedByUsedInInvestingActivities`	$2.85B	USD	3 Qtrs
Net cash provided by (used in) investing activities	`NetCashProvidedByUsedInInvestingActivities`	$-797.63M	USD	3 Qtrs
Proceeds from issuance of common stock	`ProceedsFromIssuanceOfCommonStock`	$38.73M	USD	3 Qtrs
Proceeds from issuance of common stock	`ProceedsFromIssuanceOfCommonStock`	$375.28M	USD	3 Qtrs
Redemption of preferred stock	`PaymentsForRepurchaseOfRedeemablePreferredStock`	$140.04M	USD	3 Qtrs
Redemption of preferred stock	`PaymentsForRepurchaseOfRedeemablePreferredStock`	-	USD	3 Qtrs
Repurchase of preferred stock	`PaymentsForRepurchaseOfPreferredStockAndPreferenceStock`	-	USD	3 Qtrs
Repurchase of preferred stock	`PaymentsForRepurchaseOfPreferredStockAndPreferenceStock`	$115.08M	USD	3 Qtrs
Cash paid in lieu of fractional shares in connection with one-for-ten reverse stock split	`PaymentMadeInConnectionOfReverseStockSplit`	-	USD	3 Qtrs
Cash paid in lieu of fractional shares in connection with one-for-ten reverse stock split	`PaymentMadeInConnectionOfReverseStockSplit`	$1.00K	USD	3 Qtrs
Proceeds from repurchase agreements	`ProceedsFromOtherShortTermDebt`	$71.07B	USD	3 Qtrs
Proceeds from repurchase agreements	`ProceedsFromOtherShortTermDebt`	$51.69B	USD	3 Qtrs
Principal repayments of repurchase agreements	`RepaymentsOfOtherShortTermDebt`	$54.79B	USD	3 Qtrs
Principal repayments of repurchase agreements	`RepaymentsOfOtherShortTermDebt`	$70.42B	USD	3 Qtrs
Net change in due from counterparties and collateral held payable on repurchase agreements	`NetChangeInDueFromCounterpartiesAndCollateralHeldPayableOnRepurchaseAgreementsFinancingActivities`	$2.31M	USD	3 Qtrs
Net change in due from counterparties and collateral held payable on repurchase agreements	`NetChangeInDueFromCounterpartiesAndCollateralHeldPayableOnRepurchaseAgreementsFinancingActivities`	$-3.53M	USD	3 Qtrs
Payments of deferred costs	`PaymentsOfFinancingCosts`	$350.00K	USD	3 Qtrs
Payments of deferred costs	`PaymentsOfFinancingCosts`	$575.00K	USD	3 Qtrs
Payments of dividends	`PaymentsOfOrdinaryDividends`	$96.62M	USD	3 Qtrs
Payments of dividends	`PaymentsOfOrdinaryDividends`	$111.46M	USD	3 Qtrs
Net cash provided by (used in) financing activities	`NetCashProvidedByUsedInFinancingActivities`	$780.84M	USD	3 Qtrs
Net cash provided by (used in) financing activities	`NetCashProvidedByUsedInFinancingActivities`	$-3.29B	USD	3 Qtrs
Net change in cash, cash equivalents and restricted cash	`CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalentsPeriodIncreaseDecreaseIncludingExchangeRateEffect`	$-312.69M	USD	3 Qtrs
Net change in cash, cash equivalents and restricted cash	`CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalentsPeriodIncreaseDecreaseIncludingExchangeRateEffect`	$93.67M	USD	3 Qtrs
Cash, cash equivalents and restricted cash, beginning of period	`CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalents`	$264.37M	USD	Point-in-time
Cash, cash equivalents and restricted cash, beginning of period	`CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalents`	$577.05M	USD	Point-in-time
Cash, cash equivalents and restricted cash, beginning of period	`CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalents`	$486.25M	USD	Point-in-time
Cash, cash equivalents and restricted cash, beginning of period	`CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalents`	$392.58M	USD	Point-in-time
Cash, cash equivalents and restricted cash, end of period	`CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalents`	$264.37M	USD	Point-in-time
Cash, cash equivalents and restricted cash, end of period	`CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalents`	$577.05M	USD	Point-in-time
