CYS INVESTMENTS, INC. CYS Balance Sheet

Cys investments, inc. (CYS)

Balance Sheet / Quarterly

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	Dec'10
Derivative Liabilities [Member]
US Treasury, Short Position [Member]
Assets:
Interest rate cap contracts, at fair value
-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	125	43	4	-	7	20	30
Cash and cash equivalents
6	4	0	1	0	1	2	13	6	9	28	49	7	4	10	16	13	4	10	11	13	13	20	13	10	11	7	1	1
Agency RMBS (including pledged assets of $10,377,167 and $9,287,317, respectively)
11,535	11,587	12,092	11,705	11,011	12,599	11,742	11,879	-	12,927	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
U.S. Treasury securities (including pledged assets of $0 and $1,046,934, respectively)
0	1,046	1,017	24	49	49	49	884	-	99	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Receivable for securities sold and principal repayments
287	301	157	0	0	409	2	1	1	1,084	247	907	345	83	214	74	3	429	744	4,583	414	10	20	365	116	5	3	400	0
Receivable for reverse repurchase agreements
767	0	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Derivative, Collateral, Right to Reclaim Cash
-	-	0	0	0	0	63	97	85	21	71	25	37	11	-	-	-	0	-	-	-	-	-	-	-	-	-	-	-
Interest receivable
38	32	33	32	31	31	33	32	34	34	36	37	37	37	36	32	33	36	38	44	44	46	50	35	34	27	27	27	16
Interest rate swap contracts, at fair value
-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	0	-	-	9
Derivative assets, at fair value
281	159	107	92	136	142	29	24	32	100	53	101	91	148	203	165	261	295	267	365	135	124	-	-	-	5	-	-	-
Investments in securities, at fair value (including pledged assets of $10,898,745 and $11,601,900, respectively)
-	-	-	-	-	-	-	-	12,918	-	13,777	14,240	15,065	14,601	14,481	14,204	13,314	13,865	14,456	17,218	20,301	20,861	22,646	14,162	13,388	9,466	9,493	8,859	6,331
Other investments
9	9	8	8	8	8	8	31	34	50	50	41	-	8	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Other assets
3	3	3	4	2	2	2	1	1	1	1	1	11	1	0	0	0	0	0	1	0	0	1	1	0	1	1	0	0
Total assets
12,930	13,145	13,421	11,869	11,240	13,245	11,934	12,965	13,113	14,330	14,266	15,405	15,595	14,895	14,946	14,494	13,627	14,633	15,518	22,223	20,911	21,057	22,864	14,623	13,555	9,518	9,540	9,310	6,389
Liabilities and stockholders' equity:
Liabilities:
Repurchase agreements
10,084	10,089	10,383	9,370	9,015	9,691	9,620	9,849	9,656	8,987	9,252	10,115	10,204	11,289	10,403	9,873	10,014	11,206	11,735	13,809	13,760	13,981	13,911	9,763	8,234	7,880	7,540	7,548	3,443
Obligation to return securities borrowed under reverse repurchase agreements, at fair value
767	0	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Short-term FHLBC advances
-	-	-	-	-	-	-	-	-	-	1,675	1,575	510	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
FHLBC Advances, at fair value
-	-	-	-	-	-	-	-	-	2,098	425	-	-	0	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
FHLBC Advances, at fair value
-	-	-	-	-	-	0	575	649	-	-	-	-	0	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Payable for securities purchased
