10-Q Filing

ARMOUR RESIDENTIAL REIT, INC. CIK: 1428205 Q3 2020

Filing Information

Form Type	10-Q
Accession Number	`0001428205-20-000310`
Period End Date	20200930
Filing Date	20201021
Fiscal Year	2020
Fiscal Period	Q3
XBRL Instance	arr-20200930_htm.xml

Filing Contents

This filing contains the following financial statements:

Balance Sheet 68 Income Statement 126 Cash Flow Statement 84 Stockholders Equity 54 Comprehensive Income 32

Balance Sheet 68 line items

Line Item	Tag	Value	Unit	Period
Agency securities, pledged securities	`PledgedFinancialInstrumentsNotSeparatelyReportedMortgageRelatedSecuritiesAvailableForSaleOrHeldForInvestment`	$11.19B	USD	Point-in-time
Agency securities, pledged securities	`PledgedFinancialInstrumentsNotSeparatelyReportedMortgageRelatedSecuritiesAvailableForSaleOrHeldForInvestment`	$4.71B	USD	Point-in-time
Cash	`Cash`	$181.40M	USD	Point-in-time
Cash	`Cash`	$250.94M	USD	Point-in-time
Cash collateral posted to counterparties	`CashCollateralForBorrowedSecurities`	$16.69M	USD	Point-in-time
Cash collateral posted to counterparties	`CashCollateralForBorrowedSecurities`	$91.77M	USD	Point-in-time
Preferred stock, par value (in dollars per share)	`PreferredStockParOrStatedValuePerShare`	$0.00	USD	Point-in-time
Preferred stock, par value (in dollars per share)	`PreferredStockParOrStatedValuePerShare`	$0.00	USD	Point-in-time
Preferred stock, par value (in dollars per share)	`PreferredStockParOrStatedValuePerShare`	$0.00	USD	Point-in-time
Preferred stock, shares authorized (in shares)	`PreferredStockSharesAuthorized`	50.00M	shares	Point-in-time
Preferred stock, shares authorized (in shares)	`PreferredStockSharesAuthorized`	50.00M	shares	Point-in-time
Agency Securities (including pledged securities of $4,706,610 at September 30, 2020 and $11,188,502 at December 31, 2019)	`DebtSecuritiesAvailableforSaleandTradingAgencySecurities`	$11.94B	USD	Point-in-time
Agency Securities (including pledged securities of $4,706,610 at September 30, 2020 and $11,188,502 at December 31, 2019)	`DebtSecuritiesAvailableforSaleandTradingAgencySecurities`	$5.55B	USD	Point-in-time
Credit Risk and Non-Agency Securities (including pledged securities of $810,549 at December 31, 2019)	`TradingSecuritiesDebt`	$3.39B	USD	Point-in-time
Credit Risk and Non-Agency Securities (including pledged securities of $810,549 at December 31, 2019)	`TradingSecuritiesDebt`	$883.60M	USD	Point-in-time
Derivatives, at fair value	`DerivativeAssets`	$24.75M	USD	Point-in-time
Preferred stock, shares outstanding (in shares)	`PreferredStockSharesOutstanding`	8.38M	shares	Point-in-time
Derivatives, at fair value	`DerivativeAssets`	$10.56M	USD	Point-in-time
Accrued interest receivable	`InterestReceivable`	$13.21M	USD	Point-in-time
Accrued interest receivable	`InterestReceivable`	$35.09M	USD	Point-in-time
Common stock, par value (in dollars per share)	`CommonStockParOrStatedValuePerShare`	$0.00	USD	Point-in-time
Common stock, par value (in dollars per share)	`CommonStockParOrStatedValuePerShare`	$0.00	USD	Point-in-time
Prepaid and other	`PrepaidExpenseAndOtherAssets`	$2.34M	USD	Point-in-time