Cash, cash equivalents and restricted cash, end of period	`CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalents`	$486.25M	USD	Point-in-time
Cash, cash equivalents and restricted cash, end of period	`CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalents`	$392.58M	USD	Point-in-time
Interest paid	`InterestPaidNet`	$31.62M	USD	3 Qtrs
Interest paid	`InterestPaidNet`	$8.28M	USD	3 Qtrs
Net change in unrealized gain (loss) on mortgage-backed securities classified as available-for-sale	`NetChangeInUnrealizedGainLossOnMortgageBackedAndCreditriskTransferSecurities`	$1.66M	USD	3 Qtrs
Net change in unrealized gain (loss) on mortgage-backed securities classified as available-for-sale	`NetChangeInUnrealizedGainLossOnMortgageBackedAndCreditriskTransferSecurities`	$-5.49M	USD	3 Qtrs
Dividends declared not paid	`DividendsPayableCurrentAndNoncurrent`	$29.69M	USD	Point-in-time
Dividends declared not paid	`DividendsPayableCurrentAndNoncurrent`	$28.06M	USD	Point-in-time
Dividends declared not paid	`DividendsPayableCurrentAndNoncurrent`	$22.98M	USD	Point-in-time
Net change in investment related receivable (payable)	`NetChangeInInvestmentRelatedReceivablePayableExcludingAgencyCMBSPurchaseCommitments`	$61.00K	USD	3 Qtrs
Net change in investment related receivable (payable)	`NetChangeInInvestmentRelatedReceivablePayableExcludingAgencyCMBSPurchaseCommitments`	$-416.00K	USD	3 Qtrs
Offering costs not paid	`OfferingCostsNotPaid`	$144.00K	USD	3 Qtrs
Offering costs not paid	`OfferingCostsNotPaid`	$351.00K	USD	3 Qtrs
Change in foreign currency translation adjustment on other investments	`ChangeInForeignCurrentlyTranslationAdjustmentOnOtherInvestments`	$434.00K	USD	3 Qtrs
Change in foreign currency translation adjustment on other investments	`ChangeInForeignCurrentlyTranslationAdjustmentOnOtherInvestments`	$-164.00K	USD	3 Qtrs

Stockholders Equity 70 line items

Line Item	Tag	Value	Unit	Period
Beginning balance (in shares)	`CommonStockSharesOutstanding`	35.35M	shares	Point-in-time
Beginning balance (in shares)	`CommonStockSharesOutstanding`	32.99M	shares	Point-in-time
Beginning balance	`StockholdersEquity`	$1.40B	USD	Point-in-time
Beginning balance	`StockholdersEquity`	$1.37B	USD	Point-in-time
Beginning balance	`StockholdersEquity`	$1.37B	USD	Point-in-time
Beginning balance	`StockholdersEquity`	$959.46M	USD	Point-in-time
Beginning balance	`StockholdersEquity`	$761.21M	USD	Point-in-time
Beginning balance	`StockholdersEquity`	$1.13B	USD	Point-in-time
Beginning balance	`StockholdersEquity`	$1.48B	USD	Point-in-time
Beginning balance	`StockholdersEquity`	$1.46B	USD	Point-in-time
Net income (loss)	`NetIncomeLoss`	$-228.42M	USD	1 Quarter
Net income (loss)	`NetIncomeLoss`	$-109.53M	USD	1 Quarter
Net income (loss)	`NetIncomeLoss`	$-73.76M	USD	1 Quarter
Net income (loss)	`NetIncomeLoss`	$-439.38M	USD	3 Qtrs
Net income (loss)	`NetIncomeLoss`	$-9.28M	USD	1 Quarter
Net income (loss)	`NetIncomeLoss`	$57.68M	USD	1 Quarter
Net income (loss)	`NetIncomeLoss`	$-101.43M	USD	1 Quarter
Net income (loss)	`NetIncomeLoss`	$-25.35M	USD	3 Qtrs
Other comprehensive income (loss)	`OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent`	$-14.57M	USD	3 Qtrs
Other comprehensive income (loss)	`OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent`	$-7.82M	USD	1 Quarter
Other comprehensive income (loss)	`OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent`	$-6.72M	USD	1 Quarter
Other comprehensive income (loss)	`OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent`	$-6.24M	USD	1 Quarter
