Two harbors investment corp. (TWO)
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'11
Cash Flows From Operating Activities:
Net (loss) income from continuing operations

-1,519

323

-365

-635

-405

-44

672

729

584

308

452

476

465

317

222

69

308

492

244

472

291

167

443

57

406

579

528

748

383

291

154

181

156

127

0

0

0

Adjustments to reconcile net (loss) income from continuing operations to net cash provided by operating activities:
Amortization of premiums and discounts on investment securities, net

-186

-167

-139

-114

-93

-93

-95

-89

-81

-67

-58

-49

-45

-42

-35

-33

-37

-38

-37

-32

-19

-12

-8

-7

-14

-17

-22

-21

-8

-0

5

13

8

0

0

0

0

Amortization of deferred debt issuance costs on term notes payable and convertible senior notes

1

1

1

1

1

1

1

0

0

0

0

0

0

0

0

0

0

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Other-than-temporary impairment losses

14

14

11

5

0

0

0

0

0

0

0

1

1

1

1

1

1

0

0

0

0

0

0

0

1

1

3

3

6

10

10

13

9

5

0

0

0

Provision for credit losses on investment securities

0

-

-

-

0

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Realized and unrealized losses on investment securities

-736

280

4

-287

-342

-344

-116

-68

-4

-35

-188

-166

-189

-107

165

201

263

363

292

287

255

87

156

-133

-120

-54

-15

211

139

122

0

0

0

-

-

-

-

Servicing Asset at Fair Value, Total Changes in Fair Value

-1,095

-697

-847

-592

-329

-69

101

51

-4

-91

37

33

3

-83

-214

-242

-148

-99

-151

-100

-148

-128

-59

-48

-18

13

0

0

0

-

-

-

-

-

-

-

-

Gain on residential mortgage loans held-for-sale

-

-

-

-

-

-

-

-

-

-

0

0

6

-

13

30

15

14

29

10

29

17

-2

-4

-51

-33

-23

-18

16

2

0

-0

-0

0

0

0

0

Gain on investment securities, net

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

0

0

0

Gain on residential mortgage loans held-for-investment and collateralized borrowings in securitization trusts

-

-

-

-

-

-

-

-

-

22

8

5

-6

-11

-12

-15

-22

-26

-21

-24

13

16

16

27

8

14

16

7

6

0

0

0

0

-

-

-

-

(Gain) loss on termination and option expiration of interest rate swaps and swaptions

-

-

-

-

-

-

-

-

-

-

-

-

-

-

0

0

-207

-

-128

-112

-42

-55

-17

68

69

12

-25

-73

-77

-29

-24

-35

-29

-16

0

0

0

Realized and unrealized losses (gains) on interest rate swaps, caps and swaptions