Prepaid and other	`PrepaidExpenseAndOtherAssets`	$9.05M	USD	Point-in-time
Common stock, shares authorized (in shares)	`CommonStockSharesAuthorized`	125.00M	shares	Point-in-time
Subordinated loan to BUCKLER	`DueFromRelatedParties`	$105.00M	USD	Point-in-time
Subordinated loan to BUCKLER	`DueFromRelatedParties`	$105.00M	USD	Point-in-time
Common stock, shares authorized (in shares)	`CommonStockSharesAuthorized`	125.00M	shares	Point-in-time
Total Assets	`Assets`	$13.27B	USD	Point-in-time
Common stock, shares issued (in shares)	`CommonStockSharesIssued`	58.88M	shares	Point-in-time
Common stock, shares issued (in shares)	`CommonStockSharesIssued`	64.73M	shares	Point-in-time
Total Assets	`Assets`	$5.94B	USD	Point-in-time
Common stock, shares outstanding (in shares)	`CommonStockSharesOutstanding`	58.88M	shares	Point-in-time
Common stock, shares outstanding (in shares)	`CommonStockSharesOutstanding`	64.73M	shares	Point-in-time
Repurchase agreements	`SecuritiesSoldUnderAgreementsToRepurchase`	$11.35B	USD	Point-in-time
Repurchase agreements	`SecuritiesSoldUnderAgreementsToRepurchase`	$4.51B	USD	Point-in-time
Cash collateral posted by counterparties	`CashCollateralHeldForCounterparties`	$4.10M	USD	Point-in-time
Cash collateral posted by counterparties	`CashCollateralHeldForCounterparties`	$14.96M	USD	Point-in-time
Payable for unsettled purchases	`PayablesToBrokerDealersAndClearingOrganizations`	$358.71M	USD	Point-in-time
Payable for unsettled purchases	`PayablesToBrokerDealersAndClearingOrganizations`	$518.55M	USD	Point-in-time
Derivatives, at fair value	`DerivativeLiabilities`	$13.39M	USD	Point-in-time
Derivatives, at fair value	`DerivativeLiabilities`	$71.97M	USD	Point-in-time
Accrued interest payable- repurchase agreements	`InterestPayableSecuritiesSoldunderAgreementstoRepurchase`	$1.29M	USD	Point-in-time
Accrued interest payable- repurchase agreements	`InterestPayableSecuritiesSoldunderAgreementstoRepurchase`	$31.93M	USD	Point-in-time
Accounts payable and other accrued expenses	`AccountsPayableAndOtherAccruedLiabilities`	$4.11M	USD	Point-in-time
Accounts payable and other accrued expenses	`AccountsPayableAndOtherAccruedLiabilities`	$3.59M	USD	Point-in-time
Total Liabilities	`Liabilities`	$11.84B	USD	Point-in-time
Total Liabilities	`Liabilities`	$5.05B	USD	Point-in-time
Commitments and contingencies (Note 9)	`CommitmentsAndContingencies`	-	USD	Point-in-time
Commitments and contingencies (Note 9)	`CommitmentsAndContingencies`	-	USD	Point-in-time
Common stock, $0.001 par value, 125,000 shares authorized, 64,730 and 58,877 shares issued and outstanding at September 30, 2020 and December 31, 2019, respectively	`CommonStockValue`	$59.00K	USD	Point-in-time
Common stock, $0.001 par value, 125,000 shares authorized, 64,730 and 58,877 shares issued and outstanding at September 30, 2020 and December 31, 2019, respectively	`CommonStockValue`	$65.00K	USD	Point-in-time
Additional paid-in capital	`AdditionalPaidInCapital`	$3.05B	USD	Point-in-time
Additional paid-in capital	`AdditionalPaidInCapital`	$3.03B	USD	Point-in-time
Accumulated deficit	`RetainedEarningsAccumulatedDeficit`	$-2.33B	USD	Point-in-time
Accumulated deficit	`RetainedEarningsAccumulatedDeficit`	$-1.97B	USD	Point-in-time
Accumulated other comprehensive income	`AccumulatedOtherComprehensiveIncomeLossNetOfTax`	$355.47M	USD	Point-in-time
Accumulated other comprehensive income	`AccumulatedOtherComprehensiveIncomeLossNetOfTax`	$200.20M	USD	Point-in-time
Total Stockholders Equity	`StockholdersEquity`	$851.23M	USD	Point-in-time
Total Stockholders Equity	`StockholdersEquity`	$1.13B	USD	Point-in-time
Total Stockholders Equity	`StockholdersEquity`	$1.44B	USD	Point-in-time
Total Stockholders Equity	`StockholdersEquity`	$1.49B	USD	Point-in-time
Total Stockholders Equity	`StockholdersEquity`	$892.27M	USD	Point-in-time
Total Stockholders Equity	`StockholdersEquity`	$1.38B	USD	Point-in-time
Total Stockholders Equity	`StockholdersEquity`	$786.25M	USD	Point-in-time
Total Stockholders Equity	`StockholdersEquity`	$1.38B	USD	Point-in-time
Total Liabilities and Stockholders Equity	`LiabilitiesAndStockholdersEquity`	$13.27B	USD	Point-in-time
Total Liabilities and Stockholders Equity	`LiabilitiesAndStockholdersEquity`	$5.94B	USD	Point-in-time

Income Statement 126 line items

Line Item	Tag	Value	Unit	Period
Agency Securities, net of amortization of premium and fees	`InterestIncomeDebtSecuritiesAvailableForSaleOperating`	$25.19M	USD	1 Quarter
Agency Securities, net of amortization of premium and fees	`InterestIncomeDebtSecuritiesAvailableForSaleOperating`	$295.40M	USD	3 Qtrs
Agency Securities, net of amortization of premium and fees	`InterestIncomeDebtSecuritiesAvailableForSaleOperating`	$102.13M	USD	1 Quarter
Agency Securities, net of amortization of premium and fees	`InterestIncomeDebtSecuritiesAvailableForSaleOperating`	$128.61M	USD	3 Qtrs
Total Interest Income	`InterestIncomeDebtSecuritiesOperating`	$25.73M	USD	1 Quarter
Total Interest Income	`InterestIncomeDebtSecuritiesOperating`	$339.05M	USD	3 Qtrs
Total Interest Income	`InterestIncomeDebtSecuritiesOperating`	$147.14M	USD	3 Qtrs
Total Interest Income	`InterestIncomeDebtSecuritiesOperating`	$115.90M	USD	1 Quarter
Interest expense- repurchase agreements	`InterestExpenseSecuritiesSoldUnderAgreementsToRepurchase`	$2.95M	USD	1 Quarter
Interest expense- repurchase agreements	`InterestExpenseSecuritiesSoldUnderAgreementsToRepurchase`	$59.86M	USD	3 Qtrs
Interest expense- repurchase agreements	`InterestExpenseSecuritiesSoldUnderAgreementsToRepurchase`	$80.29M	USD	1 Quarter
Interest expense- repurchase agreements	`InterestExpenseSecuritiesSoldUnderAgreementsToRepurchase`	$228.78M	USD	3 Qtrs
Interest expense- U.S. Treasury Securities sold short	`InterestExpenseUSTreasurySecuritiesSoldShort`	-	USD	1 Quarter
Interest expense- U.S. Treasury Securities sold short	`InterestExpenseUSTreasurySecuritiesSoldShort`	$32.00K	USD	3 Qtrs
Interest expense- U.S. Treasury Securities sold short	`InterestExpenseUSTreasurySecuritiesSoldShort`	-	USD	3 Qtrs
Interest expense- U.S. Treasury Securities sold short	`InterestExpenseUSTreasurySecuritiesSoldShort`	-	USD	1 Quarter
Net Interest Income	`InterestIncomeExpenseNet`	$87.24M	USD	3 Qtrs
Net Interest Income	`InterestIncomeExpenseNet`	$22.78M	USD	1 Quarter
Net Interest Income	`InterestIncomeExpenseNet`	$35.61M	USD	1 Quarter
Net Interest Income	`InterestIncomeExpenseNet`	$110.28M	USD	3 Qtrs
Realized gain on sale of available for sale Agency Securities (reclassified from Other comprehensive income (loss))	`DebtSecuritiesAvailableForSaleRealizedGainLoss`	$138.80M	USD	3 Qtrs
Realized gain on sale of available for sale Agency Securities (reclassified from Other comprehensive income (loss))	`DebtSecuritiesAvailableForSaleRealizedGainLoss`	$9.47M	USD	1 Quarter
Realized gain on sale of available for sale Agency Securities (reclassified from Other comprehensive income (loss))	`DebtSecuritiesAvailableForSaleRealizedGainLoss`	$1.61M	USD	3 Qtrs
Realized gain on sale of available for sale Agency Securities (reclassified from Other comprehensive income (loss))	`DebtSecuritiesAvailableForSaleRealizedGainLoss`	$4.57M	USD	1 Quarter
Credit loss expense	`DebtSecuritiesAvailableForSaleAllowanceForCreditLossNotPreviouslyRecorded`	$1.01M	USD	1 Quarter
Credit loss expense	`DebtSecuritiesAvailableForSaleAllowanceForCreditLossNotPreviouslyRecorded`	-	USD	1 Quarter
Credit loss expense	`DebtSecuritiesAvailableForSaleAllowanceForCreditLossNotPreviouslyRecorded`	-	USD	3 Qtrs
Credit loss expense	`DebtSecuritiesAvailableForSaleAllowanceForCreditLossNotPreviouslyRecorded`	-	USD	1 Quarter
Credit loss expense	`DebtSecuritiesAvailableForSaleAllowanceForCreditLossNotPreviouslyRecorded`	$1.01M	USD	3 Qtrs
Credit loss expense	`DebtSecuritiesAvailableForSaleAllowanceForCreditLossNotPreviouslyRecorded`	-	USD	1 Quarter
Gain on Agency Securities, trading	`DebtSecuritiesTradingGainLoss`	-	USD	1 Quarter
Gain on Agency Securities, trading	`DebtSecuritiesTradingGainLoss`	$12.15M	USD	1 Quarter
Gain on Agency Securities, trading	`DebtSecuritiesTradingGainLoss`	-	USD	3 Qtrs
Gain on Agency Securities, trading	`DebtSecuritiesTradingGainLoss`	$20.06M	USD	3 Qtrs
Loss on short sale of U.S. Treasury Securities	`ShortSaleofUSTreasurySecuritiesUnrealizedGainLoss`	-	USD	1 Quarter
Loss on short sale of U.S. Treasury Securities	`ShortSaleofUSTreasurySecuritiesUnrealizedGainLoss`	-	USD	3 Qtrs
Loss on short sale of U.S. Treasury Securities	`ShortSaleofUSTreasurySecuritiesUnrealizedGainLoss`	-	USD	1 Quarter
Loss on short sale of U.S. Treasury Securities	`ShortSaleofUSTreasurySecuritiesUnrealizedGainLoss`	$-414.00K	USD	3 Qtrs
Subtotal	`GainLossonAvailableforsaleSecuritiesandShortSales`	$14.98M	USD	1 Quarter
Subtotal	`GainLossonAvailableforsaleSecuritiesandShortSales`	$-5.01M	USD	1 Quarter
Subtotal	`GainLossonAvailableforsaleSecuritiesandShortSales`	$-22.28M	USD	3 Qtrs
Subtotal	`GainLossonAvailableforsaleSecuritiesandShortSales`	$-10.35M	USD	3 Qtrs
Realized gain (loss) on derivatives	`GainLossOnOilAndGasHedgingActivity`	$-85.08M	USD	1 Quarter
Realized gain (loss) on derivatives	`GainLossOnOilAndGasHedgingActivity`	$-200.20M	USD	3 Qtrs
Realized gain (loss) on derivatives	`GainLossOnOilAndGasHedgingActivity`	$20.87M	USD	1 Quarter