Other comprehensive income (loss)	`OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent`	$-5.89M	USD	1 Quarter
Other comprehensive income (loss)	`OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent`	$-4.91M	USD	1 Quarter
Other comprehensive income (loss)	`OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent`	$-3.78M	USD	1 Quarter
Other comprehensive income (loss)	`OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent`	$-20.78M	USD	3 Qtrs
Proceeds from issuance of common stock, net of offering costs	`StockIssuedDuringPeriodValueNewIssues`	$160.98M	USD	1 Quarter
Proceeds from issuance of common stock, net of offering costs	`StockIssuedDuringPeriodValueNewIssues`	$67.53M	USD	1 Quarter
Proceeds from issuance of common stock, net of offering costs	`StockIssuedDuringPeriodValueNewIssues`	$145.88M	USD	1 Quarter
Proceeds from issuance of common stock, net of offering costs	`StockIssuedDuringPeriodValueNewIssues`	$38.61M	USD	1 Quarter
Stock awards	`StockIssuedDuringPeriodValueRestrictedStockAwardNetOfForfeitures`	-	USD	1 Quarter
Stock awards	`StockIssuedDuringPeriodValueRestrictedStockAwardNetOfForfeitures`	-	USD	1 Quarter
Stock awards	`StockIssuedDuringPeriodValueRestrictedStockAwardNetOfForfeitures`	$1.00K	USD	1 Quarter
Stock awards	`StockIssuedDuringPeriodValueRestrictedStockAwardNetOfForfeitures`	-	USD	1 Quarter
Repurchase and retirement of preferred stock	`StockRepurchasedAndRetiredDuringPeriodValue`	$14.56M	USD	1 Quarter
Repurchase and retirement of preferred stock	`StockRepurchasedAndRetiredDuringPeriodValue`	$100.52M	USD	1 Quarter
Payments in lieu of fractional shares in connection with one-for-ten reverse stock split	`AdjustmentsToAdditionalPaidInCapitalStockSplit`	$1.00K	USD	1 Quarter
Common stock dividends	`DividendsCommonStockCash`	$29.69M	USD	1 Quarter
Common stock dividends	`DividendsCommonStockCash`	$28.06M	USD	1 Quarter
Common stock dividends	`DividendsCommonStockCash`	$22.98M	USD	1 Quarter
Common stock dividends	`DividendsCommonStockCash`	$29.72M	USD	1 Quarter
Common stock dividends	`DividendsCommonStockCash`	$22.18M	USD	1 Quarter
Common stock dividends	`DividendsCommonStockCash`	$26.07M	USD	1 Quarter
Preferred stock dividends	`DividendsPreferredStockCash`	$8.39M	USD	1 Quarter
Preferred stock dividends	`DividendsPreferredStockCash`	$11.11M	USD	1 Quarter
Preferred stock dividends	`DividendsPreferredStockCash`	$8.39M	USD	1 Quarter
Preferred stock dividends	`DividendsPreferredStockCash`	$5.86M	USD	1 Quarter
Preferred stock dividends	`DividendsPreferredStockCash`	$9.90M	USD	1 Quarter
Preferred stock dividends	`DividendsPreferredStockCash`	$8.10M	USD	1 Quarter
Redemption of preferred stock (in shares)	`StockRepurchasedDuringPeriodShares`	0.00	shares	1 Quarter
Redemption of preferred stock (in shares)	`StockRepurchasedDuringPeriodShares`	0.00	shares	3 Qtrs
Redemption of preferred stock (in shares)	`StockRepurchasedDuringPeriodShares`	0.00	shares	3 Qtrs
Redemption of preferred stock (in shares)	`StockRepurchasedDuringPeriodShares`	0.00	shares	1 Quarter
Redemption of preferred stock	`StockRepurchasedDuringPeriodValue`	$140.04M	USD	1 Quarter
Amortization of equity-based compensation	`AdjustmentsToAdditionalPaidInCapitalSharebasedCompensationRequisiteServicePeriodRecognitionValue`	$158.00K	USD	1 Quarter
Amortization of equity-based compensation	`AdjustmentsToAdditionalPaidInCapitalSharebasedCompensationRequisiteServicePeriodRecognitionValue`	$240.00K	USD	1 Quarter
Amortization of equity-based compensation	`AdjustmentsToAdditionalPaidInCapitalSharebasedCompensationRequisiteServicePeriodRecognitionValue`	$122.00K	USD	1 Quarter
Amortization of equity-based compensation	`AdjustmentsToAdditionalPaidInCapitalSharebasedCompensationRequisiteServicePeriodRecognitionValue`	$129.00K	USD	1 Quarter
Amortization of equity-based compensation	`AdjustmentsToAdditionalPaidInCapitalSharebasedCompensationRequisiteServicePeriodRecognitionValue`	$158.00K	USD	1 Quarter
Amortization of equity-based compensation	`AdjustmentsToAdditionalPaidInCapitalSharebasedCompensationRequisiteServicePeriodRecognitionValue`	$138.00K	USD	1 Quarter
Ending balance (in shares)	`CommonStockSharesOutstanding`	35.35M	shares	Point-in-time
Ending balance (in shares)	`CommonStockSharesOutstanding`	32.99M	shares	Point-in-time
Ending balance	`StockholdersEquity`	$1.40B	USD	Point-in-time
Ending balance	`StockholdersEquity`	$1.37B	USD	Point-in-time
Ending balance	`StockholdersEquity`	$1.37B	USD	Point-in-time
Ending balance	`StockholdersEquity`	$959.46M	USD	Point-in-time
Ending balance	`StockholdersEquity`	$761.21M	USD	Point-in-time
Ending balance	`StockholdersEquity`	$1.13B	USD	Point-in-time
Ending balance	`StockholdersEquity`	$1.48B	USD	Point-in-time
Ending balance	`StockholdersEquity`	$1.46B	USD	Point-in-time

Comprehensive Income 48 line items

Line Item	Tag	Value	Unit	Period
Net income (loss)	`NetIncomeLoss`	$-228.42M	USD	1 Quarter
Net income (loss)	`NetIncomeLoss`	$-109.53M	USD	1 Quarter
Net income (loss)	`NetIncomeLoss`	$-73.76M	USD	1 Quarter
Net income (loss)	`NetIncomeLoss`	$-439.38M	USD	3 Qtrs
Net income (loss)	`NetIncomeLoss`	$-9.28M	USD	1 Quarter
Net income (loss)	`NetIncomeLoss`	$57.68M	USD	1 Quarter
Net income (loss)	`NetIncomeLoss`	$-101.43M	USD	1 Quarter
Net income (loss)	`NetIncomeLoss`	$-25.35M	USD	3 Qtrs
Unrealized gain (loss) on mortgage-backed securities, net	`OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodNetOfTax`	$-473.00K	USD	1 Quarter
Unrealized gain (loss) on mortgage-backed securities, net	`OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodNetOfTax`	$-5.49M	USD	3 Qtrs
Unrealized gain (loss) on mortgage-backed securities, net	`OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodNetOfTax`	$1.66M	USD	3 Qtrs
Unrealized gain (loss) on mortgage-backed securities, net	`OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodNetOfTax`	$-1.24M	USD	1 Quarter
Reclassification of amortization of net deferred (gain) loss on de-designated interest rate swaps to repurchase agreements interest expense	`OtherComprehensiveIncomeLossReclassificationAdjustmentfromAOCIonDeferredSwapGainLossFromDedesignationNetofTax`	$-16.40M	USD	3 Qtrs
Reclassification of amortization of net deferred (gain) loss on de-designated interest rate swaps to repurchase agreements interest expense	`OtherComprehensiveIncomeLossReclassificationAdjustmentfromAOCIonDeferredSwapGainLossFromDedesignationNetofTax`	$-14.85M	USD	3 Qtrs
Reclassification of amortization of net deferred (gain) loss on de-designated interest rate swaps to repurchase agreements interest expense	`OtherComprehensiveIncomeLossReclassificationAdjustmentfromAOCIonDeferredSwapGainLossFromDedesignationNetofTax`	$-5.60M	USD	1 Quarter
Reclassification of amortization of net deferred (gain) loss on de-designated interest rate swaps to repurchase agreements interest expense	`OtherComprehensiveIncomeLossReclassificationAdjustmentfromAOCIonDeferredSwapGainLossFromDedesignationNetofTax`	$-4.86M	USD	1 Quarter
Currency translation adjustments on investment in unconsolidated venture	`OtherComprehensiveIncomeLossForeignCurrencyTransactionAndTranslationAdjustmentNetOfTax`	$164.00K	USD	3 Qtrs
Currency translation adjustments on investment in unconsolidated venture	`OtherComprehensiveIncomeLossForeignCurrencyTransactionAndTranslationAdjustmentNetOfTax`	$-434.00K	USD	3 Qtrs