-309

-178

-421

-413

-286

-33

276

217

127

-0

5

109

234

66

-64

-260

-164

-124

-171

19

-218

-198

0

0

0

-

-

-

-

-

-

-

-

-

-

-

-

Unrealized loss (gain) on interest rate swaps and swaptions

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

306

329

0

-91

-97

-52

-48

-44

0

0

0

Unrealized loss (gain) on other derivative instruments

-120

34

40

70

108

-23

-39

-37

-31

-50

1

51

-26

37

-3

-36

14

14

17

9

13

8

85

-7

5

0

-85

2

0

-0

-21

-8

-17

-7

0

0

0

Gain on contribution of entity

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

0

-

-

-

-

Equity based compensation

9

9

9

10

12

12

9

9

9

11

15

15

16

15

12

11

9

9

10

10

11

15

12

9

6

0

1

1

0

0

0

-0

0

0

0

0

0

Depreciation of fixed assets

-

-

-

-

-

-

-

-

-

-

0

0

1

-

1

1

1

1

1

1

1

1

0

0

0

0

0

0

0

0

0

0

0

-

-

-

-

Depreciation of real estate

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

1

0

0

0

0

0

0

0

Amortization of intangible assets

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

0

1

1

1

1

0

0

0

-

-

-

-

-

-

-

-

Purchases of residential mortgage loans held-for-sale

-

-

-

-

-

-

-

-

-

-

0

0

943

-

1,593

1,787

2,209

2,599

2,649

2,606

2,108

1,475

996

301

875

993

1,036

1,005

205

57

0

0

0

-

-

-

-

Proceeds from sales of residential mortgage loans held-for-sale

-

-

-

-

-

-

-

-

-

-

0

0

788

-

118

154

156

160

154

107

54

432

415

400

402

25

25

25

25

0

0

0

0

-

-

-

-

Proceeds from repayment of residential mortgage loans held-for-sale

-

-

-

-

-

-

-

-

-

-

0

0

111

-

135

119

110

98

93

80

56

38

36

36

40

35

31

16

7

5

-2

-1

0

0

0

0

0

Net change in assets and liabilities:
Decrease in accrued interest receivable

-20

6

2

5

-20

-12

-9

7

11

24

14

6

18

10

9

5

-9

-17

3

6

15

15

3

-3

-0

7

1

18

16

19

21

18

19

18

0

0

0

(Increase) decrease in deferred income taxes, net

58

24

26

-25

-27

-41

-45

-3

-18

11

-16

-5

17

-13

17

8

-5

12

34

31

49

80

57

29

-36

-83

-64

-34

33

37

37

21

5

5

0

0

0

(Increase) decrease in income taxes receivable

-

-

-

-

-

-

-

-

-

-

0

0

-4

-

-5

-5

5

5

6

6

-0

0

0

0

-4

-4

-4

-4

-3

4

4

4

8

0

0

0

0

Decrease (increase) in prepaid and fixed assets

-

-

-

-

-

-

-

-

-

-

0

0

0

-

0

0

1

0

1

1

2

2

2

2

1

1

1

1

1

1

1

1

0

0

0

0

0

(Increase) decrease in other receivables

-

-

-

-

-

-

-

-

-

-

0

0

-10

-

-9

-12

-12

-12

-9

-7

-0

10

10

10

9

-29

2

3

2

31

0

0

0

-

-

-

-

Decrease in servicing advances

-

-

-

-

-

-

-

-

-

-

0

0

-19

-

15

25

13

10

11

14

18

20

14

10

12

7

0

0

0

-

-

-

-

-

-

-

-

Increase in Federal Home Loan Bank stock

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

0

0

0

-

-

-

-

-

-

-

-

Increase in equity investments

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

0

0

0

-

-

-

-

-

-

-

-

Decrease in accrued interest payable

-29

-10

5

34

-3

44

37

37

53

67

30

29

20

10

10

6

0

-5

4

2

2

3

-0

-0

-3

1

2

5

10

12

7

8

8

5

0

0

0

Change in other operating assets and liabilities, net

-59

-20

-34

-20

9

8

0

0

0

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Increase in income taxes payable

-

-

-

-

-

-

-

-

-

-

0

0

0

-

-0

-0

-0

-1

-0

-0

-7

0

-2

-1

7

0

2

1

0

-3

-0

0

-0

3

0

0

0

Decrease in accrued expenses and other liabilities

-

-

-

-

-

-

-

-

-

-

0

0

-10

-

4

5

5

13

4

8

9

11

18

19

21

14

5

2

-0

4

9

6

6

6

0

0

0

Net cash provided by operating activities of discontinued operations

-

-

-

-

-

-

-

-

-

32

0

0

0

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Net cash provided by operating activities

