ANWORTH MORTGAGE ASSET CORP ANH Cash Flow

Anworth mortgage asset corp (ANH)

CashFlow / Quarterly

Mar'20	Dec'19	Sep'19	Jun'19	Mar'19	Dec'18	Sep'18	Jun'18	Mar'18	Dec'17	Sep'17	Jun'17	Mar'17	Dec'16	Sep'16	Jun'16	Mar'16	Dec'15	Sep'15	Jun'15	Mar'15	Dec'14	Sep'14	Jun'14	Mar'14	Dec'13	Sep'13	Jun'13	Mar'13	Dec'12	Sep'12	Jun'12	Mar'12	Dec'11	Sep'11	Jun'11	Mar'11	Dec'10	Sep'10	Jun'10	Mar'10	Sep'09	Jun'09
Operating Activities:
Net (loss)
-185,821	29,743	-17,492	-47,700	-19,970	-35,933	17,365	14,933	-2,853	16,205	12,669	10,097	15,401	15,820	28,289	-1,361	-20,255	32,947	-21,814	19,878	-16,307	-14,289	19,490	10,047	13,371	11,090	18,008	22,998	23,624	23,333	21,951	25,812	29,122	28,389	30,549	32,778	31,160	27,100	24,339	25,811	33,249	31,693	34,030
Adjustments to reconcile net (loss) income to net cash provided by operating activities:
Amortization of premium (discount)
-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-9,887	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-5,574	-4,155
Amortization of premium (Agency MBS)
-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	15,478	15,981	19,022	20,186	19,382	17,356	15,850	-	16,482	13,163	-	-	-	-	-	-	-
Provision for loan losses
-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	70	70	-	-	0	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Depreciation on rental properties
120	120	120	119	119	119	118	118	118	117	117	116	115	115	113	112	112	111	110	108	112	-	85	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Write-down of Lehman receivable
-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	0	674	-	0	0
Realized gain (loss) on sale of available-for-sale MBS
5,710	-	214	444	-6,147	-	799	0	-11,987	-	-2,276	176	-68	-	-	-	-3,239	-	-	-	-	-	-	-	-	-	1,991	2,076	5,170	4,434	0	0	0	-	-	-	-	-	-	-	-	-	-
Realized loss on loans held-for-securitization
-	-	-	-	-	-	-	-	-	0	0	0	378	0	716	33	0	-	0	0	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Unrealized loss (gain) on Agency MBS held as trading investments
-	-	1,900	1,000	-	-	3,000	2,700	8,900	-	5,800	4,100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Unrealized loss (gain) on Agency MBS held as trading investments
-	-	-	-	-	-	-	-	-	-	-	-	122	-	1,100	-	0	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Impairment charge
-	-	1,145	606	-	953	141	1,757	18	0	762	905	732	-	-	-	0	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
(Gain) on sale of residential properties
78	-	-	-	-	-	30	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Amortization of premium and discounts (Agency MBS)
-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	12,213	-	12,538	12,439	12,340	-	-
Amortization of restricted stock
4	3	25	25	25	23	25	25	25	21	21	20	20	100	79	79	79	25	24	24	24	25	24	24	24	51	51	50	50	51	51	30	70	72	70	70	70	-	-	-	-	-	-
Recovery on Non-Agency MBS
-	-	-	-	-	-	-	1	-	-1	1	1	1	9	1	1	1	14	7	4	1	13	37	33	37	65	100	103	129	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Net settlements received on interest rate swaps, net of amortization
-889	-111	-2,092	-4,395	-4,861	-3,136	-3,055	-2,256	596	1,441	1,176	1,751	2,346	2,661	3,355	4,120	6,558	8,298	9,991	10,049	10,400	10,865	5,643	756	245	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Loss on interest rate swaps, net
-99,609	21,241	-28,720	-57,710	-33,718	-54,575	15,910	13,856	25,394	12,267	1,530	-5,960	473	30,917	8,141	-16,089	-50,219	-	-50,965	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Loss (gain) on interest rate swaps, net
-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	5,075	-46,488	-	10,947	-2,006	628	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
(Gain) on derivatives, net of derivative income - TBA Agency MBS
