Capstead mortgage corporation (CMO)
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
Residential mortgage investments ($8.50 and $10.83 billion pledged at March 31, 2020 and December 31, 2019, respectively)

8,503

11,222

11,235

11,531

12,228

11,965

12,681

13,017

13,052

13,454

13,605

13,598

13,413

13,316

13,582

13,901

13,835

14,154

13,958

14,155

14,150

13,908

13,722

13,711

13,529

13,475

13,738

13,811

13,854

13,860

14,313

13,799

13,012

12,264

12,240

11,424

10,428

8,515

7,942

7,678

8,091

Cash collateral receivable from secured borrowing counterparties

359

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Cash collateral receivable from derivative counterparties

95

65

83

70

58

31

26

33

36

42

47

47

44

29

73

93

72

50

65

53

61

53

42

45

35

25

27

16

40

49

57

55

42

48

57

33

27

35

38

34

30

Derivatives at fair value

-

1

1

2

7

-

-

-

0

-

2

2

-

24

2

0

0

7

0

0

0

1

2

0

1

5

1

8

0

0

0

-

0

0

0

9

11

9

-

-

1

Cash and cash equivalents

329

105

68

179

32

60

31

57

89

103

93

59

124

56

83

129

52

54

100

198

205

307

438

500

486

413

235

207

471

425

500

433

513

426

121

258

162

359

177

268

409

Receivables and other assets

125

125

145

143

115

129

152

148

113

132

153

154

127

149

164

179

149

179

177

133

114

116

117

111

89

96

132

138

120

130

140

118

102

100

115

91

84

76

69

89

92

Investments in unconsolidated affiliates

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

3

3

3

3

3

3

3

3

3

3

3

3

3

3

3

Total assets

9,412

11,520

11,534

11,927

12,441

12,186

12,892

13,256

13,292

13,733

13,901

13,862

13,710

13,576

13,905

14,303

14,109

14,446

14,302

14,541

14,531

14,386

14,323

14,369

14,141

14,015

14,138

14,184

14,490

14,469

15,015

14,410

13,674

12,844

12,537

11,819

10,718

8,999

8,231

8,074

8,628

Liabilities
Secured borrowings

8,379

10,275

10,292

10,742

11,222

10,979

11,619

11,936

11,944

12,331

12,467

12,454

12,287

12,145

12,431

12,802

12,623

12,958

12,752

12,967

12,938

12,806

12,749

12,786

12,590

12,482

12,618

12,624

12,821

12,784

13,250

12,728

12,084

11,352

11,087

10,437

9,449

7,792

7,062

6,897

7,435

Cash collateral payable to interest rate swap counterparties

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

0

-

-

-

-

-

-

-

0

9

9

-

-

-

Derivatives at fair value

50

29

35

28

21

17

13

16

18

23

24

24

22

24

46

62

46

26

41

27

37

27

18

21

15

11

11

11

24

32

41

37

27

31

36

19

13

16

22

16

9

Unsecured borrowings

98

98

98

98

98

98

98

98

98

98

98

98

98

98

98

98

98

97

100

100

100

97

100

100

100

100

103

103

103

103

103

103

103

103

103

103

103

103

103

103

103

Common stock dividend payable

14

14

11

10

7

7

10

13

15

18

18

20

20

22

22

22

25

25

26

30

30

34

34

33

33

30

30

30

30

29

36

39

40

38

37

39

30

27

18

25

37

Accounts payable and accrued expenses

25

28

24

24

27

24

29

22

23

23

19

19

20

38

36

36

32

39

32

35

28

30

25

25

23

25

22

19

20

22

20

20

17

26

21

22

17

23

16

20

29

Total liabilities

8,569

10,446

10,462

10,904

11,376

11,127

11,770

12,087

12,100

12,494

12,628

12,617

12,450

12,329

12,635

13,022

12,826

13,148

12,952

13,160

13,135

12,996

12,927

12,968

12,763

12,650

12,785

12,789

13,000

12,972

13,451

12,930

12,272

11,551

11,286

10,622

9,623

7,971

7,223

7,062

7,614

Stockholders’ equity
Preferred stock - $0.10 par value; 100,000 shares authorized: 7.50% Cumulative Redeemable Preferred Stock, Series E, 10,329 shares issued and outstanding ($258,226 aggregate liquidation preference) at March 31, 2020 and December 31, 2019

250

250

250

250

250

250

250

250

250

250

250

208

199

199

-

-

-

197

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Common stock - $0.01 par value; 250,000 shares authorized: 96,395 and 94,606 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

0

0

0

0

0

0

0

0

0

0

0

0

0

0

0

0

0

0

0

0

0

0

0

Paid-in capital

1,266

1,252

1,251

1,176

1,175

1,174

1,220

1,237

1,242

1,271

1,275

1,281

1,287

1,288

1,296

1,305

1,309

1,310

1,310

1,317

1,325

1,325

1,327

1,330

1,329

1,329

1,329

1,336

1,359

1,367

1,400

1,380

1,319

1,257

1,221

1,170

1,088

1,028

1,027

1,027

1,017

Accumulated deficit

-668

-444

-457

-444

-366

-346

-346

-346

-346

-346

-346

-346

-346

-346

-346

-346

-346

-346

-346

-346

-346

-346

-346

-346

-347

-349

-353

-353

-353

-353

-354

-354

-354

-354

-354

-354

-354

-354

-355

-355

-356

Accumulated other comprehensive (loss) income

-6

13

25

38

3

-21

-4

25

44

62

92

100

119

105

120

122

121

136

187

213

221

227

231

236

227

219

212

247

294

293

328

264

248

204

201

200

180

173

155

160

172

Total stockholders' equity

843

1,073

1,071

1,022

1,064

1,059

1,121

1,168

1,192

1,238

1,273

1,245

1,260

1,247

1,270

1,281

1,283

1,298

1,349

1,380

1,396

1,390

1,395

1,401

1,378

1,365

1,353

1,395

1,490

1,497

1,563

1,480

1,401

1,292

1,251

1,196

1,094

1,027

1,008

1,011

1,013

Total liabilities and equity

9,412

11,520

11,534

11,927

12,441

12,186

12,892

13,256

13,292

13,733

13,901

13,862

13,710

13,576

13,905

14,303

14,109

14,446

14,302

14,541

14,531

14,386

14,323

14,369

14,141

14,015

14,138

14,184

14,490

14,469

15,015

14,410

13,674

12,844

12,537

11,819

10,718

8,999

8,231

8,074

8,628