CAPSTEAD MORTGAGE CORPORATION CMO Cash Flow

Capstead mortgage corporation (CMO)

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
Operating activities:
Net loss
-204	32	3	-63	-7	8	8	12	19	22	16	17	22	17	16	21	27	28	21	24	33	33	32	36	38	36	24	29	34	35	40	43	45	41	41	42	34	33	23	29	40
Amortization of investment premiums
-20	-18	-18	-18	-18	-27	-32	-30	-25	-29	-34	-33	-30	-34	-36	-33	-26	-28	-34	-33	-25	-26	-28	-25	-22	-24	-39	-33	-28	-29	-27	-21	-18	-20	-19	-15	-12	-11	-17	-15	-13
Amortization of equity-based awards
0	0	0	0	1	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
Amortization of unrealized gain on de-designated hedges
0	1	3	6	3	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Loss on sale of mortgage investments
-67	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Loss on derivative instruments (net)
-156	11	-38	-59	-26	-	-	-	-	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
Other depreciation and amortization
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
Net change in receivables, other assets, accounts payable and accrued expenses
-1	1	-4	3	12	-9	12	-7	1	0	0	4	-2	1	-0	4	-5	6	-1	8	-1	5	-4	2	-0	4	3	-0	-0	2	0	-11	8	4	-6	-0	7	-4	-11	0	8
Net change in mortgage securities principal remittance receivable
-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-6	-292	286
Net cash provided by operating activities
39	39	53	13	47	27	54	36	46	52	51	56	51	53	52	60	48	63	55	66	58	66	56	64	61	67	67	63	63	70	67	70	55	69	68	59	40	36	60	336	-241
Investing activities:
Purchases of residential mortgage investments
814	1,010	767	544	994	143	743	954	461	844	1,104	1,239	1,036	865	807	1,049	462	1,129	820	976	959	928	826	883	669	450	1,042	993	839	448	1,251	1,409	1,275	635	1,405	1,458	2,399	1,003	1,169	958	281
Proceeds from sales of residential mortgage investments
2,540	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Interest receivable acquired with the purchase of residential mortgage investments
1	1	1	1	2	0	1	1	0	1	1	1	1	1	1	1	0	1	1	1	1	1	1	1	1	0	1	1	1	0	2	2	2	1	2	2	5	1	2	1	0
Principal collections on residential mortgage investments, including changes in mortgage securities principal remittance receivable
902	1,007	1,038	937	768	869	1,017	909	812	942	1,058	979	933	1,044	1,067	938	768	841	974	899	703	720	776	671	617	726	1,054	916	819	838	756	610	550	593	565	476	475	416	890	857	763
Redemption of lending counterparty investments
-	0	0	0	-5	-	-	-	-	-	-	-	-	-10	-20	0	-30	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Redemption of Federal Home Loan Bank stock
-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	0	0	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Net cash provided by (used in) investing activities
2,627	-3	269	696	-223	725	272	-46	350	97	-47	-261	-104	187	278	-113	334	-303	106	-78	-257	-209	-51	-213	-53	275	10	-78	-22	388	-496	-799	-726	-33	-841	-984	-1,929	-574	-281	-103	481
Financing activities:
Proceeds from repurchase arrangements and similar borrowings
29,271	33,907	32,909	40,870	31,034	36,043	41,563	48,108	48,138	50,924	50,995	39,791	36,205	33,391	33,877	31,362	29,191	26,079	26,534	28,505	29,887	26,642	34,496	35,475	31,981	29,748	36,342	35,870	34,947	27,102	38,119	30,296	32,291	22,199	28,689	19,523	18,400	12,268	22,049	16,436	18,684
Principal payments on repurchase arrangements and similar borrowings
31,167	33,924	33,359	41,350	30,790	36,684	41,880	48,116	48,524	51,060	50,982	39,624	36,062	33,428	33,748	31,183	27,400	26,449	29,049	28,476	29,755	26,585	34,533	35,278	31,873	29,883	36,348	36,067	34,910	27,568	37,597	29,652	31,558	21,935	28,039	18,536	16,743	11,538	21,884	16,597	19,060
Increase in cash collateral receivable from derivative counterparties
30	-	-	-	26	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Increase in cash collateral receivable from secured borrowing counterparties
359	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Proceeds from other secured borrowings
-	-	-	-	-	-	-	-	-	-	-	-	-	0	0	0	1,175	2,975	2,450	0	0	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Principal payments on other secured borrowings
-	-	-	-	-	-	-	-	-	-	-	-	-	250	500	0	3,300	2,400	150	0	0	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
(Decrease) increase in cash collateral receivable from interest rate swap counterparties
-	-	-	-	-	-	-	-2	-5	-	-0	2	15	-	-	-	-	-15	12	-8	8	10	-2	9	10	-2	11	-23	-9	-7	1	12	-5	-8	23	5	-7	-3	4	6	-2
Net payments on derivative settlements
150	-16	32	58	56	19	13	-2	-21	-36	-0	-10	20	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Increase in cash collateral receivable from interest rate swap counterparties
-	-	-	-	-	-	-	-	-	-	-	-	-	-	-19	21	21	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	0	-0	-9	0	-	-	-	-
Issuance of preferred stock
-	-	-	-	-	-	-	-	-	0	42	9	0	0	0	0	0	0	1	0	10	1	2	12	1	1	0	164	0	-	-	-	-	-	-	-	-	-	-	-	-
Equity capital issuances
-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	54	83	59	0	0	0	10
Common stock repurchases
-	-	-	-	-	43	11	0	29	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	0	0	0	7	-	-	-	-	-	-	-	-	-	-	-	-
Issuance of common stock
12	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Other capital stock transactions
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	-63	62	-	-	-	-	-	-	-	-
Dividends paid
19	16	15	11	11	14	17	19	23	23	24	24	26	25	25	28	29	28	33	33	36	36	35	35	33	32	31	33	34	40	44	45	43	42	44	35	32	23	30	40	42
Net cash (used in) provided by financing activities
-2,442	1	-434	-562	148	-723	-352	-22	-411	-139	30	139	121	-268	-376	130	-385	193	-259	4	96	12	-67	163	64	-164	-50	-248	5	-534	495	648	757	269	636	1,020	1,692	719	130	-208	-406
Net change in cash and cash equivalents
224	37	-111	147	-27	28	-25	-32	-13	10	34	-65	67	-26	-45	77	-2	-46	-98	-7	-101	-131	-62	14	72	178	27	-264	46	-75	67	-80	86	305	-137	95	-196	181	-90	24	-166