10-Q Filing

MFA FINANCIAL, INC. CIK: 1055160 Q3 2012

Filing Information

Form Type	10-Q
Accession Number	`0001104659-12-074557`
Period End Date	20120930
Filing Date	20121106
Fiscal Year	2012
Fiscal Period	Q3
XBRL Instance	mfa-20120930.xml

Filing Contents

This filing contains the following financial statements:

Balance Sheet 85 Income Statement 106 Cash Flow Statement 85 Stockholders Equity 27 Comprehensive Income 39

Balance Sheet 85 line items

Line Item	Tag	Value	Unit	Period
Agency MBS, at fair value, pledged as collateral (in dollars)	`AvailableForSaleSecuritiesPledgedAsCollateralAgency`	$6.67B	USD	Point-in-time
Agency MBS, at fair value, pledged as collateral (in dollars)	`AvailableForSaleSecuritiesPledgedAsCollateralAgency`	$6.90B	USD	Point-in-time
Non-Agency MBS, at fair value, pledged as collateral (in dollars)	`AvailableForSaleSecuritiesPledgedAsCollateralNonAgency`	$1.49B	USD	Point-in-time
Non-Agency MBS, at fair value, pledged as collateral (in dollars)	`AvailableForSaleSecuritiesPledgedAsCollateralNonAgency`	$692.53M	USD	Point-in-time
Preferred stock, par value (in dollars per share)	`PreferredStockParOrStatedValuePerShare`	$0.01	USD	Point-in-time
Preferred stock, par value (in dollars per share)	`PreferredStockParOrStatedValuePerShare`	$0.01	USD	Point-in-time
Preferred stock, shares authorized	`PreferredStockSharesAuthorized`	5.00M	shares	Point-in-time
Preferred stock, shares authorized	`PreferredStockSharesAuthorized`	5.00M	shares	Point-in-time
Preferred stock, dividend rate (as a percent)	`PreferredStockDividendRatePercentage`	0.09	pure	3 Qtrs
Agency MBS, at fair value ($6,902,954 and $6,666,963 pledged as collateral, respectively)	`AvailableForSaleSecuritiesAgency`	$7.14B	USD	Point-in-time
Preferred stock, dividend rate (as a percent)	`PreferredStockDividendRatePercentage`	0.09	pure	Annual
Agency MBS, at fair value ($6,902,954 and $6,666,963 pledged as collateral, respectively)	`AvailableForSaleSecuritiesAgency`	$7.48B	USD	Point-in-time
Preferred stock, shares issued	`PreferredStockSharesIssued`	3.84M	shares	Point-in-time
Preferred stock, shares issued	`PreferredStockSharesIssued`	3.84M	shares	Point-in-time
Non-Agency MBS, at fair value ($1,489,463 and $692,534 pledged as collateral, respectively)	`AvailableForSaleSecuritiesNonAgency`	$2.54B	USD	Point-in-time
Non-Agency MBS, at fair value ($1,489,463 and $692,534 pledged as collateral, respectively)	`AvailableForSaleSecuritiesNonAgency`	$1.49B	USD	Point-in-time
Preferred stock, shares outstanding	`PreferredStockSharesOutstanding`	3.84M	shares	Point-in-time
Preferred stock, shares outstanding	`PreferredStockSharesOutstanding`	3.84M	shares	Point-in-time
Non-Agency MBS transferred to consolidated variable interest entities ("VIEs")	`NonAgencyMortgageBackedSecuritiesTransferredToConsolidatedVariableInterestEntity`	$2.66B	USD	Point-in-time
Non-Agency MBS transferred to consolidated variable interest entities ("VIEs")	`NonAgencyMortgageBackedSecuritiesTransferredToConsolidatedVariableInterestEntity`	$2.28B	USD	Point-in-time
Securities obtained and pledged as collateral, at fair value	`SecuritiesReceivedAsCollateral`	$509.70M	USD	Point-in-time
Preferred stock, aggregate liquidation preference (in dollars)	`PreferredStockLiquidationPreferenceValue`	$96.00M	USD	Point-in-time
Securities obtained and pledged as collateral, at fair value	`SecuritiesReceivedAsCollateral`	$306.40M	USD	Point-in-time
Preferred stock, aggregate liquidation preference (in dollars)	`PreferredStockLiquidationPreferenceValue`	$96.00M	USD	Point-in-time
Cash and cash equivalents	`CashAndCashEquivalentsAtCarryingValue`	$345.24M	USD	Point-in-time
Cash and cash equivalents	`CashAndCashEquivalentsAtCarryingValue`	$450.44M	USD	Point-in-time
Common stock, par value (in dollars per share)	`CommonStockParOrStatedValuePerShare`	$0.01	USD	Point-in-time
Cash and cash equivalents	`CashAndCashEquivalentsAtCarryingValue`	$394.02M	USD	Point-in-time
Common stock, par value (in dollars per share)	`CommonStockParOrStatedValuePerShare`	$0.01	USD	Point-in-time
Cash and cash equivalents	`CashAndCashEquivalentsAtCarryingValue`	$421.03M	USD	Point-in-time
Restricted cash	`RestrictedCashAndCashEquivalents`	$15.50M	USD	Point-in-time
Restricted cash	`RestrictedCashAndCashEquivalents`	$7.01M	USD	Point-in-time
Common stock, shares authorized	`CommonStockSharesAuthorized`	895.00M	shares	Point-in-time
Common stock, shares authorized	`CommonStockSharesAuthorized`	895.00M	shares	Point-in-time
MBS linked transactions, net ("Linked Transactions"), at fair value	`MBSLinkedTransactionsNet`	$55.80M	USD	Point-in-time
MBS linked transactions, net ("Linked Transactions"), at fair value	`MBSLinkedTransactionsNet`	$12.77M	USD	Point-in-time
Common stock, shares issued	`CommonStockSharesIssued`	357.01M	shares	Point-in-time