307	1,290	1,264	817	524	1,881	424	652	937	1,475	980	1,732	2,767	1,505	2,519	2,562	1,641	1,556	1,656	6,126	4,657	4,515	6,084	3,058	3,634	463	762	626	2,234
Payable for cash received as collateral
245	139	77	64	101	91	10	4	9	18	38	25	48	72	16	12	37	37	35	106	32	28	47	-	-	0	-	-	-
Dividends Payable, Amount
-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	59	-	-	-	-	-
Accrued interest payable
47	41	34	28	25	27	21	20	20	32	18	26	31	27	28	20	14	24	15	24	21	28	19	15	15	15	18	15	9
Related party management fee payable
-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	1	0
Accrued expenses and other liabilities
2	4	4	3	3	6	6	4	3	4	5	3	2	5	5	3	1	4	5	3	1	0	4	3	1	1	3	0	0
Dividends payable
38	4	43	42	42	4	42	42	43	4	44	48	51	4	53	56	56	4	61	62	57	1	79	-	58	0	45	49	-
Payable for securities purchased
-	-	-	-	-	6	-	-	-	14	65	19	38	16	3	19	17	29	-	-	-	98	111	93	84	79	96	49	9
Derivative liabilities, at fair value
9	0	6	6	0	-	50	95	85	-	-	-	-	-	-	-	-	-	49	54	58	-	-	-	-	-	-	-	-
Total liabilities
11,503	11,571	11,813	10,333	9,713	11,709	10,176	11,244	11,405	12,636	12,506	13,621	13,654	12,920	13,028	12,548	11,784	12,864	13,558	20,186	18,589	18,654	20,259	12,993	12,030	8,440	8,466	8,290	5,698
Commitments and contingencies (Note 12)
-	-	-	-	-	0	-	-	-	0	-	-	-	0	-	-	-	0	0	0	0	0	0	0	0	0	0	0	0
Stockholders' equity:
7.75% Series A Cumulative Redeemable Preferred Stock, (3,000 shares issued and outstanding, respectively, $75,000 in aggregate liquidation preference)
72	72	72	72	72	72	72	72	72	72	72	72	72	72	72	72	72	72	72	72	72	72	72	-	-	0	-	-	-
7.50% Series B Cumulative Redeemable Preferred Stock, (8,000 shares issued and outstanding, respectively, $200,000 in aggregate liquidation preference)
193	193	193	193	193	193	193	193	193	193	193	193	193	193	193	193	193	193	193	193	-	0	-	-	-	-	-	-	-
Common Stock, $0.01 par value, 500,000 shares authorized (155,416 and 155,010 shares issued and outstanding, respectively)
1	1	1	1	1	1	1	1	1	1	1	1	1	1	1	1	1	1	1	1	1	1	1	1	1	0	0	0	0
Additional paid in capital
1,976	1,976	1,975	1,946	1,945	1,944	1,943	1,942	1,943	1,946	1,987	2,002	2,012	2,049	2,049	2,048	2,047	2,046	2,167	2,212	2,230	2,237	2,236	1,496	1,434	997	1,019	1,015	739
Retained earnings (accumulated deficit)
-817	-669	-634	-678	-685	-676	-453	-489	-502	-519	-495	-485	-339	-341	-399	-370	-471	-545	-474	-443	17	91	294	132	89	78	53	3	-49
Total stockholders' equity
1,426	1,574	1,608	1,535	1,527	1,535	1,757	1,721	1,708	1,694	1,759	1,784	1,940	1,975	1,917	1,945	1,843	1,768	1,960	2,036	2,322	2,402	2,604	1,629	1,525	1,077	1,074	1,019	690
Total liabilities and stockholders' equity
12,930	13,145	13,421	11,869	11,240	13,245	11,934	12,965	13,113	14,330	14,266	15,405	15,595	14,895	14,946	14,494	13,627	14,633	-	-	-	-	-	-	-	-	-	-	-
NET ASSETS
1,426	1,574	1,608	1,535	-	1,535	-	-	-	-	-	-	-	-	-	-	-	-	1,960	2,036	2,322	2,402	2,604	1,629	1,525	1,077	1,074	1,019	690
NET ASSET VALUE PER COMMON SHARE
-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	10.10	10.20	12.87	13.31	14.46	13.52	13.14	13.02	12.98	12.35	11.59