Currency translation adjustments on investment in unconsolidated venture	`OtherComprehensiveIncomeLossForeignCurrencyTransactionAndTranslationAdjustmentNetOfTax`	$-141.00K	USD	1 Quarter
Currency translation adjustments on investment in unconsolidated venture	`OtherComprehensiveIncomeLossForeignCurrencyTransactionAndTranslationAdjustmentNetOfTax`	$187.00K	USD	1 Quarter
Total other comprehensive income (loss)	`OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent`	$-14.57M	USD	3 Qtrs
Total other comprehensive income (loss)	`OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent`	$-7.82M	USD	1 Quarter
Total other comprehensive income (loss)	`OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent`	$-6.72M	USD	1 Quarter
Total other comprehensive income (loss)	`OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent`	$-6.24M	USD	1 Quarter
Total other comprehensive income (loss)	`OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent`	$-5.89M	USD	1 Quarter
Total other comprehensive income (loss)	`OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent`	$-4.91M	USD	1 Quarter
Total other comprehensive income (loss)	`OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent`	$-3.78M	USD	1 Quarter
Total other comprehensive income (loss)	`OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent`	$-20.78M	USD	3 Qtrs
Comprehensive income (loss)	`ComprehensiveIncomeNetOfTax`	$-460.16M	USD	3 Qtrs
Comprehensive income (loss)	`ComprehensiveIncomeNetOfTax`	$-39.92M	USD	3 Qtrs
Comprehensive income (loss)	`ComprehensiveIncomeNetOfTax`	$51.79M	USD	1 Quarter
Comprehensive income (loss)	`ComprehensiveIncomeNetOfTax`	$-107.67M	USD	1 Quarter
Dividends to preferred stockholders	`PreferredStockDividendsIncomeStatementImpact`	$5.86M	USD	1 Quarter
Dividends to preferred stockholders	`PreferredStockDividendsIncomeStatementImpact`	$8.39M	USD	1 Quarter
Dividends to preferred stockholders	`PreferredStockDividendsIncomeStatementImpact`	$29.40M	USD	3 Qtrs
Dividends to preferred stockholders	`PreferredStockDividendsIncomeStatementImpact`	$22.36M	USD	3 Qtrs
Gain on repurchase and retirement of preferred stock	`PreferredStockRedemptionDiscount`	$14.18M	USD	3 Qtrs
Gain on repurchase and retirement of preferred stock	`PreferredStockRedemptionDiscount`	$12.69M	USD	1 Quarter
Gain on repurchase and retirement of preferred stock	`PreferredStockRedemptionDiscount`	-	USD	3 Qtrs
Gain on repurchase and retirement of preferred stock	`PreferredStockRedemptionDiscount`	-	USD	1 Quarter
Issuance and redemption costs of redeemed preferred stock	`PreferredStockRedemptionPremium`	-	USD	1 Quarter
Issuance and redemption costs of redeemed preferred stock	`PreferredStockRedemptionPremium`	$4.68M	USD	3 Qtrs
Issuance and redemption costs of redeemed preferred stock	`PreferredStockRedemptionPremium`	-	USD	1 Quarter
Issuance and redemption costs of redeemed preferred stock	`PreferredStockRedemptionPremium`	-	USD	3 Qtrs
Comprehensive income (loss) attributable to common stockholders	`ComprehensiveIncomeLossNetOfTaxAttributableToCommonStockholders`	$-74.01M	USD	3 Qtrs
Comprehensive income (loss) attributable to common stockholders	`ComprehensiveIncomeLossNetOfTaxAttributableToCommonStockholders`	$-100.84M	USD	1 Quarter
Comprehensive income (loss) attributable to common stockholders	`ComprehensiveIncomeLossNetOfTaxAttributableToCommonStockholders`	$43.40M	USD	1 Quarter
Comprehensive income (loss) attributable to common stockholders	`ComprehensiveIncomeLossNetOfTaxAttributableToCommonStockholders`	$-468.34M	USD	3 Qtrs

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