Realized gain (loss) on derivatives	`GainLossOnOilAndGasHedgingActivity`	$-394.85M	USD	3 Qtrs
Unrealized gain (loss) on derivatives	`UnrealizedGainLossOnDerivatives`	$-216.53M	USD	3 Qtrs
Unrealized gain (loss) on derivatives	`UnrealizedGainLossOnDerivatives`	$3.85M	USD	1 Quarter
Unrealized gain (loss) on derivatives	`UnrealizedGainLossOnDerivatives`	$6.87M	USD	1 Quarter
Unrealized gain (loss) on derivatives	`UnrealizedGainLossOnDerivatives`	$46.30M	USD	3 Qtrs
Subtotal	`GainLossOnDerivativeInstrumentsNetPretax`	$-416.72M	USD	3 Qtrs
Subtotal	`GainLossOnDerivativeInstrumentsNetPretax`	$-348.55M	USD	3 Qtrs
Subtotal	`GainLossOnDerivativeInstrumentsNetPretax`	$-81.23M	USD	1 Quarter
Subtotal	`GainLossOnDerivativeInstrumentsNetPretax`	$27.73M	USD	1 Quarter
Total Other Income (Loss)	`OtherOperatingIncomeLoss`	$-86.24M	USD	1 Quarter
Total Other Income (Loss)	`OtherOperatingIncomeLoss`	$-358.89M	USD	3 Qtrs
Total Other Income (Loss)	`OtherOperatingIncomeLoss`	$42.72M	USD	1 Quarter
Total Other Income (Loss)	`OtherOperatingIncomeLoss`	$-439.01M	USD	3 Qtrs
Management fees	`RelatedPartyTransactionExpensesFromTransactionsWithRelatedParty`	$7.39M	USD	1 Quarter
Management fees	`RelatedPartyTransactionExpensesFromTransactionsWithRelatedParty`	$7.42M	USD	1 Quarter
Management fees	`RelatedPartyTransactionExpensesFromTransactionsWithRelatedParty`	$22.23M	USD	3 Qtrs
Management fees	`RelatedPartyTransactionExpensesFromTransactionsWithRelatedParty`	$22.16M	USD	3 Qtrs
Professional fees	`ProfessionalFees`	$922.00K	USD	1 Quarter
Professional fees	`ProfessionalFees`	$2.87M	USD	3 Qtrs
Professional fees	`ProfessionalFees`	$559.00K	USD	1 Quarter
Professional fees	`ProfessionalFees`	$3.06M	USD	3 Qtrs
Insurance	`GeneralInsuranceExpense`	$531.00K	USD	3 Qtrs
Insurance	`GeneralInsuranceExpense`	$549.00K	USD	3 Qtrs
Insurance	`GeneralInsuranceExpense`	$183.00K	USD	1 Quarter
Insurance	`GeneralInsuranceExpense`	$183.00K	USD	1 Quarter
Compensation	`LaborAndRelatedExpense`	$4.21M	USD	3 Qtrs
Compensation	`LaborAndRelatedExpense`	$1.09M	USD	1 Quarter
Compensation	`LaborAndRelatedExpense`	$2.88M	USD	3 Qtrs
Compensation	`LaborAndRelatedExpense`	$1.39M	USD	1 Quarter
Other	`OtherOperatingIncomeExpenseNet`	$-537.00K	USD	1 Quarter
Other	`OtherOperatingIncomeExpenseNet`	$-704.00K	USD	1 Quarter
Other	`OtherOperatingIncomeExpenseNet`	$-1.42M	USD	3 Qtrs
Other	`OtherOperatingIncomeExpenseNet`	$-724.00K	USD	3 Qtrs
Total Expenses	`OperatingExpenses`	$10.32M	USD	1 Quarter
Total Expenses	`OperatingExpenses`	$30.77M	USD	3 Qtrs
Total Expenses	`OperatingExpenses`	$29.85M	USD	3 Qtrs
Total Expenses	`OperatingExpenses`	$10.06M	USD	1 Quarter
Less management fees waived	`InvestmentCompanyContractualFeeWaived`	-	USD	1 Quarter
Less management fees waived	`InvestmentCompanyContractualFeeWaived`	$2.95M	USD	1 Quarter
Less management fees waived	`InvestmentCompanyContractualFeeWaived`	$5.90M	USD	3 Qtrs
Less management fees waived	`InvestmentCompanyContractualFeeWaived`	-	USD	3 Qtrs
Total Expenses after fees waived	`ExpensesAfterFeesWaived`	$7.11M	USD	1 Quarter
Total Expenses after fees waived	`ExpensesAfterFeesWaived`	$29.85M	USD	3 Qtrs
Total Expenses after fees waived	`ExpensesAfterFeesWaived`	$10.32M	USD	1 Quarter
Total Expenses after fees waived	`ExpensesAfterFeesWaived`	$24.88M	USD	3 Qtrs
Net Income (Loss)	`NetIncomeLoss`	$51.75M	USD	1 Quarter
Net Income (Loss)	`NetIncomeLoss`	$-183.25M	USD	1 Quarter
Net Income (Loss)	`NetIncomeLoss`	$-60.95M	USD	1 Quarter
Net Income (Loss)	`NetIncomeLoss`	$58.39M	USD	1 Quarter
Net Income (Loss)	`NetIncomeLoss`	$-114.38M	USD	1 Quarter
Net Income (Loss)	`NetIncomeLoss`	$-406.66M	USD	1 Quarter
Net Income (Loss)	`NetIncomeLoss`	$-358.59M	USD	3 Qtrs
Net Income (Loss)	`NetIncomeLoss`	$-296.52M	USD	3 Qtrs
Dividends on preferred stock	`PreferredStockDividendsIncomeStatementImpact`	$3.41M	USD	1 Quarter
Dividends on preferred stock	`PreferredStockDividendsIncomeStatementImpact`	$11.94M	USD	3 Qtrs
Dividends on preferred stock	`PreferredStockDividendsIncomeStatementImpact`	$2.32M	USD	1 Quarter
Dividends on preferred stock	`PreferredStockDividendsIncomeStatementImpact`	$7.47M	USD	3 Qtrs
Net Income (Loss) available (related) to common stockholders	`NetIncomeLossAvailableToCommonStockholdersBasic`	$-303.99M	USD	3 Qtrs
Net Income (Loss) available (related) to common stockholders	`NetIncomeLossAvailableToCommonStockholdersBasic`	$56.07M	USD	1 Quarter
Net Income (Loss) available (related) to common stockholders	`NetIncomeLossAvailableToCommonStockholdersBasic`	$-64.36M	USD	1 Quarter
Net Income (Loss) available (related) to common stockholders	`NetIncomeLossAvailableToCommonStockholdersBasic`	$-370.53M	USD	3 Qtrs
Basic (in dollars per share)	`EarningsPerShareBasic`	$-4.87	USD	3 Qtrs
Basic (in dollars per share)	`EarningsPerShareBasic`	$-6.45	USD	3 Qtrs
Basic (in dollars per share)	`EarningsPerShareBasic`	$-1.09	USD	1 Quarter
Basic (in dollars per share)	`EarningsPerShareBasic`	$0.87	USD	1 Quarter
Diluted (in dollars per share)	`EarningsPerShareDiluted`	$-4.87	USD	3 Qtrs
Diluted (in dollars per share)	`EarningsPerShareDiluted`	$-1.09	USD	1 Quarter
Diluted (in dollars per share)	`EarningsPerShareDiluted`	$-6.45	USD	3 Qtrs
Diluted (in dollars per share)	`EarningsPerShareDiluted`	$0.86	USD	1 Quarter
Dividends declared per common share (in dollars per share)	`CommonStockDividendsPerShareDeclared`	$1.65	USD	3 Qtrs
Dividends declared per common share (in dollars per share)	`CommonStockDividendsPerShareDeclared`	$0.51	USD	1 Quarter
Dividends declared per common share (in dollars per share)	`CommonStockDividendsPerShareDeclared`	$0.30	USD	1 Quarter
Dividends declared per common share (in dollars per share)	`CommonStockDividendsPerShareDeclared`	$0.90	USD	3 Qtrs
Basic (in shares)	`WeightedAverageNumberOfSharesOutstandingBasic`	59.08M	shares	1 Quarter
Basic (in shares)	`WeightedAverageNumberOfSharesOutstandingBasic`	64.72M	shares	1 Quarter
Basic (in shares)	`WeightedAverageNumberOfSharesOutstandingBasic`	62.46M	shares	3 Qtrs
Basic (in shares)	`WeightedAverageNumberOfSharesOutstandingBasic`	57.47M	shares	3 Qtrs
Diluted (in shares)	`WeightedAverageNumberOfDilutedSharesOutstanding`	65.27M	shares	1 Quarter
Diluted (in shares)	`WeightedAverageNumberOfDilutedSharesOutstanding`	59.08M	shares	1 Quarter
