Anworth Mortgage Asset (ANH) Trailing 12-Month Income Statement

Income Statement Summary

Anworth Mortgage Asset (ANH) trailing twelve month income statement covering six trailing twelve month periods to December 31, 2020, as reported to the SEC.

Net income was -$103.69M in the twelve months ended December 31, 2020, a bigger loss than the $55.42M a year earlier.
Diluted income per common share was $0.21, down 22.2% from $0.27.
Total operating expenses were $13.51M, up 1.5% from $13.31M.

An income statement shows what a company sold and what it cost to run the business, ending with the profit left over.

Figures in USD thousands, except per share data

						Dec'20	Sep'20	Jun'20	Mar'20	Dec'19	Sep'19
Interest and other income:
Interest-Agency MBS
46,521	58,813	74,049	85,720	90,173	93,391	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Interest-Agency MBS						46,521	58,813	74,049	85,720	90,173	93,391	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Interest-Non-Agency MBS
15,673	21,847	28,628	35,692	38,038	39,869	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Interest-Non-Agency MBS						15,673	21,847	28,628	35,692	38,038	39,869	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Interest-securitized residential mortgage loans
14,665	16,514	18,155	19,466	20,443	21,195	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Interest-securitized residential mortgage loans						14,665	16,514	18,155	19,466	20,443	21,195	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Interest-residential mortgage loans held-for-securitization
6,033	6,458	6,415	6,048	4,314	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Interest-residential mortgage loans held-for-securitization						6,033	6,458	6,415	6,048	4,314	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Other interest income
193	893	1,562	1,582	1,427	747	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Other interest income						193	893	1,562	1,582	1,427	747	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Interest and Dividend Income, Operating, Total
83,085	104,525	128,809	148,508	154,395	157,898	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Interest and Dividend Income, Operating, Total						83,085	104,525	128,809	148,508	154,395	157,898	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Interest expense:
Interest expense on repurchase agreements
24,878	42,122	61,776	82,878	92,736	99,609	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Interest expense on repurchase agreements						24,878	42,122	61,776	82,878	92,736	99,609	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Interest expense on asset-backed securities
14,025	15,864	17,486	18,796	19,771	20,522	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Interest expense on asset-backed securities						14,025	15,864	17,486	18,796	19,771	20,522	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Interest expense on warehouse line of credit
4,457	4,907	5,249	5,327	4,149	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Interest expense on warehouse line of credit						4,457	4,907	5,249	5,327	4,149	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Interest expense on junior subordinated notes
1,530	1,706	1,894	2,026	2,101	2,135	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Interest expense on junior subordinated notes						1,530	1,706	1,894	2,026	2,101	2,135	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Interest expense on repurchase agreements
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Interest expense on repurchase agreements						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Interest expense on junior subordinated notes
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Interest expense on junior subordinated notes						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Interest Expense, Total
44,890	64,599	86,405	109,027	118,757	124,938	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Interest Expense, Total						44,890	64,599	86,405	109,027	118,757	124,938	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Net interest income
38,195	39,927	42,405	39,482	35,639	32,960	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Net interest income						38,195	39,927	42,405	39,482	35,639	32,960	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Provision for credit losses on loans
570	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Provision for credit losses on loans						570	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Net interest income after provision for credit losses
37,525	39,307	41,785	39,426	35,639	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Net interest income after provision for credit losses						37,525	39,307	41,785	39,426	35,639	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Operating expenses:
Management fee to related party
5,591	5,870	6,161	6,503	6,699	7,143	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Management fee to related party						5,591	5,870	6,161	6,503	6,699	7,143	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Rental properties depreciation and expenses
1,987	1,576	1,618	1,605	1,517	1,513	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Rental properties depreciation and expenses						1,987	1,576	1,618	1,605	1,517	1,513	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
General and administrative expenses
5,934	5,343	5,433	5,212	5,090	4,437	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
General and administrative expenses						5,934	5,343	5,433	5,212	5,090	4,437	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Total operating expenses
13,512	12,789	13,212	13,320	13,306	13,092	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Total operating expenses						13,512	12,789	13,212	13,320	13,306	13,092	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Net interest income
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Net interest income						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Other income (loss):
Income-rental properties
1,706	1,696	1,749	1,818	1,800	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Income-rental properties						1,706	1,696	1,749	1,818	1,800	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Interest on Agency MBS
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Interest on Agency MBS						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Interest on Agency MBS
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Interest on Agency MBS						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Interest on Non-Agency MBS
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Interest on Non-Agency MBS						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Income-rental properties
-	-	-	-	1,799	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Income-rental properties						-	-	-	-	1,799	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Realized net gain (loss) on sales of available-for-sale MBS
-	-	17,357	7,706	-4,151	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Realized net gain (loss) on sales of available-for-sale MBS						-	-	17,357	7,706	-4,151	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Net gain on Agency MBS held as trading investments
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Net gain on Agency MBS held as trading investments						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Impairment charge on Non-Agency MBS
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Impairment charge on Non-Agency MBS						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Unrealized gain (loss) on Agency MBS held as trading investments
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Unrealized gain (loss) on Agency MBS held as trading investments						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Unrealized gain (loss) on Agency MBS held as trading investments
