Anworth Mortgage Asset (ANH) Annual Cash Flow Statement

Cash Flow Summary

Anworth Mortgage Asset (ANH) annual cash flow statement covering fiscal 2015 through 2020, as reported to the SEC.

Anworth Mortgage Asset generated $62.05M in cash from operations in fiscal 2020, down 4% from $64.67M in fiscal 2019.
Investing activities provided $2.27B and financing activities used $2.3B.
Anworth Mortgage Asset paid $23.75M in dividends.

Net cash provided by operating activities has shrunk 7.4% a year on average since fiscal 2015, from $91.12M to $62.05M.

A cash flow statement shows the cash that actually came in and went out, split between running the business, investing and financing.

Figures in USD millions

						Dec'20	Dec'19	Dec'18	Dec'17	Dec'16	Dec'15
Operating Activities:
Net income (loss)
-103	-55	-6	54	22	14	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Net income (loss)						-103	-55	-6	54	22	14	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Adjustments to reconcile net (loss) to net cash provided by operating activities:
Amortization of premium (Agency MBS)
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Amortization of premium (Agency MBS)						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Provision for loan losses
-	-	-	-	-	0	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Provision for loan losses						-	-	-	-	-	0	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Depreciation on rental properties
0	0	0	0	0	0	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Depreciation on rental properties						0	0	0	0	0	0	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Amortization of premium and discounts (Agency MBS)
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Amortization of premium and discounts (Agency MBS)						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Impairment charges on Non-Agency MBS
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Impairment charges on Non-Agency MBS						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Write-down of Lehman receivable
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Write-down of Lehman receivable						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Realized (gain) loss on sale of available-for-sale MBS
-	-	-	-	-1	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Realized (gain) loss on sale of available-for-sale MBS						-	-	-	-	-1	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Realized loss on loans held-for-securitization
0	0	0	0	0	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Realized loss on loans held-for-securitization						0	0	0	0	0	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Impairment charge
-	2	2	2	1	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Impairment charge						-	2	2	2	1	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
(Gain) on sales of residential mortgage loans
0	0	0	0	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
(Gain) on sales of residential mortgage loans						0	0	0	0	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
(Gain) on sale of residential properties
0	0	0	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
(Gain) on sale of residential properties						0	0	0	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Amortization of premium and discounts (Agency MBS)
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Amortization of premium and discounts (Agency MBS)						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Amortization of restricted stock
0	0	0	0	0	0	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Amortization of restricted stock						0	0	0	0	0	0	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Recovery on Non-Agency MBS
-	-	0	0	0	0	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Recovery on Non-Agency MBS						-	-	0	0	0	0	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Net settlements (paid) received on interest rate swaps, net of amortization
7	-11	-7	6	16	38	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Net settlements (paid) received on interest rate swaps, net of amortization						7	-11	-7	6	16	38	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Unrealized (loss) gain on interest rate swaps, net
-102	-98	0	8	-27	-74	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Unrealized (loss) gain on interest rate swaps, net						-102	-98	0	8	-27	-74	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Loss (gain) on interest rate swaps, net
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Loss (gain) on interest rate swaps, net						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
(Gain) on derivatives, net of derivative income - TBA Agency MBS
-78	-84	-8	7	-18	-67	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
(Gain) on derivatives, net of derivative income - TBA Agency MBS						-78	-84	-8	7	-18	-67	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Provision for credit losses on loans
0	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Provision for credit losses on loans						0	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
(Gain) on derivatives, net of derivative income - TBA Agency MBS
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
(Gain) on derivatives, net of derivative income - TBA Agency MBS						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
(Gain) loss on derivatives - Eurodollar Futures Contracts
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
(Gain) loss on derivatives - Eurodollar Futures Contracts						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
(Gain) on derivative instruments
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
(Gain) on derivative instruments						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Amortization of restricted stock
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Amortization of restricted stock						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Non-cash incentive compensation
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Non-cash incentive compensation						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Recovery on Non-Agency MBS
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Recovery on Non-Agency MBS						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Changes in assets and liabilities:
Decrease in reverse repurchase agreements
-15	-5	20	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Decrease in reverse repurchase agreements						-15	-5	20	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Gain on disposition of discontinued operations
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Gain on disposition of discontinued operations						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
(Increase) decrease in interest receivable
-5	-1	0	1	-3	-1	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
(Increase) decrease in interest receivable						-5	-1	0	1	-3	-1	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Decrease (increase) in prepaid expenses and other
-10	8	-0	-0	-0	0	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Decrease (increase) in prepaid expenses and other						-10	8	-0	-0	-0	0	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Decrease (increase) in restricted cash
-	-	-	-	-	0	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Decrease (increase) in restricted cash						-	-	-	-	-	0	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Increase (decrease) in accrued interest payable
-6	-3	11	7	-0	-2	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Increase (decrease) in accrued interest payable						-6	-3	11	7	-0	-2	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
(Decrease) increase in accrued expenses and payables