991

1,056

1,032

870

665

702

709

689

647

606

1,334

760

533

239

-973

-1,129

-1,555

-1,936

-2,013

-2,034

-1,658

-667

-244

544

42

-456

-505

-607

96

162

226

193

183

151

0

0

0

Cash Flows From Investing Activities:
Purchases of available-for-sale securities

24,459

24,656

24,708

22,663

14,452

12,621

10,873

12,570

14,114

18,232

21,252

20,229

23,961

21,310

13,790

10,047

4,889

1,788

3,841

5,598

5,936

6,126

4,199

3,562

3,537

4,471

6,382

9,244

9,942

10,799

8,732

7,679

7,750

6,321

0

0

0

Proceeds from sales of available-for-sale securities

26,613

15,879

20,102

19,502

18,055

15,202

12,182

7,316

8,294

8,708

13,558

15,716

14,543

14,400

9,886

8,189

8,355

6,985

3,970

4,777

3,564

3,479

3,552

4,720

4,450

4,432

7,261

4,200

4,038

3,411

249

1,148

1,145

1,046

0

0

0

Principal payments on available-for-sale securities

4,231

3,599

2,976

2,761

2,474

2,434

2,269

1,874

1,727

1,553

1,441

1,375

1,356

1,276

1,139

1,064

1,054

1,148

1,179

1,181

1,105

1,044

1,034

1,030

1,101

1,111

1,144

1,086

931

825

657

502

408

323

0

0

0

Purchases of investments in real estate

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

293

191

71

6

0

0

0

0

Short sales and purchases of other derivative instruments, net

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

0

0

0

-

87

232

330

388

424

324

339

285

0

0

0

(Payments for termination) proceeds from sales of other derivative instruments, net

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

0

0

0

-

177

116

82

138

114

101

54

51

0

0

0

Purchases of trading securities

0

-

-

-

0

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

0

0

0

-

-

-

-

-2,019

0

0

0

Proceeds from sales of trading securities

0

-

-

-

0

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

1,145

1,145

1,144

1,099

1,000

0

0

0

-

-

-

-

1,222

0

0

0

Originations, acquisitions and additional fundings of commercial real estate assets, net of deferred fees

-

-

-

-

-

-

-

-

-

-

-

-

-

-

0

0

703

-

0

0

0

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Proceeds from repayment of commercial real estate assets

-

-

-

-

-

-

-

-

-

-

-

-

-

-

0

0

4

-

0

0

0

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Purchases of commercial real estate loans held-for-investment

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

0

0

0

-

-

-

-

-

-

0

0

-

-

-

-

Purchases of mortgage servicing rights, net of purchase price adjustments

582

611

834

943

1,043

976

632

500

558

484

436

475

334

317

257

223

164

123

77

19

74

59

542

547

494

499

0

0

0

-

-

-

-

-

-

-

-

(Payments for) proceeds from sales of mortgage servicing rights

0

-

-

-

0

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

(Purchases) short sales of derivative instruments, net

63

76

77

69

50

83

92

148

111

103

99

37

46

19

10

36

70

90

0

0

0

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

(Payments for termination and settlement) proceeds from sales and settlement of derivative instruments, net

-27

749

911

753

686

-354

0

0

0

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Proceeds from sales of mortgage servicing rights

-

-

-

-

-

-

0

0

0

-

-1

40

40

40

0

0

0

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Purchases of beneficial interests in securitization trusts

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

30

0

0

0

-

-

-

-

-

-

-

-

Proceeds from repayment of residential mortgage loans held-for-investment in securitization trusts

-

-

-

-

-

-

-

-

-

332

550

687

883

913

775

634

534

562

495

420

258

111

64

50

53

41

28

16

0

0

0

0

0

-

-

-

-

Payments for reverse repurchase agreements

2,747

2,056

4,124

5,096

4,986

4,085

0

0

0

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Proceeds from sales and settlement (payments for termination and settlement) of derivative instruments, net

-

-

-

-

-

-

-

-

-

-

157

47

110

76

3

43

24

4

0

0

0

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Proceeds from reverse repurchase agreements

1,550

2,598

4,703

5,748

5,748

4,085

0

0

0

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Purchases of Federal Home Loan Bank stock

-

-

-

-

-

-

-

-

-

-

-

-

-

-

14

42

57

56

93

65

91

100

0

0

0

-

-

-

-

-

-

-

-

-

-

-

-

Redemptions of Federal Home Loan Bank stock

-

-

-

-

-

-

-

-

-

-

0

0

19

-

0

0

0

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Purchases of equity investments

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

3

0

0

0

-

-

-

-

-

-

-

-

-

-

-

-

(Decrease) increase in due to counterparties, net

-2,520

-35

576

-998

1,905

449

-959

-7

-22

-805

-3

-216

118

34

-9

81

-297

-71

-112

22

34

-205

-93

-212

-399

-79

96

236

158

359

84

-113

45

-206

0

0

0

Change in other investing assets and liabilities, net

-29

-31

-37

-69

-33

-44

0

0

0

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Net cash used in investing activities of discontinued operations