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Unrealized gain (loss) on Agency MBS held as trading investments						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Gain on sale of residential mortgage loans held-for-investment through consolidated securitization trusts
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Gain on sale of residential mortgage loans held-for-investment through consolidated securitization trusts						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Gain on sale of residential properties
201	232	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Gain on sale of residential properties						201	232	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Gain on derivatives-TBA Agency MBS, net
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Gain on derivatives-TBA Agency MBS, net						-	-	-	-	-	-	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 interest rate swaps, net
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Gain on interest rate swaps, net						-	-	-	-	-	-	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
(Loss) on interest rate swaps, net
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
(Loss) on interest rate swaps, net						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Gain (loss) on derivatives, net
-78,121	-70,149	-98,869	-146,244	-84,742	-150,070	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Gain (loss) on derivatives, net						-78,121	-70,149	-98,869	-146,244	-84,742	-150,070	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Total other income (loss)
-127,706	-123,888	-165,304	-247,376	-77,752	-140,963	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Total other income (loss)						-127,706	-123,888	-165,304	-247,376	-77,752	-140,963	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Total other (loss) income
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Total other (loss) income						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Net gain on derivative instruments
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Net gain on derivative instruments						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Recoveries on Non-Agency MBS
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Recoveries on Non-Agency MBS						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Compensation, incentive compensation and benefits
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Compensation, incentive compensation and benefits						-	-	-	-	-	-	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
Other expenses
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Other expenses						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Total expenses
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Total expenses						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Net income (loss)
-103,694	-97,371	-136,732	-221,271	-55,420	-121,095	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Net income (loss)						-103,694	-97,371	-136,732	-221,271	-55,420	-121,095	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Dividends on preferred stock
9,188	9,188	9,188	9,188	9,188	9,188	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Dividends on preferred stock						9,188	9,188	9,188	9,188	9,188	9,188	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Dividend on Series B Cumulative Convertible Preferred Stock
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Dividend on Series B Cumulative Convertible Preferred Stock						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Dividend on Series A Cumulative Preferred Stock
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Dividend on Series A Cumulative Preferred Stock						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Dividend on Series B Cumulative Convertible Preferred Stock
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Dividend on Series B Cumulative Convertible Preferred Stock						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Dividend on Series C Cumulative Redeemable Preferred Stock
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Dividend on Series C Cumulative Redeemable Preferred Stock						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Net income (loss) to common stockholders
-112,882	-106,559	-145,920	-230,459	-64,608	-130,283	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Net income (loss) to common stockholders						-112,882	-106,559	-145,920	-230,459	-64,608	-130,283	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Basic income (loss) per common share
0.21	0.20	0.35	-1.90	0.28	-0.20	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Basic income (loss) per common share						0.21	0.20	0.35	-1.90	0.28	-0.20	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Diluted income (loss) per common share
0.21	0.19	0.34	-1.90	0.27	-0.20	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Diluted income (loss) per common share						0.21	0.19	0.34	-1.90	0.27	-0.20	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Basic weighted average number of shares outstanding
99,208	99,108	98,977	98,823	98,823	98,739	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Basic weighted average number of shares outstanding						99,208	99,108	98,977	98,823	98,823	98,739	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Diluted weighted average number of shares outstanding
104,033	103,788	103,525	98,823	103,141	98,739	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Diluted weighted average number of shares outstanding						104,033	103,788	103,525	98,823	103,141	98,739	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Agency MBS
Realized net gain (loss) on sales of available-for-sale MBS
15,805	17,235	17,449	7,798	-4,059	-4,690	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Realized net gain (loss) on sales of available-for-sale MBS						15,805	17,235	17,449	7,798	-4,059	-4,690	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Net gain on Agency MBS held as trading investments
3,629	18,290	20,229	22,593	11,249	-12,983	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Net gain on Agency MBS held as trading investments						3,629	18,290	20,229	22,593	11,249	-12,983	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Net gain (loss) on MBS held as trading investments
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Net gain (loss) on MBS held as trading investments						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Unrealized gain (loss) on Agency MBS held as trading investments
-	-	-	989	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Unrealized gain (loss) on Agency MBS held as trading investments						-	-	-	989	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Non-Agency MBS
Realized net gain (loss) on sales of available-for-sale MBS
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Realized net gain (loss) on sales of available-for-sale MBS						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Impairment charge on Non-Agency MBS
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Impairment charge on Non-Agency MBS						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Net gain (loss) on MBS held as trading investments
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Net gain (loss) on MBS held as trading investments						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Unrealized gain (loss) on Agency MBS held as trading investments
-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx
Unrealized gain (loss) on Agency MBS held as trading investments						-	-	-	-	-	-	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx	xxxxx