Common stock, shares issued	`CommonStockSharesIssued`	356.11M	shares	Point-in-time
Interest receivable	`InterestReceivable`	$44.98M	USD	Point-in-time
Interest receivable	`InterestReceivable`	$42.84M	USD	Point-in-time
Common stock, shares outstanding	`CommonStockSharesOutstanding`	356.11M	shares	Point-in-time
Common stock, shares outstanding	`CommonStockSharesOutstanding`	357.01M	shares	Point-in-time
Derivative hedging instruments, at fair value	`DerivativeFairValueOfDerivativeAsset`	$26.00K	USD	Point-in-time
Goodwill	`Goodwill`	$7.19M	USD	Point-in-time
Goodwill	`Goodwill`	$7.19M	USD	Point-in-time
Prepaid and other assets	`PrepaidExpenseAndOtherAssets`	$15.88M	USD	Point-in-time
Prepaid and other assets	`PrepaidExpenseAndOtherAssets`	$29.25M	USD	Point-in-time
Total Assets	`Assets`	$13.74B	USD	Point-in-time
Total Assets	`Assets`	$11.75B	USD	Point-in-time
Repurchase agreements	`SecuritiesSoldUnderAgreementsToRepurchase`	$8.83B	USD	Point-in-time
Repurchase agreements	`SecuritiesSoldUnderAgreementsToRepurchase`	$7.81B	USD	Point-in-time
Securitized debt	`SecuritizedDebt`	$875.52M	USD	Point-in-time
Securitized debt	`SecuritizedDebt`	$749.47M	USD	Point-in-time
Obligation to return securities obtained as collateral, at fair value	`ObligationToReturnSecuritiesReceivedAsCollateral`	$509.70M	USD	Point-in-time
Obligation to return securities obtained as collateral, at fair value	`ObligationToReturnSecuritiesReceivedAsCollateral`	$306.40M	USD	Point-in-time
8% Senior Notes due 2042 ("Senior Notes")	`SeniorNotes`	$100.00M	USD	Point-in-time
Accrued interest payable	`InterestPayableCurrentAndNoncurrent`	$14.12M	USD	Point-in-time
Accrued interest payable	`InterestPayableCurrentAndNoncurrent`	$9.11M	USD	Point-in-time
Derivative hedging instruments, at fair value	`DerivativeFairValueOfDerivativeLiability`	$78.17M	USD	Point-in-time
Derivative hedging instruments, at fair value	`DerivativeFairValueOfDerivativeLiability`	$114.22M	USD	Point-in-time
Dividends and dividend equivalents rights ("DERs") payable	`DividendsPayableCurrentAndNoncurrent`	$90.20M	USD	Point-in-time
Dividends and dividend equivalents rights ("DERs") payable	`DividendsPayableCurrentAndNoncurrent`	$97.53M	USD	Point-in-time
Dividends and dividend equivalents rights ("DERs") payable	`DividendsPayableCurrentAndNoncurrent`	$76.05M	USD	Point-in-time
Payable for unsettled purchases	`AccountsPayableOtherCurrentAndNoncurrent`	$126.03M	USD	Point-in-time
Payable for unsettled purchases	`AccountsPayableOtherCurrentAndNoncurrent`	$27.06M	USD	Point-in-time
Accrued expenses and other liabilities	`OtherLiabilities`	$9.88M	USD	Point-in-time
Accrued expenses and other liabilities	`OtherLiabilities`	$10.14M	USD	Point-in-time
Total Liabilities	`Liabilities`	$9.25B	USD	Point-in-time
Total Liabilities	`Liabilities`	$10.50B	USD	Point-in-time
Commitments and contingencies (Note 10)	`CommitmentsAndContingencies`	-	USD	Point-in-time
Commitments and contingencies (Note 10)	`CommitmentsAndContingencies`	-	USD	Point-in-time
Preferred stock, $.01 par value; series A 8.50% cumulative redeemable; 5,000 shares authorized; 3,840 shares issued and outstanding ($96,000 aggregate liquidation preference)	`PreferredStockValue`	$38.00K	USD	Point-in-time
Preferred stock, $.01 par value; series A 8.50% cumulative redeemable; 5,000 shares authorized; 3,840 shares issued and outstanding ($96,000 aggregate liquidation preference)	`PreferredStockValue`	$38.00K	USD	Point-in-time
Common stock, $.01 par value; 895,000 shares authorized; 357,013 and 356,112 issued and outstanding, respectively	`CommonStockValue`	$3.56M	USD	Point-in-time
Common stock, $.01 par value; 895,000 shares authorized; 357,013 and 356,112 issued and outstanding, respectively	`CommonStockValue`	$3.57M	USD	Point-in-time
Additional paid-in capital, in excess of par	`AdditionalPaidInCapital`	$2.80B	USD	Point-in-time
Additional paid-in capital, in excess of par	`AdditionalPaidInCapital`	$2.80B	USD	Point-in-time
Accumulated deficit	`RetainedEarningsAccumulatedDeficit`	$-255.59M	USD	Point-in-time
Accumulated deficit	`RetainedEarningsAccumulatedDeficit`	$-243.06M	USD	Point-in-time
Accumulated other comprehensive income/(loss)	`AccumulatedOtherComprehensiveIncomeLossNetOfTax`	$686.45M	USD	Point-in-time
Accumulated other comprehensive income/(loss)	`AccumulatedOtherComprehensiveIncomeLossNetOfTax`	$-58.70M	USD	Point-in-time
Total Stockholders' Equity	`StockholdersEquity`	$3.24B	USD	Point-in-time
Total Stockholders' Equity	`StockholdersEquity`	$2.50B	USD	Point-in-time
Total Liabilities and Stockholders' Equity	`LiabilitiesAndStockholdersEquity`	$13.74B	USD	Point-in-time
Total Liabilities and Stockholders' Equity	`LiabilitiesAndStockholdersEquity`	$11.75B	USD	Point-in-time