-

-

-

-

-

-

-

-

-

-813

0

0

0

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

(Increase) decrease in restricted cash

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

73

123

220

-64

-367

-399

-57

99

472

547

123

135

41

49

115

144

0

0

0

Increase in escrow deposits of discontinued operations

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

30

-34

-28

-8

0

0

0

0

Net cash provided by investing activities

2,078

-6,077

-2,251

-2,521

6,936

4,789

2,565

-3,710

-4,707

-9,484

-7,064

-3,915

-8,074

-5,670

-3,005

-1,139

5,902

7,913

3,012

1,459

-2,431

-2,795

-768

1,959

1,440

514

1,621

-4,628

-5,519

-6,906

-7,789

-6,486

-7,263

-6,332

0

0

0

Cash Flows From Financing Activities:
Proceeds from repurchase agreements

213,012

236,071

251,502

227,583

175,688

151,887

129,305

125,588

138,128

139,559

154,302

159,758

137,454

111,505

80,672

49,196

42,895

47,142

49,538

100,445

157,048

213,091

269,568

282,193

261,371

214,649

171,393

120,931

84,182

70,643

55,331

44,609

37,226

29,792

0

0

0

Principal payments on repurchase agreements

213,897

230,057

249,742

225,365

183,850

156,949

131,064

121,059

132,084

128,973

148,058

156,692

130,480

107,589

78,077

49,008

49,859

55,126

53,830

102,414

155,974

212,409

269,445

285,704

262,795

215,023

173,275

116,466

79,431

64,679

48,597

38,998

31,148

24,302

0

0

0

Proceeds from issuance of collateralized borrowings in securitization trusts

-

-

-

-

-

-

-

-

-

-

-

-

-

1,877

1,994

1,846

1,796

1,223

1,138

1,466

1,005

728

693

340

340

307

307

0

0

0

0

0

0

-

-

-

-

Principal payments on collateralized borrowings in securitization trusts

-

-

-

-

-

-

-

-

-

328

546

681

837

832

666

500

380

406

84

291

289

182

419

154

57

42

30

16

0

0

0

0

0

-

-

-

-

Proceeds from Federal Home Loan Bank advances

0

-

-

-

0

-

-

-

-

-

-

-

-

215

290

1,205

1,580

1,490

2,415

1,502

4,456

4,796

3,796

3,793

464

0

0

0

0

-

-

-

-

-

-

-

-

Principal payments on Federal Home Loan Bank advances

1,560

815

815

815

0

350

1,133

2,373

2,706

2,784

2,001

761

428

0

0

0

0

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Proceeds from revolving credit facilities

400

450

470

377

472

397

0

0

0

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Principal payments on revolving credit facilities

523

460

480

547

117

107

107

89

118

173

153

104

55

0

0

0

0

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Proceeds from convertible senior notes

-

-

-

-

-

-

-

-

-

282

282

282

282

0

0

0

0

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Proceeds from issuance of preferred stock, net of offering costs

-

-

-

-

-

-0

285

563

563

702

416

138

138

0

0

0

0

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Proceeds from issuance of common stock, net of offering costs

1

336

335

335

335

0

0

0

0

0

0

0

0

0

0

0

0

0

0

0

0

0

0

0

0

763

763

1,356

1,433

1,362

1,362

1,253

1,411

1,006

0

0

0

Proceeds from exercise of warrants

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

107

140

315

277

213

0

0

0

-

-

-

-

Repurchase of common stock

0

-

-

-

0

-

-

-

-

-

-

-

-

61

172

176

176

115

0

0

0

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Dividends paid on preferred stock

75

75

75

70

65

58

48

38

25

13

0

0

0

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Dividends paid on common stock

455

463

431

432

386

270

354

335

340

422

341

330

323

331

347

362

378

381

381

380

380

285

387

405

427

591

500

474

443

335

285

235

165

119

0

0

0

Net cash provided by financing activities of discontinued operations

-

-

-

-

-

-

-

-

-

1,146

0

0

0

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Net cash used in financing activities

