Anworth mortgage asset corp (ANH)
Balance Sheet / TTM
Mar'20Dec'19Sep'19Jun'19Mar'19Dec'18Sep'18Jun'18Mar'18Dec'17Sep'17Jun'17Mar'17Dec'16Sep'16Jun'16Mar'16Dec'15Sep'15Jun'15Mar'15Dec'14Sep'14Jun'14Mar'14Dec'13Sep'13Jun'13Mar'13Dec'12Sep'12Jun'12Mar'12Dec'11Sep'11Jun'11Mar'11Dec'10Sep'10Jun'10Dec'09
ASSETS
Agency MBS at fair value

-

-

3,105

2,946

3,745

3,548

3,824

3,834

4,074

4,278

4,280

3,917

3,670

3,925

-

-

-

4,694

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Agency MBS pledged to counterparties at fair value

-

-

-

-

-

-

-

-

-

-

-

-

-

-

3,836

3,906

4,186

-

5,748

6,125

6,754

6,650

6,912

7,598

7,976

8,060

8,124

8,851

8,564

8,523

8,509

8,311

8,087

8,068

7,892

7,670

7,323

6,762

5,611

5,433

5,749

Agency MBS at fair value

-

-

-

-

-

-

-

-

-

-

-

-

-

-

191

181

147

173

150

171

272

343

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Agency MBS at fair value

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

458

431

587

462

595

538

909

668

700

793

-

644

-

-

-

-

-

-

-

Paydowns receivable

-

-

-

-

-

-

-

-

-

-

-

-

-

-

29

25

21

24

36

41

35

29

40

39

20

33

46

64

44

52

54

-

-

48

-

-

-

-

-

-

-

Agency MBS, Total

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

4,892

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Agency MBS at fair value

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

904

-

800

774

803

957

1,147

701

725

Paydowns receivable

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

45

47

-

50

48

15

14

9

13

10

Available-for-sale Securities, Total

-

-

-

-

-

-

-

-

-

-

-

-

-

-

4,058

4,113

4,355

-

5,935

6,337

6,744

7,023

7,411

8,069

8,584

8,556

8,766

9,454

9,517

9,244

9,264

9,150

9,038

8,761

8,743

8,493

8,142

7,734

6,768

6,148

6,485

Non-Agency MBS at fair value

-

-

686

718

768

795

783

779

778

760

728

690

739

641

644

645

662

682

650

569

376

199

-

-

-

0

-

-

0

-

0

-

-

1

-

-

-

-

-

-

-

Residential mortgage loans held-for-securitization, net of allowance for credit losses of $56 at March 31, 2020 and $0 at December 31, 2019

141

152

129

121

129

11

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Residential mortgage loans held-for-investment through consolidated securitization trusts, net for allowance of credit losses of $167 at March 31, 2020 and $175 at December 31, 2019

416

458

483

514

535

549

562

585

611

639

667

695

723

744

795

855

911

969

690

357

-

0

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Residential real estate

13

13

13

13

13

13

13

13

14

14

14

14

14

14

14

14

14

14

14

14

14

12

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Residential properties

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

12

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Residential properties

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

10

0

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Non-Agency MBS at fair value

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

0

-

-

-

-

-

-

-

-

-

-

-

-

-

Non-Agency MBS at fair value

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

0

1

-

2

2

3

4

4

5

4

Cash and cash equivalents

55

8

13

17

21

3

6

12

15

12

6

16

52

31

17

21

12

30

2

12

3

14

1

1

2

7

13

7

1

2

0

4

5

8

3

11

4

10

1

0

1

Reverse repurchase agreements

-

15

-

-

-

20

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Restricted cash

152

104

119

122

75

30

-

-

2

11

22

10

9

12

19

28

30

14

36

-

-

16

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Reverse repurchase agreements

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

70

-

Interest receivable

12

16

16

17

17

16

17

17

17

18

18

16

16

16

16

17

19

17

19

20

18

19

20

21

23

23

23

25

25

25

26

26

27

28

28

28

28

27

24

23

28

Loan principle receivables

-

-

3

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Derivative instruments at fair value