Income Statement 106 line items

Line Item	Tag	Value	Unit	Period
Agency MBS	`InterestIncomeAgencySecuritiesMortgageBacked`	$186.11M	USD	3 Qtrs
Agency MBS	`InterestIncomeAgencySecuritiesMortgageBacked`	$150.05M	USD	3 Qtrs
Agency MBS	`InterestIncomeAgencySecuritiesMortgageBacked`	$47.20M	USD	1 Quarter
Agency MBS	`InterestIncomeAgencySecuritiesMortgageBacked`	$59.96M	USD	1 Quarter
Non-Agency MBS	`InterestIncomeNonAgencySecuritiesMortgageBacked`	$37.09M	USD	1 Quarter
Non-Agency MBS	`InterestIncomeNonAgencySecuritiesMortgageBacked`	$95.56M	USD	3 Qtrs
Non-Agency MBS	`InterestIncomeNonAgencySecuritiesMortgageBacked`	$76.10M	USD	3 Qtrs
Non-Agency MBS	`InterestIncomeNonAgencySecuritiesMortgageBacked`	$24.38M	USD	1 Quarter
Non-Agency MBS transferred to consolidated VIEs	`InterestIncomeNonAgencySecuritiesMortgageBackedTransferredToConsolidatedVariableInterestEntity`	$40.81M	USD	1 Quarter
Non-Agency MBS transferred to consolidated VIEs	`InterestIncomeNonAgencySecuritiesMortgageBackedTransferredToConsolidatedVariableInterestEntity`	$46.41M	USD	1 Quarter
Non-Agency MBS transferred to consolidated VIEs	`InterestIncomeNonAgencySecuritiesMortgageBackedTransferredToConsolidatedVariableInterestEntity`	$110.44M	USD	3 Qtrs
Non-Agency MBS transferred to consolidated VIEs	`InterestIncomeNonAgencySecuritiesMortgageBackedTransferredToConsolidatedVariableInterestEntity`	$128.50M	USD	3 Qtrs
Cash and cash equivalent investments	`InterestIncomeDepositsWithFinancialInstitutions`	$106.00K	USD	3 Qtrs
Cash and cash equivalent investments	`InterestIncomeDepositsWithFinancialInstitutions`	$84.00K	USD	3 Qtrs
Cash and cash equivalent investments	`InterestIncomeDepositsWithFinancialInstitutions`	$38.00K	USD	1 Quarter
Cash and cash equivalent investments	`InterestIncomeDepositsWithFinancialInstitutions`	$25.00K	USD	1 Quarter
Interest Income	`InterestAndDividendIncomeOperating`	$374.19M	USD	3 Qtrs
Interest Income	`InterestAndDividendIncomeOperating`	$125.14M	USD	1 Quarter
Interest Income	`InterestAndDividendIncomeOperating`	$130.77M	USD	1 Quarter
Interest Income	`InterestAndDividendIncomeOperating`	$372.75M	USD	3 Qtrs
Repurchase agreements	`InterestExpenseSecuritiesSoldUnderAgreementsToRepurchase`	$34.92M	USD	1 Quarter
Repurchase agreements	`InterestExpenseSecuritiesSoldUnderAgreementsToRepurchase`	$102.51M	USD	3 Qtrs
Repurchase agreements	`InterestExpenseSecuritiesSoldUnderAgreementsToRepurchase`	$39.32M	USD	1 Quarter
Repurchase agreements	`InterestExpenseSecuritiesSoldUnderAgreementsToRepurchase`	$111.64M	USD	3 Qtrs
Securitized debt	`InterestExpenseDebt`	$13.19M	USD	3 Qtrs
Securitized debt	`InterestExpenseDebt`	$4.48M	USD	1 Quarter
Securitized debt	`InterestExpenseDebt`	$8.09M	USD	3 Qtrs
Securitized debt	`InterestExpenseDebt`	$3.83M	USD	1 Quarter
Senior Notes	`InterestExpenseSeniorNotes`	$2.01M	USD	1 Quarter
Senior Notes	`InterestExpenseSeniorNotes`	$3.79M	USD	3 Qtrs
Interest Expense	`InterestExpense`	$38.75M	USD	1 Quarter
Interest Expense	`InterestExpense`	$110.60M	USD	3 Qtrs
Interest Expense	`InterestExpense`	$128.62M	USD	3 Qtrs
Interest Expense	`InterestExpense`	$45.80M	USD	1 Quarter
Net Interest Income	`InterestIncomeExpenseNet`	$79.33M	USD	1 Quarter
Net Interest Income	`InterestIncomeExpenseNet`	$262.15M	USD	3 Qtrs
Net Interest Income	`InterestIncomeExpenseNet`	$245.57M	USD	3 Qtrs
Net Interest Income	`InterestIncomeExpenseNet`	$92.01M	USD	1 Quarter
Total other-than-temporary impairment losses	`MarketableSecuritiesRealizedGainLossOtherThanTemporaryImpairmentsAmount`	$879.00K	USD	3 Qtrs
Total other-than-temporary impairment losses	`MarketableSecuritiesRealizedGainLossOtherThanTemporaryImpairmentsAmount`	$14.91M	USD	1 Quarter
Total other-than-temporary impairment losses	`MarketableSecuritiesRealizedGainLossOtherThanTemporaryImpairmentsAmount`	$15.55M	USD	3 Qtrs
Portion of loss recognized in/(reclassified from) other comprehensive income	`OtherThanTemporaryImpairmentLossesInvestmentsPortionInOtherComprehensiveIncomeLossBeforeTaxPortionAttributableToParent`	$-10.92M	USD	1 Quarter
Portion of loss recognized in/(reclassified from) other comprehensive income	`OtherThanTemporaryImpairmentLossesInvestmentsPortionInOtherComprehensiveIncomeLossBeforeTaxPortionAttributableToParent`	$321.00K	USD	3 Qtrs
Portion of loss recognized in/(reclassified from) other comprehensive income	`OtherThanTemporaryImpairmentLossesInvestmentsPortionInOtherComprehensiveIncomeLossBeforeTaxPortionAttributableToParent`	$-9.17M	USD	3 Qtrs
Net Impairment Losses Recognized in Earnings	`OtherThanTemporaryImpairmentLossesInvestmentsPortionRecognizedInEarningsNet`	$6.38M	USD	3 Qtrs
Net Impairment Losses Recognized in Earnings	`OtherThanTemporaryImpairmentLossesInvestmentsPortionRecognizedInEarningsNet`	$1.20M	USD	3 Qtrs
Net Impairment Losses Recognized in Earnings	`OtherThanTemporaryImpairmentLossesInvestmentsPortionRecognizedInEarningsNet`	$3.99M	USD	1 Quarter
Unrealized net gains and net interest income from Linked Transactions	`GainOnLinkedTransactions`	$3.18M	USD	1 Quarter
Unrealized net gains and net interest income from Linked Transactions	`GainOnLinkedTransactions`	$11.44M	USD	3 Qtrs
Unrealized net gains and net interest income from Linked Transactions	`GainOnLinkedTransactions`	$9.97M	USD	3 Qtrs
Unrealized net gains and net interest income from Linked Transactions	`GainOnLinkedTransactions`	$733.00K	USD	1 Quarter
Gains on sales of MBS	`GainLossOnSalesOfMortgageBackedSecuritiesMBS`	$7.23M	USD	3 Qtrs
Gains on sales of MBS	`GainLossOnSalesOfMortgageBackedSecuritiesMBS`	$4.20M	USD	3 Qtrs
Gains on sales of MBS	`GainLossOnSalesOfMortgageBackedSecuritiesMBS`	$4.20M	USD	1 Quarter
Gains on sales of MBS	`GainLossOnSalesOfMortgageBackedSecuritiesMBS`	$4.28M	USD	1 Quarter
Revenue from operations of real estate held-for-sale	`RealEstateRevenueNet`	$390.00K	USD	1 Quarter
Revenue from operations of real estate held-for-sale	`RealEstateRevenueNet`	$1.15M	USD	3 Qtrs
Other, net	`NoninterestIncomeOtherOperatingIncome`	$-886.00K	USD	3 Qtrs
Other, net	`NoninterestIncomeOtherOperatingIncome`	$-898.00K	USD	1 Quarter
Other, net	`NoninterestIncomeOtherOperatingIncome`	$1.00K	USD	1 Quarter
Other, net	`NoninterestIncomeOtherOperatingIncome`	$2.00K	USD	3 Qtrs
Other Income, net	`NoninterestIncome`	$4.42M	USD	1 Quarter
Other Income, net	`NoninterestIncome`	$14.43M	USD	3 Qtrs
Other Income, net	`NoninterestIncome`	$18.68M	USD	3 Qtrs
Other Income, net	`NoninterestIncome`	$7.46M	USD	1 Quarter
Compensation and benefits	`LaborAndRelatedExpense`	$5.48M	USD	1 Quarter
Compensation and benefits	`LaborAndRelatedExpense`	$5.98M	USD	1 Quarter
Compensation and benefits	`LaborAndRelatedExpense`	$16.75M	USD	3 Qtrs
Compensation and benefits	`LaborAndRelatedExpense`	$15.59M	USD	3 Qtrs
Other general and administrative expense	`OtherGeneralAndAdministrativeExpense`	$7.98M	USD	3 Qtrs
Other general and administrative expense	`OtherGeneralAndAdministrativeExpense`	$3.03M	USD	1 Quarter
Other general and administrative expense	`OtherGeneralAndAdministrativeExpense`	$2.67M	USD	1 Quarter
Other general and administrative expense	`OtherGeneralAndAdministrativeExpense`	$8.68M	USD	3 Qtrs
Real estate held-for-sale operating expense	`RealEstateOperatingExpenseAndMortgageInterest`	$774.00K	USD	3 Qtrs
Real estate held-for-sale operating expense	`RealEstateOperatingExpenseAndMortgageInterest`	$237.00K	USD	1 Quarter
Operating and Other Expense	`CostsAndExpenses`	$8.74M	USD	1 Quarter
Operating and Other Expense	`CostsAndExpenses`	$24.35M	USD	3 Qtrs
Operating and Other Expense	`CostsAndExpenses`	$25.43M	USD	3 Qtrs
Operating and Other Expense	`CostsAndExpenses`	$8.65M	USD	1 Quarter
Net Income	`NetIncomeLoss`	$245.85M	USD	3 Qtrs
Net Income	`NetIncomeLoss`	$83.70M	USD	1 Quarter
Net Income	`NetIncomeLoss`	$78.14M	USD	1 Quarter
Net Income	`NetIncomeLoss`	$237.62M	USD	3 Qtrs
Less: Preferred Stock Dividends	`PreferredStockDividendsIncomeStatementImpact`	$2.04M	USD	1 Quarter
Less: Preferred Stock Dividends	`PreferredStockDividendsIncomeStatementImpact`	$6.12M	USD	3 Qtrs
Less: Preferred Stock Dividends	`PreferredStockDividendsIncomeStatementImpact`	$2.04M	USD	1 Quarter
Less: Preferred Stock Dividends	`PreferredStockDividendsIncomeStatementImpact`	$6.12M	USD	3 Qtrs
Net Income Available to Common Stock and Participating Securities	`NetIncomeLossAvailableToCommonStockholdersBasic`	$231.50M	USD	3 Qtrs
Net Income Available to Common Stock and Participating Securities	`NetIncomeLossAvailableToCommonStockholdersBasic`	$76.10M	USD	1 Quarter
Net Income Available to Common Stock and Participating Securities	`NetIncomeLossAvailableToCommonStockholdersBasic`	$239.73M	USD	3 Qtrs
Net Income Available to Common Stock and Participating Securities	`NetIncomeLossAvailableToCommonStockholdersBasic`	$81.66M	USD	1 Quarter
Earnings per Common Share - Basic and Diluted (in dollars per share)	`EarningsPerShareBasicAndDiluted`	$0.65	USD	3 Qtrs
Earnings per Common Share - Basic and Diluted (in dollars per share)	`EarningsPerShareBasicAndDiluted`	$0.71	USD	3 Qtrs
Earnings per Common Share - Basic and Diluted (in dollars per share)	`EarningsPerShareBasicAndDiluted`	$0.21	USD	1 Quarter
Earnings per Common Share - Basic and Diluted (in dollars per share)	`EarningsPerShareBasicAndDiluted`	$0.23	USD	1 Quarter
Dividends Declared per share of Common Stock (in dollars per share)	`CommonStockDividendsPerShareDeclared`	$0.23	USD	Point-in-time
Dividends Declared per share of Common Stock (in dollars per share)	`CommonStockDividendsPerShareDeclared`	$0.25	USD	1 Quarter
Dividends Declared per share of Common Stock (in dollars per share)	`CommonStockDividendsPerShareDeclared`	$0.25	USD	Point-in-time
Dividends Declared per share of Common Stock (in dollars per share)	`CommonStockDividendsPerShareDeclared`	$0.74	USD	3 Qtrs
Dividends Declared per share of Common Stock (in dollars per share)	`CommonStockDividendsPerShareDeclared`	$0.21	USD	1 Quarter
Dividends Declared per share of Common Stock (in dollars per share)	`CommonStockDividendsPerShareDeclared`	$0.27	USD	Point-in-time
Dividends Declared per share of Common Stock (in dollars per share)	`CommonStockDividendsPerShareDeclared`	$0.21	USD	Point-in-time
Dividends Declared per share of Common Stock (in dollars per share)	`CommonStockDividendsPerShareDeclared`	$0.23	USD	Point-in-time
Dividends Declared per share of Common Stock (in dollars per share)	`CommonStockDividendsPerShareDeclared`	$0.24	USD	Point-in-time
Dividends Declared per share of Common Stock (in dollars per share)	`CommonStockDividendsPerShareDeclared`	$0.25	USD	Point-in-time
Dividends Declared per share of Common Stock (in dollars per share)	`CommonStockDividendsPerShareDeclared`	$0.68	USD	3 Qtrs

Cash Flow Statement 85 line items

Line Item	Tag	Value	Unit	Period
Net income	`NetIncomeLoss`	$245.85M	USD	3 Qtrs
Net income	`NetIncomeLoss`	$83.70M	USD	1 Quarter
Net income	`NetIncomeLoss`	$78.14M	USD	1 Quarter
Net income	`NetIncomeLoss`	$237.62M	USD	3 Qtrs
Gain on sales of MBS	`GainOnSalesOfMortgageBackedSecurities`	$4.20M	USD	3 Qtrs
Gain on sales of MBS	`GainOnSalesOfMortgageBackedSecurities`	$7.23M	USD	3 Qtrs
Other-than-temporary impairment charges	`OtherThanTemporaryImpairmentLossesInvestmentsPortionRecognizedInEarningsNet`	$6.38M	USD	3 Qtrs
Other-than-temporary impairment charges	`OtherThanTemporaryImpairmentLossesInvestmentsPortionRecognizedInEarningsNet`	$1.20M	USD	3 Qtrs
Other-than-temporary impairment charges	`OtherThanTemporaryImpairmentLossesInvestmentsPortionRecognizedInEarningsNet`	$3.99M	USD	1 Quarter
Accretion of purchase discounts on MBS	`AccretionOfPurchaseDiscounts`	$33.16M	USD	3 Qtrs
Accretion of purchase discounts on MBS	`AccretionOfPurchaseDiscounts`	$28.17M	USD	3 Qtrs
Amortization of purchase premiums on MBS	`AccretionAmortizationOfDiscountsAndPremiumsInvestments`	$-26.78M	USD	3 Qtrs
Amortization of purchase premiums on MBS	`AccretionAmortizationOfDiscountsAndPremiumsInvestments`	$-38.17M	USD	3 Qtrs
Increase in interest receivable	`IncreaseDecreaseInAccruedInterestReceivableNet`	$6.12M	USD	3 Qtrs
Increase in interest receivable	`IncreaseDecreaseInAccruedInterestReceivableNet`	$2.00M	USD	3 Qtrs
Depreciation and amortization on real estate and other assets	`DepreciationAndAmortization`	$2.47M	USD	3 Qtrs
Depreciation and amortization on real estate and other assets	`DepreciationAndAmortization`	$2.26M	USD	3 Qtrs
Unrealized (gains)/losses and other on Linked Transactions	`UnrealizedGainAndOtherOnLinkedTransactions`	$8.85M	USD	3 Qtrs
Unrealized (gains)/losses and other on Linked Transactions	`UnrealizedGainAndOtherOnLinkedTransactions`	$-4.83M	USD	3 Qtrs
Increase in prepaid and other assets	`IncreaseDecreaseInOtherOperatingAssets`	$47.00K	USD	3 Qtrs
Increase in prepaid and other assets	`IncreaseDecreaseInOtherOperatingAssets`	$10.34M	USD	3 Qtrs
Increase in accrued expenses and other liabilities	`IncreaseDecreaseInOtherOperatingLiabilities`	$37.00K	USD	3 Qtrs
Increase in accrued expenses and other liabilities	`IncreaseDecreaseInOtherOperatingLiabilities`	$344.00K	USD	3 Qtrs
Increase/(decrease) in accrued interest payable	`IncreaseDecreaseInInterestPayableNet`	$-529.00K	USD	3 Qtrs
Increase/(decrease) in accrued interest payable	`IncreaseDecreaseInInterestPayableNet`	$5.00M	USD	3 Qtrs
Equity-based compensation expense	`ShareBasedCompensation`	$4.37M	USD	3 Qtrs
Equity-based compensation expense	`ShareBasedCompensation`	$2.98M	USD	3 Qtrs
Net cash provided by operating activities	`NetCashProvidedByUsedInOperatingActivitiesContinuingOperations`	$232.59M	USD	3 Qtrs
Net cash provided by operating activities	`NetCashProvidedByUsedInOperatingActivitiesContinuingOperations`	$245.07M	USD	3 Qtrs
Principal payments on MBS	`ProceedsFromMaturitiesPrepaymentsAndCallsOfAvailableForSaleSecurities`	$1.98B	USD	3 Qtrs
Principal payments on MBS	`ProceedsFromMaturitiesPrepaymentsAndCallsOfAvailableForSaleSecurities`	$1.69B	USD	3 Qtrs
Proceeds from sale of MBS	`ProceedsFromSaleOfMortgageBackedSecuritiesMBSCategorizedAsAvailableForSale`	$76.50M	USD	3 Qtrs
Proceeds from sale of MBS	`ProceedsFromSaleOfMortgageBackedSecuritiesMBSCategorizedAsAvailableForSale`	$137.08M	USD	3 Qtrs
Purchases of MBS	`PaymentsToAcquireAvailableForSaleSecurities`	$4.43B	USD	3 Qtrs
Purchases of MBS	`PaymentsToAcquireAvailableForSaleSecurities`	$2.90B	USD	3 Qtrs
Additions to leasehold improvements, furniture, fixtures and real estate investment	`PaymentsToAcquireProductiveAssets`	$367.00K	USD	3 Qtrs
Additions to leasehold improvements, furniture, fixtures and real estate investment	`PaymentsToAcquireProductiveAssets`	$2.00M	USD	3 Qtrs
Net cash used in investing activities	`NetCashProvidedByUsedInInvestingActivitiesContinuingOperations`	$-782.28M	USD	3 Qtrs
Net cash used in investing activities	`NetCashProvidedByUsedInInvestingActivitiesContinuingOperations`	$-2.67B	USD	3 Qtrs
Principal payments on repurchase agreements	`PrincipalPaymentsOnSecuritiesSoldUnderAgreementsToRepurchase`	$48.91B	USD	3 Qtrs
Principal payments on repurchase agreements	`PrincipalPaymentsOnSecuritiesSoldUnderAgreementsToRepurchase`	$43.84B	USD	3 Qtrs
Proceeds from borrowings under repurchase agreements	`ProceedsFromSecuritiesSoldUnderAgreementsToRepurchase`	$49.93B	USD	3 Qtrs
Proceeds from borrowings under repurchase agreements	`ProceedsFromSecuritiesSoldUnderAgreementsToRepurchase`	$45.82B	USD	3 Qtrs
Proceeds from issuance of securitized debt	`ProceedsFromIssuanceOfSecuritizedDebt`	$963.25M	USD	3 Qtrs