-1,960

5,540

1,157

1,460

-7,923

-5,450

-2,846

3,100

4,374

9,117

5,660

3,001

7,292

5,245

3,783

2,054

-4,668

-6,319

-1,411

325

3,570

3,442

1,515

-2,238

-1,082

146

-1,226

5,656

6,017

7,205

7,986

6,607

7,323

6,377

0

0

0

Net increase (decrease) in cash, cash equivalents and restricted cash

1,108

519

-61

-190

-322

42

428

80

314

239

-70

-153

-249

-185

-195

-214

-321

-342

-413

-249

-520

-19

502

265

399

204

-110

420

595

461

423

314

243

196

0

0

0

Supplemental Disclosure of Cash Flow Information:
Cash paid for interest

742

720

700

581

535

419

358

346

288

227

208

158

131

116

96

88

86

92

71

75

77

79

103

103

105

99

74

51

26

11

22

23

23

17

0

0

0

Cash paid (received) for taxes, net

28

28

16

6

0

0

0

-1

-0

-0

-1

0

-4

-5

-4

-4

-0

2

4

4

7

5

3

3

-3

-4

-4

-4

0

3

4

4

4

0

0

0

0

Noncash Activities:
Deconsolidation of the assets and liabilities of variable interest entities
Distribution of Granite Point Mortgage Trust Inc. common stock

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

343

0

0

0

-

-

-

-

-

-

-

-

Consolidation of residential mortgage loans held-for-investment in securitization trusts

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

442

0

0

0

-

-

-

-

-

-

-

-

Consolidation of collateralized borrowings in securitization trusts

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

412

0

0

0

-

-

-

-

-

-

-

-

Transfers of residential mortgage loans held-for-sale to residential mortgage loans held-for-investment in securitization trusts

-

-

-

-

-

-

-

-

-

-

-

-

-

1,031

1,372

1,596

2,098

2,046

2,071

2,114

1,611

1,022

0

0

0

-

-

-

-

-

-

-

-

-

-

-

-

Transfers of residential mortgage loans held-for-sale to other receivables for foreclosed government-guaranteed loans

-

-

-

-

-

-

-

-

-

-

0

0

13

-

18

21

21

16

0

0

0

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Transfer of fair value of mortgage servicing rights to fair value of Ginnie Mae residential mortgage loans held-for-sale upon buyout

-

-

-

-

-

-

-

-

-

-

0

0

2

-

6

7

18

15

0

0

0

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Additions to mortgage servicing rights due to sale of residential mortgage loans held-for-sale

-

-

-

-

-

-

-

-

-

-

0

0

0

-

1

1

1

1

1

1

0

0

0

0

0

-

-

-

-

-

-

-

-

-

-

-

-

Cashless exercise of warrants

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

0

0

0

0

0

0

0

0

-

-

-

-

Cumulative-effect adjustment for adoption of new accounting principle

0

0

0

0

0

9

9

9

9

0

0

0

0

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Purchases of residential mortgage loans held-for-sale

-

-

-

-

-

-

-

-

-

-

0

0

943

-

1,593

1,787

2,209

2,599

2,649

2,606

2,108

1,475

996

301

875

993

1,036

1,005

205

57

0

0

0

-

-

-

-

Transfers to residential mortgage loans held-for-investment in securitization trusts

-

-

-

-

-

-

-

-

-

-

-

-

-

-

1,372

1,596

2,098

2,046

2,071

2,114

1,611

1,022

0

0

0

-

-

-

-

-

-

-

-

-

-

-

-

Transfers to other receivables for foreclosed government-guaranteed loans

-

-

-

-

-

-

-

-

-

-

0

0

13

-

18

21

21

16

0

0

0

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Transfer of fair value of mortgage servicing rights to fair value of Ginnie Mae residential mortgage loans held-for-sale upon buyout

-

-

-

-

-

-

-

-

-

-

0

0

2

-

6

7

18

15

0

0

0

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Proceeds from sales of residential mortgage loans held-for-sale

-

-

-

-

-

-

-

-

-

-

0

0

788

-

118

154

156

160

154

107

54

432

415

400

402

25

0

0

0

-

-

-

-

-

-

-

-

Proceeds from repayment of residential mortgage loans held-for-sale

-

-

-

-

-

-

-

-

-

-

0

0

111

-

135

119

110

98

93

80

56

38

36

36

40

35

31

16

7

5

0

0

0

-

-

-

-

Realized and unrealized gains on residential mortgage loans held-for-sale

-

-

-

-

-

-

-

-

-

-

0

0

6

-

13

25

15

14

26

15

27

15

-2

-9

-50

-33

-24

-18

14

0

0

0

0

-

-

-

-

Unrealized loss on mortgage loans

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

0

0

0