3

5

2

5

27

46

81

69

59

27

13

7

13

8

2

5

6

12

4

5

6

9

662

432

17

22

13

18

0

0

-

-

1

0

0

2

13

8

0

0

2

Right to use asset - operating lease

1

1

1

1

1

1

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Receivable for sold securities

65

-

3

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Receivables for MBS sold

-

-

-

-

-

-

-

-

-

-

25

-

8

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Accounts receivable for sold Agency MBS

-

-

-

-

-

-

-

-

-

-

-

-

-

-

88

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Prepaid expenses and other assets

7

8

3

2

5

2

2

6

8

3

6

3

3

2

2

3

3

2

2

27

28

2

9

19

14

9

12

4

11

11

13

13

14

13

16

13

3

4

15

10

3

Total Assets

3,551

4,938

4,581

4,480

5,341

5,039

5,293

5,318

5,581

5,765

5,783

5,372

5,250

5,395

5,659

5,703

6,015

6,636

7,357

7,345

7,193

7,298

8,117

8,554

8,642

8,619

8,828

9,510

9,555

9,285

9,306

9,196

9,088

8,813

8,793

8,552

8,196

7,790

6,814

6,258

6,526

LIABILITIES AND STOCKHOLDERS' EQUITY
Liabilities:
Accrued interest payable

11

16

14

21

16

24

16

21

14

15

12

11

10

11

10

13

13

13

9

18

11

17

11

28

25

30

23

17

20

20

20

21

20

23

21

22

19

20

20

21

20

Repurchase agreements

2,473

3,657

3,255

3,155

3,760

3,811

4,013

4,018

4,245

4,365

4,342

3,902

3,765

3,911

3,940

4,075

4,360

4,915

5,831

6,135

6,284

6,370

6,550

7,118

7,510

7,580

7,575

8,405

8,025

8,020

7,960

7,822

7,600

7,595

7,435

7,245

6,920

6,375

5,224

5,090

5,359

Warehouse line of credit

116

133

112

92

15

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Asset-backed securities issued by securitization trusts

407

448

474

505

525

539

553

575

601

629

658

685

714

728

779

828

857

915

640

331

-

0

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Junior subordinated notes

37

37

37

37

37

37

37

37

37

37

37

37

37

37

37

37

37

37

37

37

37

37

37

37

37

37

37

37

37

37

37

37

37

37

37

37

37

37

37

37

37

Derivative instruments at fair value

102

52

71

68

36

15

1

0

7

1

3

23

18

34

48

60

58

34

62

50

70

45

671

465

18

55

81

60

83

96

108

99

91

96

108

70

55

70

100

88

82

Payables for purchased Agency MBS

-

-

-

-

-

-

-

-

-

-

-

-

-

-

141

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Derivative counterparty margin

6

0

43

0

5

-

28

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

100

-

182

35

274

-

26

118

255

20

155

144

192

363

489

72

61

Interest rate swaps at fair value

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

34

40

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Dividends payable on Series A Preferred Stock

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

1

-

1

1

1

1

1

1

1

1

1

1

1

1

1

1

1

Dividends payable on Series B Preferred Stock

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

0

-

0

0

0

0

0

0

0

0

0

0

0

0

0

0

0

Dividends payable on stock

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

18

-

16

21

21

21

21

24

28

28

30

32

31

26

27

29

32

Payable for purchased loans

-

5

-

16

112

11

-

-

-

-

9

0

14

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Payable for terminated swaps

4

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Payable to counterparty

3

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Warehouse line of credit payables

-

-

3

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Accrued expenses and other liabilities

1

1

1

3

1

0

5

7

1

0

3

1

1

1

1

6

6

1

40

2

5

29

4

3

2

1

2

2

2

0

1

2

-

1

-

-

-

-

-

-

-

Long-term lease obligation

1

1

1

1

1

1

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Accrued expenses and other

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

1

-

6

4

2

0

-

-

-

Accrued expenses and other

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

5

4

2

Total Liabilities

3,166

4,366

4,027

3,915

4,754

4,458

4,672

4,677

4,925

5,068

5,083

4,679

4,577

4,740

4,975

5,038

5,350

5,934

6,638

6,593

6,425

6,516

7,292

7,706

7,755

7,717

7,921

8,581

8,466

8,197

8,177

8,127

8,036

7,804

7,795

7,557

7,259

6,896

5,906

5,344

5,597

Series B Cumulative Convertible Preferred Stock: par value $0.01 per share; liquidating preference $25.00 per share ($19,494 and $19,494, respectively); 780 and 780 shares issued and outstanding at March 31, 2020 and December 31, 2019, respectively)

