Capstead mortgage corporation (CMO)
CashFlow / 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'10Mar'10
Operating activities:
Net loss

-232

-35

-59

-53

22

50

63

71

76

79

74

74

78

82

93

98

101

108

113

124

136

140

144

136

129

126

124

139

153

163

170

171

170

160

151

133

121

126

0

0

0

Amortization of investment premiums

-76

-73

-82

-95

-107

-115

-118

-120

-124

-128

-133

-135

-134

-130

-123

-122

-122

-121

-118

-112

-104

-101

-100

-111

-119

-125

-130

-118

-106

-96

-87

-79

-73

-68

-59

-57

-57

-57

0

0

0

Amortization of equity-based awards

2

2

2

2

2

1

1

0

1

1

1

1

1

1

1

2

2

2

2

2

2

2

2

2

2

2

2

2

2

2

2

2

1

1

1

1

1

1

0

0

0

Amortization of unrealized gain on de-designated hedges

11

14

0

0

0

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Loss on sale of mortgage investments

0

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Loss on derivative instruments (net)

-243

-112

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

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

-0

13

3

20

8

-2

6

-5

5

2

3

3

3

0

5

4

8

12

12

8

2

3

2

9

7

6

4

1

-9

-0

1

-5

5

5

-3

-8

-7

-6

0

0

0

Net change in mortgage securities principal remittance receivable

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

0

0

0

Net cash provided by operating activities

146

154

141

142

165

164

189

186

207

212

213

214

217

215

224

227

234

244

246

248

246

248

249

260

259

261

264

264

271

263

263

264

253

237

204

196

473

192

0

0

0

Investing activities:
Purchases of residential mortgage investments

3,136

3,316

2,449

2,425

2,835

2,302

3,003

3,364

3,649

4,224

4,245

3,948

3,758

3,185

3,449

3,463

3,390

3,887

3,686

3,691

3,598

3,307

2,829

3,045

3,155

3,326

3,324

3,533

3,949

4,384

4,571

4,725

4,775

5,899

6,266

6,031

5,531

3,414

0

0

0

Proceeds from sales of residential mortgage investments

0

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Interest receivable acquired with the purchase of residential mortgage investments

5

6

5

5

5

4

5

5

5

6

6

5

5

4

4

4

4

5

5

5

5

5

4

4

5

5

5

5

6

7

7

8

8

12

12

12

11

6

0

0

0

Principal collections on residential mortgage investments, including changes in mortgage securities principal remittance receivable

3,887

3,752

3,613

3,592

3,563

3,608

3,682

3,723

3,793

3,914

4,016

4,024

3,982

3,817

3,615

3,522

3,484

3,419

3,298

3,100

2,871

2,785

2,791

3,069

3,314

3,516

3,628

3,330

3,024

2,756

2,511

2,320

2,186

2,110

1,934

2,259

2,639

2,928

0

0

0

Redemption of lending counterparty investments

-

-5

0

0

0

-

-

-

-

-

-

-

-

-60

0

0

0

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Redemption of Federal Home Loan Bank stock

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

0

0

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Net cash provided by (used in) investing activities

3,589

738

1,467

1,470

727

1,301

673

353

138

-316

-226

100

248

687

197

25

59

-532

-439

-597

-732

-527

-42

19

154

184

297

-208

-928

-1,633

-2,055

-2,401

-2,587

-3,790

-4,330

-3,769

-2,888

-478

0

0

0

Financing activities:
Proceeds from repurchase arrangements and similar borrowings

136,959

138,721

140,858

149,512

156,750

173,854

188,734

198,166

189,849

177,916

160,383

143,265

134,836

127,822

120,510

113,167

110,310

111,006

111,569

119,531

126,501

128,594

131,700

133,547

133,942

136,909

134,263

136,039

130,465

127,808

122,906

113,477

102,705

88,814

78,883

72,242

69,155

69,438

0

0

0

Principal payments on repurchase arrangements and similar borrowings

139,802

139,425

142,185

150,706

157,472

175,206

189,582

198,684

190,192

177,730

160,097

142,863

134,422

125,760

118,781

114,082

111,375

113,730

113,866

119,350

126,152

128,270

131,569

133,384

134,173

137,210

134,895

136,143

129,728

126,376

120,743

111,185

100,069

85,254

74,857

68,702

66,764

69,081

0

0

0

Increase in cash collateral receivable from derivative counterparties

37

33

57

37

21

-10

-20

-13

-8

12

0

0

0

-

-

-

-

-2

23

7

25

27

14

29

-4

-24

-29

-39

-2

1

0

22

15

13

18

-1

-0

4

0

0

0

Increase in cash collateral receivable from secured borrowing counterparties

0

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Proceeds from other secured borrowings

-

-

-

-

-

-

-

-

-

-

-

-

-

1,175

4,150

6,600

6,600

5,425

0

0

0

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Principal payments on other secured borrowings

-

-

-

-

-

-

-

-

-

-

-

-

-

4,050

6,200

5,850

5,850

2,550

0

0

0

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Net payments on derivative settlements

224

130

167

148

86

8

-47

-61

-69

-27

0

0

0

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Increase in cash collateral receivable from interest rate swap counterparties

-

-

-

-

-

-

-

-

-

-

-

-

-

-

0

0

0

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-9

0

0

0

-

-

-

-

Proceeds from capital raising activities:
Issuance of preferred stock

-

-

-

-

-

-

-

-

-

52

52

10

1

1

1

2

2

13

14

15

27

18

17

15

167

165

0

0

0

-

-

-

-

-

-

-

-

-

-

-

-

Equity capital issuances

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

197

143

59

10

0

0

0

Common stock repurchases

-

-

-

-

-

84

0

0

0

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

7

0

0

0

-

-

-

-

-

-

-

-

-

-

-

-

Issuance of common stock

0

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

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

-64

-0

0

0

0

-

-

-

-

-

-

-

-

Dividends paid

61

54

53

56

64

75

83

89

94

97

100

102

106

109

112

120

124

132

139

142

144

140

137

133

131

132

140

152

164

173

174

174

165

154

135

121

126

136

0

0

0

Net cash (used in) provided by financing activities

-3,438

-848

-1,573

-1,491

-950

-1,509

-924

-541

-380

151

22

-384

-393

-900

-438

-322

-447

35

-145

46

205

173

-3

13

-398

-458

-827

-281

615

1,368

2,172

2,312

2,684

3,619

4,069

3,563

2,334

235

0

0

0

Net change in cash and cash equivalents

297

45

36

122

-57

-43

-61

-1

-34

47

9

-69

72

2

-16

-69

-153

-253

-338

-302

-280

-105

203

293

14

-12

-265

-225

-42

-1

379

174

350

67

-56

-9

-80

-50

0

0

0