-4	2	-0	-0	0	-5	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
(Decrease) increase in accrued expenses and payables						-4	2	-0	-0	0	-5	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Net cash (used in) operating activities of discontinued operations
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Net cash (used in) operating activities of discontinued operations						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Net cash provided by operating activities
62	64	66	86	78	91	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Net cash provided by operating activities						62	64	66	86	78	91	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Net cash provided by operating activities
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Net cash provided by operating activities						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Investing Activities:
Proceeds from sales, MBS portfolios
1,709	2,950	787	736	418	745	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Proceeds from sales, MBS portfolios						1,709	2,950	787	736	418	745	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Purchases, MBS portfolios
303	3,603	1,146	2,393	564	577	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Purchases, MBS portfolios						303	3,603	1,146	2,393	564	577	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Principal payments, MBS portfolios
825	909	937	1,148	1,100	1,395	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Principal payments, MBS portfolios						825	909	937	1,148	1,100	1,395	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Purchases, Residential mortgage loans held-for-securitization
4	179	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Purchases, Residential mortgage loans held-for-securitization						4	179	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Principal payments, Residential mortgage loans held-for-securitization
41	30	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Principal payments, Residential mortgage loans held-for-securitization						41	30	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Proceeds from sales, Residential mortgage loans held-for investment
-	-	-	-	38	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Proceeds from sales, Residential mortgage loans held-for investment						-	-	-	-	38	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Principal payments, Residential mortgage loans held-for-investment through consolidated securitization trusts
-	-	-	-	0	0	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Principal payments, Residential mortgage loans held-for-investment through consolidated securitization trusts						-	-	-	-	0	0	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Purchases, Residential mortgage loans held-for-investment
-	-	-	-	-	54	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Purchases, Residential mortgage loans held-for-investment						-	-	-	-	-	54	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Residential properties purchases
0	0	0	0	0	1	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Residential properties purchases						0	0	0	0	0	1	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Proceeds from sales of residential properties
0	0	0	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Proceeds from sales of residential properties						0	0	0	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Principal payments
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Principal payments						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Principal payments
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Principal payments						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Net cash provided by (used in) investing activities
2,269	108	577	-500	993	1,507	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Net cash provided by (used in) investing activities						2,269	108	577	-500	993	1,507	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Net cash provided by investing activities
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Net cash provided by investing activities						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Trading Agency MBS, Purchases
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Trading Agency MBS, Purchases						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Trading Agency MBS, Principal payments
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Trading Agency MBS, Principal payments						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Financing Activities:
Borrowings from repurchase agreements
17,634	32,300	23,720	26,868	26,712	35,456	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Borrowings from repurchase agreements						17,634	32,300	23,720	26,868	26,712	35,456	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Net settlements on TBA Agency MBS commitments
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Net settlements on TBA Agency MBS commitments						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Repayments on repurchase agreements
19,821	32,454	24,275	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Repayments on repurchase agreements						19,821	32,454	24,275	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Repayments on repurchase agreements
-	-	-	26,413	27,716	36,911	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Repayments on repurchase agreements						-	-	-	26,413	27,716	36,911	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Borrowings from warehouse line of credit
-	156	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Borrowings from warehouse line of credit						-	156	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Repayments on warehouse line of credit
43	22	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Repayments on warehouse line of credit						43	22	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Net settlements of TBA Agency MBS Contracts
-21	-19	15	13	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Net settlements of TBA Agency MBS Contracts						-21	-19	15	13	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Termination of interest rate swaps
62	39	-	27	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Termination of interest rate swaps						62	39	-	27	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Derivative counterparty margin
-4	-0	-	-	16	28	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Derivative counterparty margin						-4	-0	-	-	16	28	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Proceeds from common stock issued
-0	-1	-1	-3	14	52	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Proceeds from common stock issued						-0	-1	-1	-3	14	52	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Proceeds from common stock issued, net of common stock repurchased
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Proceeds from common stock issued, net of common stock repurchased						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Borrowings from repurchase agreements
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Borrowings from repurchase agreements						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Repayments on repurchase agreements
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Repayments on repurchase agreements						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Proceeds from common stock issued, net of common stock repurchased
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Proceeds from common stock issued, net of common stock repurchased						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Proceeds (amortization) of Series C Preferred Stock issued