Proceeds from issuance of securitized debt	`ProceedsFromIssuanceOfSecuritizedDebt`	$186.69M	USD	3 Qtrs
Principal payments on securitized debt	`PaymentsOnSecuritizedDebt`	$312.74M	USD	3 Qtrs
Principal payments on securitized debt	`PaymentsOnSecuritizedDebt`	$225.78M	USD	3 Qtrs
Payments made for resecuritization related costs	`PaymentsForResecuritizationRelatedCosts`	$6.98M	USD	3 Qtrs
Payments made for resecuritization related costs	`PaymentsForResecuritizationRelatedCosts`	$1.81M	USD	3 Qtrs
Proceeds from issuance of Senior Notes	`ProceedsFromIssuanceOfLongTermDebt`	$100.00M	USD	3 Qtrs
Payments made for Senior Notes related costs	`PaymentsOfDebtIssuanceCosts`	$3.42M	USD	3 Qtrs
Cash disbursements on financial instruments underlying Linked Transactions	`PrincipalPaymentsOnLinkedTransactions`	$513.42M	USD	3 Qtrs
Cash disbursements on financial instruments underlying Linked Transactions	`PrincipalPaymentsOnLinkedTransactions`	$2.05B	USD	3 Qtrs
Cash received from financial instruments underlying Linked Transactions	`ProceedsFromLinkedTransactions`	$1.46B	USD	3 Qtrs
Cash received from financial instruments underlying Linked Transactions	`ProceedsFromLinkedTransactions`	$390.36M	USD	3 Qtrs
Payments made for margin calls on repurchase agreements and interest rate swap agreements ("Swaps")	`PaymentsMadeForMarginCallsOnRepurchaseAgreementsAndDerivatives`	$8.46M	USD	3 Qtrs
Payments made for margin calls on repurchase agreements and interest rate swap agreements ("Swaps")	`PaymentsMadeForMarginCallsOnRepurchaseAgreementsAndDerivatives`	$2.39M	USD	3 Qtrs
Proceeds from reverse margin calls on repurchase agreements and Swaps	`ProceedsFromMarginCallsOnRepurchaseAgreementsAndDerivatives`	$25.91M	USD	3 Qtrs
Proceeds from reverse margin calls on repurchase agreements and Swaps	`ProceedsFromMarginCallsOnRepurchaseAgreementsAndDerivatives`	$10.89M	USD	3 Qtrs
Payment made to purchase interest rate swaption ("Swaption")	`PaymentsForProceedsFromHedgeFinancingActivities`	$915.00K	USD	3 Qtrs
Proceeds from issuances of common stock	`ProceedsFromIssuanceOfCommonStock`	$4.40M	USD	3 Qtrs
Proceeds from issuances of common stock	`ProceedsFromIssuanceOfCommonStock`	$605.76M	USD	3 Qtrs
Dividends paid on preferred stock	`PaymentsOfDividendsPreferredStockAndPreferenceStock`	$6.12M	USD	3 Qtrs
Dividends paid on preferred stock	`PaymentsOfDividendsPreferredStockAndPreferenceStock`	$6.12M	USD	3 Qtrs
Dividends paid on common stock and DERs	`PaymentsOfDividendsCommonStock`	$265.50M	USD	3 Qtrs
Dividends paid on common stock and DERs	`PaymentsOfDividendsCommonStock`	$239.79M	USD	3 Qtrs
Net cash provided by financing activities	`NetCashProvidedByUsedInFinancingActivitiesContinuingOperations`	$2.50B	USD	3 Qtrs
Net cash provided by financing activities	`NetCashProvidedByUsedInFinancingActivitiesContinuingOperations`	$606.11M	USD	3 Qtrs
Net increase in cash and cash equivalents	`NetCashProvidedByUsedInContinuingOperations`	$75.78M	USD	3 Qtrs
Net increase in cash and cash equivalents	`NetCashProvidedByUsedInContinuingOperations`	$56.42M	USD	3 Qtrs
Cash and cash equivalents at beginning of period	`CashAndCashEquivalentsAtCarryingValue`	$345.24M	USD	Point-in-time
Cash and cash equivalents at beginning of period	`CashAndCashEquivalentsAtCarryingValue`	$450.44M	USD	Point-in-time
Cash and cash equivalents at beginning of period	`CashAndCashEquivalentsAtCarryingValue`	$394.02M	USD	Point-in-time
Cash and cash equivalents at beginning of period	`CashAndCashEquivalentsAtCarryingValue`	$421.03M	USD	Point-in-time
Cash and cash equivalents at end of period	`CashAndCashEquivalentsAtCarryingValue`	$345.24M	USD	Point-in-time
Cash and cash equivalents at end of period	`CashAndCashEquivalentsAtCarryingValue`	$450.44M	USD	Point-in-time
Cash and cash equivalents at end of period	`CashAndCashEquivalentsAtCarryingValue`	$394.02M	USD	Point-in-time
Cash and cash equivalents at end of period	`CashAndCashEquivalentsAtCarryingValue`	$421.03M	USD	Point-in-time
MBS recorded upon de-linking of Linked Transactions	`MortgageBackedSecuritiesRecordedUponDeLinking`	$744.23M	USD	3 Qtrs
MBS recorded upon de-linking of Linked Transactions	`MortgageBackedSecuritiesRecordedUponDeLinking`	$174.94M	USD	3 Qtrs
Repurchase agreements recorded upon de-linking of Linked Transactions	`RepurchaseAgreementRecordedUponDeLinking`	$46.70M	USD	3 Qtrs
Securities obtained as collateral	`SecuritiesObtainedAsCollateral`	$203.30M	USD	3 Qtrs
Dividends and DERs declared and unpaid	`DividendsPayableCurrentAndNoncurrent`	$90.20M	USD	Point-in-time
Dividends and DERs declared and unpaid	`DividendsPayableCurrentAndNoncurrent`	$97.53M	USD	Point-in-time
Dividends and DERs declared and unpaid	`DividendsPayableCurrentAndNoncurrent`	$76.05M	USD	Point-in-time

Stockholders Equity 27 line items

Line Item	Tag	Value	Unit	Period
Preferred Stock, Series A Cumulative Redeemable - dividend rate (as a percent)	`PreferredStockDividendRatePercentage`	0.09	pure	3 Qtrs
Preferred Stock, Series A Cumulative Redeemable - dividend rate (as a percent)	`PreferredStockDividendRatePercentage`	0.09	pure	Annual
Preferred Stock, Series A 8.50% Cumulative Redeemable - Liquidation Preference per Share	`PreferredStockLiquidationPreference`	$25.00	USD	Point-in-time
Preferred Stock, Series A 8.50% Cumulative Redeemable - Liquidation Preference per Share	`PreferredStockLiquidationPreference`	$25.00	USD	Point-in-time
Common Stock, Par Value	`CommonStockParOrStatedValuePerShare`	$0.01	USD	Point-in-time
Common Stock, Par Value	`CommonStockParOrStatedValuePerShare`	$0.01	USD	Point-in-time
Balance	`StockholdersEquity`	$3.24B	USD	Point-in-time
Balance	`StockholdersEquity`	$2.50B	USD	Point-in-time
Issuance of common stock, net of expenses	`StockIssuedDuringPeriodValueNewIssues`	$4.40M	USD	3 Qtrs
Equity-based compensation expense	`StockIssuedDuringPeriodValueShareBasedCompensation`	$4.37M	USD	3 Qtrs
Net income	`NetIncomeLoss`	$245.85M	USD	3 Qtrs
Net income	`NetIncomeLoss`	$83.70M	USD	1 Quarter
Net income	`NetIncomeLoss`	$78.14M	USD	1 Quarter
Net income	`NetIncomeLoss`	$237.62M	USD	3 Qtrs
Dividends declared on common stock	`DividendsCommonStock`	$242.97M	USD	3 Qtrs
Dividends declared on preferred stock	`DividendsPreferredStock`	$2.04M	USD	1 Quarter
Dividends declared on preferred stock	`DividendsPreferredStock`	$6.12M	USD	3 Qtrs
Dividends declared on preferred stock	`DividendsPreferredStock`	$6.12M	USD	3 Qtrs
Dividends declared on preferred stock	`DividendsPreferredStock`	$2.04M	USD	1 Quarter
Dividends attributable to DERs	`DividendsDividendEquivalentRights`	$1.06M	USD	3 Qtrs
Change in unrealized gains on MBS, net	`OtherComprehensiveIncomeAvailableforsaleSecuritiesAdjustmentNetOfTaxPortionAttributableToParent`	$468.61M	USD	1 Quarter
Change in unrealized gains on MBS, net	`OtherComprehensiveIncomeAvailableforsaleSecuritiesAdjustmentNetOfTaxPortionAttributableToParent`	$709.13M	USD	3 Qtrs
Change in unrealized gains on MBS, net	`OtherComprehensiveIncomeAvailableforsaleSecuritiesAdjustmentNetOfTaxPortionAttributableToParent`	$-199.24M	USD	3 Qtrs
Change in unrealized gains on MBS, net	`OtherComprehensiveIncomeAvailableforsaleSecuritiesAdjustmentNetOfTaxPortionAttributableToParent`	$-97.79M	USD	1 Quarter
Change in unrealized losses on derivative hedging instruments	`OtherComprehensiveIncomeDerivativesQualifyingAsHedgesNetOfTaxPortionAttributableToParent`	$36.02M	USD	3 Qtrs
Balance	`StockholdersEquity`	$3.24B	USD	Point-in-time
Balance	`StockholdersEquity`	$2.50B	USD	Point-in-time

Comprehensive Income 39 line items

Line Item	Tag	Value	Unit	Period
Net Income	`NetIncomeLoss`	$245.85M	USD	3 Qtrs
Net Income	`NetIncomeLoss`	$83.70M	USD	1 Quarter
Net Income	`NetIncomeLoss`	$78.14M	USD	1 Quarter
Net Income	`NetIncomeLoss`	$237.62M	USD	3 Qtrs
Unrealized gain on Agency MBS, net	`OtherComprehensiveIncomeUnrealizedHoldingGainLossOnAgencyMortgageBackedSecuritiesArisingDuringPeriodNetOfTax`	$47.17M	USD	3 Qtrs
Unrealized gain on Agency MBS, net	`OtherComprehensiveIncomeUnrealizedHoldingGainLossOnAgencyMortgageBackedSecuritiesArisingDuringPeriodNetOfTax`	$12.04M	USD	1 Quarter
Unrealized gain on Agency MBS, net	`OtherComprehensiveIncomeUnrealizedHoldingGainLossOnAgencyMortgageBackedSecuritiesArisingDuringPeriodNetOfTax`	$50.09M	USD	3 Qtrs
Unrealized gain on Agency MBS, net	`OtherComprehensiveIncomeUnrealizedHoldingGainLossOnAgencyMortgageBackedSecuritiesArisingDuringPeriodNetOfTax`	$62.00M	USD	1 Quarter
Unrealized gain/(loss) on Non-Agency MBS, net	`OtherComprehensiveIncomeUnrealizedHoldingGainLossOnNonAgencyMortgageBackedSecuritiesArisingDuringPeriodNetOfTax`	$-109.29M	USD	1 Quarter
Unrealized gain/(loss) on Non-Agency MBS, net	`OtherComprehensiveIncomeUnrealizedHoldingGainLossOnNonAgencyMortgageBackedSecuritiesArisingDuringPeriodNetOfTax`	$666.29M	USD	3 Qtrs
Unrealized gain/(loss) on Non-Agency MBS, net	`OtherComprehensiveIncomeUnrealizedHoldingGainLossOnNonAgencyMortgageBackedSecuritiesArisingDuringPeriodNetOfTax`	$-250.84M	USD	3 Qtrs
Unrealized gain/(loss) on Non-Agency MBS, net	`OtherComprehensiveIncomeUnrealizedHoldingGainLossOnNonAgencyMortgageBackedSecuritiesArisingDuringPeriodNetOfTax`	$409.74M	USD	1 Quarter
Reclassification adjustment for MBS sales included in net income	`OtherComprehensiveIncomeLossReclassificationAdjustmentForSaleOfSecuritiesIncludedInNetIncomeNetOfTax`	$-4.53M	USD	1 Quarter
Reclassification adjustment for MBS sales included in net income	`OtherComprehensiveIncomeLossReclassificationAdjustmentForSaleOfSecuritiesIncludedInNetIncomeNetOfTax`	$-5.53M	USD	3 Qtrs
Reclassification adjustment for MBS sales included in net income	`OtherComprehensiveIncomeLossReclassificationAdjustmentForSaleOfSecuritiesIncludedInNetIncomeNetOfTax`	$-4.87M	USD	3 Qtrs
Reclassification adjustment for MBS sales included in net income	`OtherComprehensiveIncomeLossReclassificationAdjustmentForSaleOfSecuritiesIncludedInNetIncomeNetOfTax`	$-3.13M	USD	1 Quarter
Reclassification adjustment for other-than-temporary impairments included in net income	`OtherComprehensiveIncomeLossReclassificationAdjustmentForWritedownOfSecuritiesIncludedInNetIncomeNetOfTax`	$3.99M	USD	1 Quarter
Reclassification adjustment for other-than-temporary impairments included in net income	`OtherComprehensiveIncomeLossReclassificationAdjustmentForWritedownOfSecuritiesIncludedInNetIncomeNetOfTax`	$1.20M	USD	3 Qtrs
Reclassification adjustment for other-than-temporary impairments included in net income	`OtherComprehensiveIncomeLossReclassificationAdjustmentForWritedownOfSecuritiesIncludedInNetIncomeNetOfTax`	$6.38M	USD	3 Qtrs
Unrealized gain/(loss) on derivative hedging instruments, net	`OtherComprehensiveIncomeUnrealizedGainLossOnDerivativesArisingDuringPeriodNetOfTax`	$36.02M	USD	3 Qtrs
Unrealized gain/(loss) on derivative hedging instruments, net	`OtherComprehensiveIncomeUnrealizedGainLossOnDerivativesArisingDuringPeriodNetOfTax`	$4.48M	USD	3 Qtrs
Unrealized gain/(loss) on derivative hedging instruments, net	`OtherComprehensiveIncomeUnrealizedGainLossOnDerivativesArisingDuringPeriodNetOfTax`	$-10.26M	USD	1 Quarter
Unrealized gain/(loss) on derivative hedging instruments, net	`OtherComprehensiveIncomeUnrealizedGainLossOnDerivativesArisingDuringPeriodNetOfTax`	$11.65M	USD	1 Quarter
Other Comprehensive Income/(Loss)	`OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent`	$480.26M	USD	1 Quarter
Other Comprehensive Income/(Loss)	`OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent`	$745.15M	USD	3 Qtrs
Other Comprehensive Income/(Loss)	`OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent`	$-108.05M	USD	1 Quarter
Other Comprehensive Income/(Loss)	`OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent`	$-194.76M	USD	3 Qtrs
Comprehensive income/(loss) before preferred stock dividends	`ComprehensiveIncomeNetOfTax`	$-24.35M	USD	1 Quarter
Comprehensive income/(loss) before preferred stock dividends	`ComprehensiveIncomeNetOfTax`	$558.41M	USD	1 Quarter
Comprehensive income/(loss) before preferred stock dividends	`ComprehensiveIncomeNetOfTax`	$982.77M	USD	3 Qtrs
Comprehensive income/(loss) before preferred stock dividends	`ComprehensiveIncomeNetOfTax`	$51.09M	USD	3 Qtrs
Dividends declared on preferred stock	`PreferredStockDividendsIncomeStatementImpact`	$2.04M	USD	1 Quarter
Dividends declared on preferred stock	`PreferredStockDividendsIncomeStatementImpact`	$6.12M	USD	3 Qtrs
Dividends declared on preferred stock	`PreferredStockDividendsIncomeStatementImpact`	$2.04M	USD	1 Quarter
Dividends declared on preferred stock	`PreferredStockDividendsIncomeStatementImpact`	$6.12M	USD	3 Qtrs
Comprehensive Income/(Loss) Available to Common Stock and Participating Securities	`ComprehensiveIncomeLossToCommonStockholdersAndParticipatingSecurities`	$-26.39M	USD	1 Quarter
Comprehensive Income/(Loss) Available to Common Stock and Participating Securities	`ComprehensiveIncomeLossToCommonStockholdersAndParticipatingSecurities`	$976.65M	USD	3 Qtrs
Comprehensive Income/(Loss) Available to Common Stock and Participating Securities	`ComprehensiveIncomeLossToCommonStockholdersAndParticipatingSecurities`	$44.97M	USD	3 Qtrs
Comprehensive Income/(Loss) Available to Common Stock and Participating Securities	`ComprehensiveIncomeLossToCommonStockholdersAndParticipatingSecurities`	$556.37M	USD	1 Quarter

Data is extracted from SEC EDGAR XBRL filings. Values shown are as reported in the filing.