-88,791	20,825	-24,734	-53,543	-27,289	-44,503	13,090	9,930	13,412	10,121	-945	-4,422	2,378	16,226	9,493	-9,385	-34,843	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Amortization related to interest rate swaps
-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	0	-	-	-	-	-	-	-	-	-	-	-	-	-	-
(Gain) on derivatives, net of derivative income - TBA Agency MBS
-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	8,525	-	-413	1,578	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
(Gain) loss on derivatives - Eurodollar Futures Contracts
-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-2,338	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Loss (gain) on derivatives - Eurodollar Futures Contracts
-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	111	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Gain on interest rate swaps, net
-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	0	-	-	-	-	-	-	-	-	-	-	-	-	-	-
(Gain) on derivative instruments
-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	0	0
Amortization of restricted stock
-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	70	70	70	71	70
Recovery on Non-Agency MBS
-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	299	350	623	499	830	678	218	-	-	-	-	-	-
Changes in assets and liabilities:
Decrease in reverse repurchase agreements
-15,000	15,000	0	0	-20,000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Recovery on Non-Agency MBS
-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	0	0	-	-	-
Decrease (increase) in interest receivable
-3,954	76	-67	-1,932	765	1,189	267	-446	-27	-5,069	1,091	3,063	2,309	-5,496	2,217	-2,007	1,564	-1,608	-1,435	1,585	-131	-954	-1,672	-1,345	-224	-293	-2,251	635	-620	-756	-369	-491	-630	-659	-124	614	1,157	3,057	423	-3,512	-1,689	1,743	-1,588
Decrease (increase) in prepaid expenses and other
-2,206	-1,977	6,751	-1,048	4,546	-129	-189	-5,822	5,753	-28,658	28,259	-8,549	8,533	-88,196	86,327	-64	1,910	-12,567	-270	1,002	12,424	-629	-304	4,459	5,153	-3,112	8,600	-7,042	-183	-1,706	-175	-1,269	1,375	-2,675	3,002	9,289	-905	-10,791	4,718	7,354	593	-3,298	2,924
Decrease (increase) in restricted cash
-	-	-	-	-	-	-	-	-	-	-	-	-	-	-6,733	-452	-9,222	-14,484	14,718	0	0	-	-7,845	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
(Decrease) in accrued interest payable
-322	2,395	-4,040	6,514	-8,705	10,369	-5,535	7,777	-1,526	-1,716	5,055	3,714	668	-3,586	261	1,828	858	4,091	-7,030	7,128	-6,334	7,059	-6,097	2,423	-4,380	6,171	6,621	-2,748	-312	-346	-584	1,171	-3,427	2,496	-1,138	2,967	-863	85	-1,038	2,285	-1,330	902	-2,636
Increase in accrued expenses and payables
1,950	-13,996	2,026	12,097	2,063	-31,021	23,823	1,500	5,150	-2,369	1,330	389	-137	8	-581	-4,158	5,106	-17,642	11,454	-82	597	160	945	552	1,435	-980	25	128	1,434	-98,678	-956	-135,665	235,017	203,470	12,843	-45,791	-170,425	-130,778	419,441	-86,235	98,779	1,821	2,130
Net cash provided by operating activities
39,797	-8,588	7,281	39,920	26,054	-25,032	37,092	35,474	18,803	51,052	-3,252	28,369	9,899	-	-62,371	19,160	-	-	-	-	-	-	-	-	-	-	-	-	-	-	40,089	-89,886	275,264	254,833	55,098	-7,394	-128,315	-82,229	450,209	-48,798	144,204	41,616	36,413
Net cash provided by operating activities
-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	31,408	-	15,984	30,058	6,465	25,598	25,328	19,768	14,498	31,224	31,743	40,637	39,322	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Investing Activities:
Proceeds from sales, MBS portfolios
1,170,362	647,861	63,270	1,335,932	903,822	162,863	35,324	0	589,073	1	701,220	27,466	8,213	16,580	88,286	19,834	294,295	-	-	-	-	-	-	-	-	-	342,479	92,111	202,217	-	0	0	0	-	-	-	-	-	-	-	-	-	-
Purchases, MBS portfolios
76,283	1,321,675	350,920	933,121	997,367	113,417	309,023	52,169	672,090	317,025	1,392,116	568,505	115,460	353,621	190,705	19,834	0	-	-	-	-	-	-	-	-	-	-	1,131,487	889,672	-	859,694	728,516	827,453	1,016,514	930,054	791,880	862,433	1,580,927	1,231,579	692,875	530,195	846,966	0
Principal payments, MBS portfolios
200,620	259,910	214,797	248,845	185,692	217,360	250,604	259,504	209,607	247,368	294,043	327,085	280,435	280,081	296,040	267,936	256,406	-	-	-	-	-	-	-	-	-	637,215	658,916	650,093	-	682,864	612,074	559,865	-	688,467	-	-	-	-	-	-	-	-
Purchases, Residential mortgage loans held-for-securitization
4,761	23,558	35,402	102,467	18,028	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Principal payments, Residential mortgage loans held-for-securitization
10,049	14,897	11,619	3,674	802	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Residential properties purchases
-	-	80	25	-	-	-15	26	54	-	116	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Residential properties purchases
121	-	-	-	195	-	-	-	-	-	-	58	96	87	91	87	86	107	61	246	1,518	594	2,026	9,792	694	-	-	-	0	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Proceeds from sales of residential properties
250	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Principal payments
-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	473,538	441,082	-	592,215	1,071,933	449,311	304,781	262,889
Principal payments
-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	350	623	-	830	883	701	823	1,031	1,109	869	977	600
Purchase of reverse repurchase agreements
-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	70,500	-70,500	-	79,000	-79,000
Net cash provided by investing activities
1,300,147	-422,501	-96,686	552,868	74,756	266,862	-23,051	207,337	126,564	-69,704	-396,942	-213,985	179,950	-	205,368	294,726	-	-	-	-	-	-	-	-	-	-	-	-	-37,362	-	-176,830	-116,092	-266,965	-382,432	-240,757	-317,459	-420,650	-1,041,534	-567,833	309,667	-80,015	-462,208	184,489
Net cash provided by investing activities
-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	550,867	-	317,507	158,767	93,554	225,634	630,730	439,761	91,018	-	829,958	-380,460	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Financing Activities:
Borrowings from repurchase agreements
6,295,038	10,373,387	7,394,951	7,324,227	7,207,740	5,662,657	5,565,241	5,533,087	6,959,970	7,857,219	7,809,746	5,748,475	5,452,732	6,086,443	5,968,736	6,694,763	7,962,265	11,040,560	8,992,246	8,032,726	7,390,606	7,559,166	8,593,002	8,976,965	8,733,100	9,230,459	11,055,507	10,975,727	11,571,346	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Net settlements on TBA Agency MBS commitments
-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-5,247	-	-96	704	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Repayments on repurchase agreements
7,479,777	-	-	-	7,258,733	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	11,885,507	10,595,727	11,566,346	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Repayments on repurchase agreements
-	-	7,295,692	7,929,018	-	5,864,850	5,569,901	5,760,404	7,079,868	7,834,372	7,369,351	5,611,339	5,598,430	6,116,228	6,103,381	6,980,309	8,516,802	11,956,077	9,297,179	8,180,785	7,477,309	7,738,426	9,161,502	9,368,465	8,803,100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Borrowings from warehouse line of credit
-	29,417	30,898	80,006	15,716	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Repayments on warehouse line of credit
17,428	-	11,243	3,023	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Proceeds from ABS issued by securitization trusts
-	-	-	-	-	-	-	-	-	-	-	-	-	-	60,466	-	-	-	8,821	6,109	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Prior payments of ABS issued by securitization trusts
-	-	-	-	-	-	-	-	-	-	-	-	-	-	60,466	-	-	-	0	6,109	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Net settlements of TBA Agency MBS Contracts
-10,002	442	-5,084	-6,986	-8,022	-2,545	-593	4,246	14,848	3,869	2,279	-8,369	15,480	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Termination of interest rate swaps
48,037	-	27,661	10,385	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Derivative counterparty margin
-6,266	-368	604	4,635	-5,238	-	-	-	-	-	27,350	-	-	0	1,299	8,594	6,162	5,416	22,659	0	0	-	36,987	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Proceeds from common stock issued (common stock repurchased), net
-	-	-	-	-	-	-	-	-	-	-	-	-	-	1,342	4,044	9,198	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Proceeds from common stock issued
-265	-273	-330	-402	-356	-441	-389	-431	-366	-1,107	-2,054	-307	-322	-	-	-	-	12,073	7,513	11,470	21,130	43,281	31,688	49,705	28,065	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Proceeds from common stock issued, net of common stock repurchased
-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-3,085	-11,154	11,680	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Borrowings from repurchase agreements
-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	11,813,000	11,411,100	9,699,775	-	8,659,000	8,535,655	8,749,000	7,991,600	7,017,350	7,032,600	7,194,350	7,515,141	6,744,000
Repayments on repurchase agreements
-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	11,675,000	11,189,100	9,694,775	-	8,469,000	8,210,655	8,204,000	6,840,600	6,883,350	7,254,600	7,241,350	7,121,941	7,042,000
Proceeds from common stock issued, net of common stock repurchased
-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	21,644	13,277	12,511	-	20,275	39,863	21,901	-12,295	18,369	10,801	19,100	61,973	23,986
Proceeds (amortization) on Series C Preferred Stock issued
-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	1,039	261	3,765	-	0	0	0	996	-
Preferred Stock dividends paid
2,297	2,298	2,297	2,297	2,297	2,297	2,297	2,297	2,278	2,115	2,025	1,755	1,660	1,650	1,636	1,636	1,636	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	1,011	1,011	1,011	-	1,011	1,011	1,011	1,011	1,011
Series B Preferred stock dividends paid
-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	450	491	430	-	430	430	433	471	471
Common stock dividends paid
8,897	9,877	10,855	12,813	12,803	13,761	13,763	14,732	14,721	14,676	14,625	14,337	14,358	14,366	14,403	14,539	14,862	15,295	15,448	15,828	15,396	16,597	17,332	18,689	11,116	16,963	21,353	21,653	21,302	21,250	24,855	28,575	28,083	30,623	32,654	31,308	26,574	27,431	29,257	32,076	32,305	34,154	30,493
Net cash (used in) financing activities
-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-575,482	-	-343,072	-180,012	-111,326	-237,645	-655,840	-460,619	-110,610	-26,126	-855,867	345,747	-3,625	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Net cash (used in) financing activities
-1,244,865	411,088	82,911	-550,868	-36,761	-215,265	-19,738	-248,161	-150,854	12,442	402,414	151,785	-172,019	-	-146,947	-305,386	-	-	-	-	-	-	-	-	-	-	-	-	-	-	133,329	205,241	-12,033	133,168	177,199	332,314	542,651	1,132,564	118,971	-261,231	-65,166	420,533	-305,989
Net increase in cash, cash equivalents, and restricted cash
95,079	-20,001	-6,494	41,920	64,049	26,565	-5,697	-5,350	-5,487	-6,210	2,220	-33,831	17,830	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Net (decrease) increase in cash and cash equivalents
-	-	-	-	-	-	-	-	-	-	-	-	-	-	-3,950	8,500	6,793	27,840	-9,581	8,813	-11,307	13,587	218	-1,090	-5,094	-5,635	5,834	5,924	-1,665	1,916	-3,412	-737	-3,734	5,569	-8,460	7,461	-6,314	8,801	1,347	-362	-977	-59	-85,087
Supplemental Disclosure of Cash Flow Information:
Cash paid for interest
24,462	18,286	27,099	17,694	31,612	14,130	27,026	12,500	21,662	15,497	15,612	12,104	14,790	-	15,147	12,979	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Cash paid for interest
-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	19,606	-	26,980	11,695	23,737	11,815	41,311	24,455	32,344	22,405	16,184	23,114	21,534	22,744	22,330	19,839	24,345	19,960	22,468	20,081	23,294	24,071	24,121	22,301	25,335	27,184	31,835
Conversions of Series B Preferred Stock into common stock
-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	0	0	1,044	1,589	2,283	0	0	0	-	-	-	-	-	-	-	-	-	-
Common stock repurchased
-	-	-	-	-	-	-	-	-	-	-	-	-	385	1,651	4,087	9,439	12,337	7,712	11,695	24,634	43,706	31,987	50,094	28,323	13,155	6,707	17,591	578	-	0	0	-	-	-	-	-	-	2,700	16,515	3,517	-	0
Change in payable for MBS purchased
-	-	43,290	-227,997	227,997	-	2,611	-	-	-	8,784	-14,292	14,632	-	137,550	3,827	0	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Change in payables for residential mortgage loans purchased
-5,545	2,252	-6,085	-102,938	100,656	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Change in receivable for securities sold
65,828	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Change in payable for MBS purchased
-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	26,701	2,445	22,179	-	0	100,064	100,064	-660,520	147,049	238,899	274,572	-	-92,581	-	-	-	-	-	-	-	-	-	-	-	-
Residential mortgage loans
Amortization of premium (discount)
29	29	29	29	29	28	28	28	28	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Principal payments, Residential mortgage loans held-for-investment through consolidated securitization trusts
31	31	30	30	30	29	29	28	28	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Residential loans
Amortization of premium (discount)
-327	-	-96	-16	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Agency MBS
Amortization of premium (discount)
-6,477	-7,033	-6,353	-7,548	-5,886	-7,356	-7,489	-6,354	-7,601	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Realized gain (loss) on sale of available-for-sale MBS
5,710	-	214	-	-6,147	-	799	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Realized (gain) on sales of Agency MBS held as trading investments
3,981	1,341	1	234	-7,363	-3,871	-231	0	-7,327	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Unrealized loss (gain) on Agency MBS held as trading investments
-1,141	-798	1,939	989	14,906	9,673	-3,017	-2,677	-8,890	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Proceeds from sales, MBS portfolios
1,000,000	646,600	59,600	1,340,000	903,800	162,500	35,300	0	583,200	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Non-Agency MBS
Amortization of premium (discount)
-1,253	-1,494	-1,088	-1,473	-1,222	-1,360	-1,388	-1,768	-1,829	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Realized gain (loss) on sale of available-for-sale MBS
-55,390	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Unrealized loss (gain) on Agency MBS held as trading investments
-59,982	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Impairment charge
-	-	1,145	606	-	-	141	1,757	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Proceeds from sales, MBS portfolios
200,000	-	3,700	0	-	-	-	0	5,800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
TBA Agency MBS
(Gain) on derivatives, net of derivative income - TBA Agency MBS
12,564	-416	3,986	4,167	6,429	10,071	-2,820	-3,926	-11,981	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Series C Preferred Stock
Proceeds (amortization) on Series C Preferred Stock issued
-	-	-	-318	-	0	0	0	525	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-