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Proceeds (amortization) of Series C Preferred Stock issued						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Preferred Stock dividends paid
9	9	9	7	6	6	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Preferred Stock dividends paid						9	9	9	7	6	6	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Series B Preferred stock dividends paid
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Series B Preferred stock dividends paid						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Common stock dividends paid
23	46	56	57	58	61	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Common stock dividends paid						23	46	56	57	58	61	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Net cash (used in) financing activities
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Net cash (used in) financing activities						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Net cash (used in) provided by financing activities
-2,299	-93	-634	394	-1,074	-1,582	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Net cash (used in) provided by financing activities						-2,299	-93	-634	394	-1,074	-1,582	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Net (decrease) increase in cash, cash equivalents, and restricted cash
32	79	10	-19	-1	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Net (decrease) increase in cash, cash equivalents, and restricted cash						32	79	10	-19	-1	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Net (decrease) increase in cash and cash equivalents
-	-	-	-	-	15	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Net (decrease) increase in cash and cash equivalents						-	-	-	-	-	15	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Add: net (increase) in cash of discontinued operations
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Add: net (increase) in cash of discontinued operations						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Supplemental Disclosure of Cash Flow Information:
Cash paid for interest
52	94	75	58	58	75	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Cash paid for interest						52	94	75	58	58	75	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Cash paid for interest
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Cash paid for interest						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Conversions of Series B Preferred Stock into common stock
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Conversions of Series B Preferred Stock into common stock						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Common stock repurchased
-	-	-	-	15	56	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Common stock repurchased						-	-	-	-	15	56	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Change in payable for MBS purchased
-	-	-	-	-	-24	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Change in payable for MBS purchased						-	-	-	-	-	-24	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Change in payables for residential mortgage loans purchased
-5	-6	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Change in payables for residential mortgage loans purchased						-5	-6	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Change in payable for MBS purchased
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Change in payable for MBS purchased						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Residential mortgage loans
Amortization of premium (discount)
0	0	0	0	0	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Amortization of premium (discount)						0	0	0	0	0	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Impairment charge
-	-	0	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Impairment charge						-	-	0	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Proceeds from sales, Residential mortgage loans held-for investment
-	-	-	6	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Proceeds from sales, Residential mortgage loans held-for investment						-	-	-	6	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Principal payments, Residential mortgage loans held-for-investment through consolidated securitization trusts
0	0	0	0	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Principal payments, Residential mortgage loans held-for-investment through consolidated securitization trusts						0	0	0	0	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Residential loans
Amortization of premium (discount)
-1	-0	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Amortization of premium (discount)						-1	-0	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Agency MBS
Amortization of premium (discount)
-24	-26	-28	-34	-36	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Amortization of premium (discount)						-24	-26	-28	-34	-36	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Realized (gain) loss on sale of available-for-sale MBS
15	-4	-12	-2	-1	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Realized (gain) loss on sale of available-for-sale MBS						15	-4	-12	-2	-1	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Realized (gain) loss on sale of available-for-sale MBS
15	-3	-12	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Realized (gain) loss on sale of available-for-sale MBS						15	-3	-12	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Unrealized (gain) on Agency MBS held as trading investments
0	-	-	2	-13	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Unrealized (gain) on Agency MBS held as trading investments						0	-	-	2	-13	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Proceeds from sales, MBS portfolios
1	2,950	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Proceeds from sales, MBS portfolios						1	2,950	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Net settlements on TBA Agency MBS Contracts
-	-	-	-	-24	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Net settlements on TBA Agency MBS Contracts						-	-	-	-	-24	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Non-Agency MBS
Amortization of premium (discount)
-1	-5	-6	-3	-0	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Amortization of premium (discount)						-1	-5	-6	-3	-0	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Realized (gain) loss on sale of available-for-sale MBS
-55	0	0	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Realized (gain) loss on sale of available-for-sale MBS						-55	0	0	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
(Gain) loss on sales of MBS held as trading investments
-15	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
(Gain) loss on sales of MBS held as trading investments						-15	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Impairment charge
-	2	2	2	1	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Impairment charge						-	2	2	2	1	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Proceeds from sales, MBS portfolios
-	30	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Proceeds from sales, MBS portfolios						-	30	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
TBA Agency MBS
(Gain) on derivatives, net of derivative income - TBA Agency MBS
28	14	-8	-1	11	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
(Gain) on derivatives, net of derivative income - TBA Agency MBS						28	14	-8	-1	11	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Series C Preferred Stock
Proceeds (amortization) on Series C Preferred Stock issued
-	-	-	42	1	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Proceeds (amortization) on Series C Preferred Stock issued						-	-	-	42	1	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx