Ellington residential mortgage reit (EARN)
CashFlow / Quarterly
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'12
Cash flows provided by (used in) operating activities:
Net Income (Loss) Attributable to Parent

-16,745

9,706

3,729

-107

8,928

-10,074

946

1,786

-3,953

792

6,341

1,603

2,052

2,011

6,626

3,508

-239

979

-4,816

190

3,677

-1,176

3,533

11,050

2,761

-125

6,785

-9,703

1,129

-536

Reconciliation of net income (loss) to net cash provided by (used in) operating activities:
Net realized (gains) losses on securities

1,093

972

1,564

1,418

-1,674

-9,787

-8,402

-7,115

1,927

327

349

-360

-2,990

-583

3,892

2,101

3,010

817

596

1,442

6,722

-

-

-

-

-

-

-

-

-

Net realized (gains) losses on mortgage-backed securities

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

2,030

382

-3,025

-

-24,173

-3,005

888

-19

Change in net unrealized (gains) losses on securities

6,768

3,691

9,058

14,511

21,971

20,524

-2,636

-3,218

-27,061

-10,284

3,994

4,136

-2,347

-24,484

-124

5,879

8,633

-11,230

4,862

-17,722

5,186

11,000

-5,455

25,424

17,581

-10,755

30,238

-45,784

155

106

Net realized gains (losses) on financial derivatives

-6,499

-16,252

-1,861

-8,771

-12,091

3,067

4,058

-3,702

15,955

1,372

-2,981

-9,127

1,653

9,403

-3,920

-13,607

-3,996

-7,594

-3,253

-3,842

-8,743

-

-

-

-

-

-

-

-

-

Net realized (gains) losses on financial derivatives

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-3,409

-

4,274

8,376

0

0

Unrealized Gain (Loss) on Derivatives

-20,600

21,199

-5,351

-8,442

-968

-27,436

4,606

10,834

565

3,907

-689

1,529

-2,142

12,279

3,215

5,128

-14,135

12,677

-15,420

13,256

-7,094

-11,217

2,280

-12,789

-17,796

17,780

-12,172

28,286

0

0

Accretion (Amortization) of Discounts and Premiums, Investments

-3,501

-4,847

-3,959

-3,041

-3,065

-2,188

-3,012

-2,030

-3,123

-3,228

-1,883

-3,441

-701

-3,230

-5,077

-5,628

-1,850

-2,947

-1,358

-2,633

-2,477

-1,920

-2,068

-1,819

-1,367

-1,413

-1,779

-858

139

114

Share based compensation

59

55

55

53

53

54

50

50

49

52

49

47

48

44

41

40

40

32

28

30

30

30

49

15

41

43

3

0

0

0

(Increase) decrease in assets:
Due from brokers

-

-

-

-

-

-

-

-

-

-

-

-7,719

22,313

-16,056

918

-4,174

3,091

7,771

-14,923

2,595

-10,209

1,540

-6,733

-2,613

7,622

-4,623

27,880

-41,604

0

0

Interest receivable

-797

-111

-883

616

-213

-68

95

-343

139

-64

246

-1,000

-333

-359

153

-335

233

459

-262

-71

342

808

168

-247

-756

-396

-427

-3,900

-4

-39

Other assets

263

-104

255

-359

200

-105

315

-225

52

47

188

-321

81

91

97

69

-234

118

129

74

-293

124

177

-357

-78

87

106

-367

0

0

Increase (decrease) in liabilities:
Due to brokers

-

-

-

-

-

-

-

-

-

-

-

-713

-24

517

-5,339

5,750

-312

-2,215

1,151

-106

1,026

-3,306

-3,431

-4,444

-11,024

628

-5,727

27,887

0

0

Accrued expenses

102

-93

17

-7

-167

134

-145

-62

183

-153

-19

192

61

25

7

168

-86

-238

62

-199

18

135

-176

56

51

267

226

87

-299

716

Interest payable

-1,050

-671

-565

-105

89

641

213

442

367

528

521

437

-80

571

31

-72

21

-55

205

360

164

96

-14

21

-180

167

244

353

0

0

Management fees payable to affiliate

-79

23

0

-13

16

-62

-15

-15

-54

-16

56

157

-5

-6

11

0

-17

-12

-35

-18

59

-23

7

-25

-8

-44

-59

584

3

116

Net cash provided by (used in) operating activities

5,560

4,472

3,925

4,377

4,759

6,686

6,779

6,864

8,520

9,092

-5,265

-54

30,640

-6,547

4,559

11,081

10,835

15,116

-3,888

12,354

1,220

10,218

1,184

3,413

6,445

6,898

32,643

-13,678

-353

56

Cash flows provided by (used in) investing activities:
Purchases of securities

232,331

268,812

447,163

369,237

492,149

472,457

389,861

339,873

271,590

328,791

653,040

1,220,822

315,416

303,715

478,472

577,433

723,002

540,888

527,795

468,830

482,987

540,482

514,895

439,183

524,541

524,351

769,251

1,592,979

3,331

13,643

Proceeds from sale of securities

398,335

219,601

511,971

329,426

558,621

433,973

366,930

336,786

214,246

315,518

591,652

707,666

273,393

213,673

494,876

474,245

782,510

500,085

540,309

371,294

584,903

427,724

547,942

421,637

536,934

497,026

624,552

261,156

5,309

248

Principal repayments of mortgage-backed securities

66,571

63,731

65,070

47,177

33,983

35,935

47,089

47,053

42,348

43,581

48,322

35,505

37,716

39,681

40,407

34,100

30,044

33,537

34,651

37,331

31,207

25,383

28,710

24,966

19,085

18,718

24,613

4,223

440

0

Proceeds from investments sold short

133,603

83,818

245,879

92,382

174,823

182,813

143,975

191,038

443,964

161,146

154,393

197,499

225,738

317,533

172,106

124,452

157,931

123,800

207,276

254,000

214,417

70,410

128,491

3,021

10,015

0

1

2,042

0

0

Repurchase of investments sold short

136,361

118,653

242,959

97,122

136,719

208,950

133,655

219,356

476,886

135,604

170,830

204,800

221,258

317,831

162,987

126,575

169,090

115,315

189,134

264,120

165,926

59,424

125,908

2,994

10,055

0

0

2,036

0

0

Proceeds from disposition of financial derivatives

7,278

-781

5,802

1,894

6,232

9,145

6,283

3,695

18,417

4,568

5,279

1,312

4,362

9,744

3,022

549

3,004

3,541

1,881

4,362

4,457

1,553

603

701

6,288

6,427

13,412

11,437

0

0

Purchase of financial derivatives

14,064

15,927

7,617

13,753

15,264

6,043

1,942

6,772

3,084

3,588

7,208

10,440

2,709

340

6,943

14,217

7,028

10,803

5,134

8,204

13,200

14,477

4,994

11,855

9,698

11,768

9,139

3,060

0

0

Payments made on reverse repurchase agreements

2,481,482

2,585,239

2,383,686

1,836,374

938,023

1,003,301

766,590

1,854,161

7,682,238

4,402,467

4,255,805

4,517,756

4,354,368

2,951,037

4,342,730

4,783,028

4,546,558

3,944,615

4,464,062

4,083,268

2,092,173

381,807

683,770

9,041

20,088

0

0

4,098

0

0

Proceeds from reverse repurchase agreements

2,481,348

2,626,163

2,380,775

1,835,112

899,567

1,029,692

761,194

1,877,405

7,719,081

4,377,882

4,272,400

4,524,419

4,349,247

2,953,956

4,333,660

4,783,741

4,555,615

3,942,594

4,446,310

4,087,382

2,043,187

370,304

681,286

9,041

20,088

0

0

4,098

0

0

Due from brokers, net

17,463

-24,457

3,861

4,467

6,641

17,511

-2,614

-5,151

1,548

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Due to brokers, net

276

0

0

-177

-5

-8,041

1,219

6,166

480

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Net cash provided by (used in) investing activities

205,710

28,358

124,211

-15,139

84,425

-24,745

37,256

47,132

3,190

51,089

-35,898

-487,417

-3,295

-38,336

52,939

-84,166

83,426

-8,064

44,302

-70,053

123,885

-100,816

57,465

-3,707

28,028

-13,948

-115,812

-1,319,217

2,418

-13,395

Cash flows provided by (used in) financing activities:
Net proceeds from issuance of common shares

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

31,500

Offering costs paid

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-57

207

0

32

0

816

554

128

0

Repurchase of common shares

986

0

333

0

414

2,135

235

1,275

5,741

0

0

0

0

0

0

0

196

71

304

0

0

-

-

-

-

-

-

-

-

-

Dividends paid

3,488

3,485

3,491

4,239

4,252

4,700

4,704

4,746

4,936

5,334

4,947

3,653

3,652

3,650

3,647

4,103

4,111

4,111

5,032

5,032

5,032

5,032

5,027

5,027

4,570

4,570

1,279

0

0

0

Borrowings under repurchase agreements

598,921

781,427

363,018

355,573

538,285

512,401

499,505

502,578

268,450

532,281

1,204,933

1,261,215

390,532

374,083

404,339

619,049

559,785

650,490

525,104

63,694

1,421,636

1,511,279

1,418,182

1,449,315

1,616,676

2,091,920

2,447,160

1,977,370

0

0

Repayments of repurchase agreements

785,851

823,139

467,077

340,677

592,699

531,472

536,089

554,681

276,337

577,388

1,191,070

811,050

410,220

335,072

451,364

546,903

648,663

653,676

563,678

10,325

1,533,606

1,421,532

1,470,442

1,445,192

1,645,553

2,074,519

2,369,910

761,674

0

0

Due from brokers, net

-4,075

2,470

11,080

2,677

3,966

-20,608

2,898

495

3,238

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Due to brokers, net

379

0

-458

-8

-460

926

0

0

0

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Cash provided by (used in) financing activities

-186,950

-47,667

-119,421

7,972

-63,506

-4,372

-44,421

-58,619

-21,802

-54,335

49,774

491,622

-23,340

35,361

-50,672

68,043

-93,185

-7,368

-43,910

48,337

-117,002

84,772

-57,494

-904

-33,479

12,831

75,155

1,365,142

-128

31,500

NET INCREASE (DECREASE) IN CASH AND CASH EQUIVALENTS

24,320

-14,837

8,715

-2,790

25,678

-22,431

-386

-4,623

-10,092

5,846

8,611

4,151

4,005

-9,522

6,826

-5,042

1,076

-316

-3,496

-9,362

8,103

-5,826

1,155

-1,198

994

5,781

-8,014

32,247

1,937

18,161

Supplemental disclosure of cash flow information:
Interest paid

7,152

-

-

-

9,466

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Interest paid

-

-

-

-

-

-

-

7,225

6,881

5,602

5,197

3,583

3,259

2,113

2,248

2,332

2,030

1,871

1,437

1,160

1,094

1,069

1,135

1,050

1,335

1,116

1,005

171

0

0