19

19

19

19

19

19

19

19

19

19

15

14

23

23

23

23

23

23

23

23

23

23

-

23

23

23

23

23

24

25

24

27

-

27

-

-

-

-

-

-

-

Stockholders' Equity:
Series B Cumulative Convertible Preferred Stock: par value $0.01 per share; liquidating preference $25.00 per share ($28,789 and $28,789, respectively); 1,152 and 1,152 shares issued and outstanding at March 31, 2012 and December 31, 2011, respectively

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

27

-

28

29

29

25

25

25

25

Cumulative Preferred Stock

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

46

46

46

46

46

46

46

45

45

45

45

45

45

45

45

45

45

45

45

Common Stock: par value $0.01 per share; authorized 200,000 shares, 98,936 and 98,849 shares issued and outstanding at March 31, 2020 and December 31, 2019, respectively)

0

0

0

0

0

0

0

0

0

0

0

0

0

0

0

0

0

0

1

1

1

1

1

1

1

1

1

1

1

1

1

1

1

1

1

1

1

1

1

1

1

Additional paid-in capital

983

983

983

982

982

981

981

981

980

980

978

976

967

966

966

967

971

981

993

1,000

1,011

1,033

1,076

1,107

1,157

1,185

1,198

1,201

1,211

1,197

1,195

1,171

1,158

1,145

1,138

1,115

1,075

1,053

1,042

1,026

1,016

Accumulated other comprehensive income consisting of unrealized gains and losses

65

65

66

48

9

-30

-41

-19

-5

17

29

25

21

8

37

31

9

0

21

8

17

-14

-46

-52

-71

-92

-100

-82

67

79

124

84

80

50

44

60

41

22

47

64

84

Accumulated deficit

-781

-593

-611

-581

-521

-485

-434

-436

-435

-415

-414

-410

-403

-403

-402

-415

-397

-361

-377

-339

-341

-308

-277

-278

-269

-263

-261

-261

-261

-261

-262

-261

-261

-260

-259

-257

-256

-254

-253

-249

-244

Total Stockholders' Equity

364

552

534

545

567

561

601

621

636

677

684

677

648

631

659

641

641

678

694

727

743

757

800

824

863

878

883

905

1,064

1,062

1,104

1,041

1,024

982

970

964

907

868

882

888

903

Total Liabilities and Stockholders' Equity

3,551

4,938

4,581

4,480

5,341

5,039

5,293

5,318

5,581

5,765

5,783

5,372

5,250

5,395

5,659

5,703

6,015

6,636

7,357

7,345

7,193

7,298

8,117

8,554

8,642

8,619

8,828

9,510

9,555

9,285

9,306

9,196

9,088

8,813

8,793

8,552

8,196

7,790

6,814

6,258

6,526

Agency MBS
Agency MBS at fair value

-

656

2,992

2,809

3,421

3,433

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Non-Agency MBS at fair value (including $535,315 and $726,428 pledged to counterparties at December 31, 2019 and December 31, 2018, respectively)

-

-

-

-

-

3,548

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Derivative instruments at fair value

3

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Repurchase agreements

2,203

-

2,780

2,645

3,215

3,235

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Payable for purchased loans

-

-

-

-

227

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Non-Agency MBS
Non-Agency MBS at fair value

281

643

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Repurchase agreements

269

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Preferred Stock
Dividends payable on stock

2

2

2

2

2

2

-

-

-

2

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Common Stock
Dividends payable on stock

-

8

9

10

12

12

-

-

-

14

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Total Stockholders' Equity

0

0

0

0

0

0

-

-

-

0

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Series A Preferred Stock
Cumulative Preferred Stock

46

46

46

46

46

46

-

-

-

46

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Total Stockholders' Equity

46

46

46

46

46

46

-

-

-

46

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Series C Preferred Stock
Cumulative Preferred Stock

48

48

48

48

48

48

-

-

-

48

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Total Stockholders' Equity

48

48

48

48

48

48

-

-

-

48

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-