Diluted (in shares)	`WeightedAverageNumberOfDilutedSharesOutstanding`	62.46M	shares	3 Qtrs
Diluted (in shares)	`WeightedAverageNumberOfDilutedSharesOutstanding`	57.47M	shares	3 Qtrs

Cash Flow Statement 84 line items

Line Item	Tag	Value	Unit	Period
Net Income (Loss)	`NetIncomeLoss`	$51.75M	USD	1 Quarter
Net Income (Loss)	`NetIncomeLoss`	$-183.25M	USD	1 Quarter
Net Income (Loss)	`NetIncomeLoss`	$-60.95M	USD	1 Quarter
Net Income (Loss)	`NetIncomeLoss`	$58.39M	USD	1 Quarter
Net Income (Loss)	`NetIncomeLoss`	$-114.38M	USD	1 Quarter
Net Income (Loss)	`NetIncomeLoss`	$-406.66M	USD	1 Quarter
Net Income (Loss)	`NetIncomeLoss`	$-358.59M	USD	3 Qtrs
Net Income (Loss)	`NetIncomeLoss`	$-296.52M	USD	3 Qtrs
Net amortization of premium on Agency Securities	`AccretionAmortizationofDiscountsandPremiumsInvestmentsAvailableforSale`	$-35.26M	USD	3 Qtrs
Net amortization of premium on Agency Securities	`AccretionAmortizationofDiscountsandPremiumsInvestmentsAvailableforSale`	$-36.92M	USD	3 Qtrs
Realized gain on sale of Agency Securities, available for sale	`DebtSecuritiesAvailableForSaleRealizedGainLossExcludingOtherThanTemporaryImpairment`	$138.80M	USD	3 Qtrs
Realized gain on sale of Agency Securities, available for sale	`DebtSecuritiesAvailableForSaleRealizedGainLossExcludingOtherThanTemporaryImpairment`	$1.61M	USD	3 Qtrs
Credit loss expense	`DebtSecuritiesAvailableForSaleAllowanceForCreditLossNotPreviouslyRecorded`	$1.01M	USD	1 Quarter
Credit loss expense	`DebtSecuritiesAvailableForSaleAllowanceForCreditLossNotPreviouslyRecorded`	-	USD	1 Quarter
Credit loss expense	`DebtSecuritiesAvailableForSaleAllowanceForCreditLossNotPreviouslyRecorded`	-	USD	3 Qtrs
Credit loss expense	`DebtSecuritiesAvailableForSaleAllowanceForCreditLossNotPreviouslyRecorded`	-	USD	1 Quarter
Credit loss expense	`DebtSecuritiesAvailableForSaleAllowanceForCreditLossNotPreviouslyRecorded`	$1.01M	USD	3 Qtrs
Credit loss expense	`DebtSecuritiesAvailableForSaleAllowanceForCreditLossNotPreviouslyRecorded`	-	USD	1 Quarter
Agency Securities, trading	`DebtSecuritiesTradingGainLoss`	-	USD	1 Quarter
Agency Securities, trading	`DebtSecuritiesTradingGainLoss`	$12.15M	USD	1 Quarter
Agency Securities, trading	`DebtSecuritiesTradingGainLoss`	-	USD	3 Qtrs
Agency Securities, trading	`DebtSecuritiesTradingGainLoss`	$20.06M	USD	3 Qtrs
Loss on short sale of U.S. Treasury Securities	`GainLossonShortSaleofUSTreasurySecurities`	$-414.00K	USD	3 Qtrs
Loss on short sale of U.S. Treasury Securities	`GainLossonShortSaleofUSTreasurySecurities`	-	USD	3 Qtrs
Stock based compensation	`ShareBasedCompensation`	$3.05M	USD	3 Qtrs
Stock based compensation	`ShareBasedCompensation`	$2.04M	USD	3 Qtrs
Increase (decrease) in accrued interest receivable	`IncreaseDecreaseInAccruedInterestReceivableNet`	$14.22M	USD	3 Qtrs
Increase (decrease) in accrued interest receivable	`IncreaseDecreaseInAccruedInterestReceivableNet`	$-21.84M	USD	3 Qtrs
Increase (decrease) in prepaid and other assets	`IncreaseDecreaseInPrepaidDeferredExpenseAndOtherAssets`	$-6.71M	USD	3 Qtrs
Increase (decrease) in prepaid and other assets	`IncreaseDecreaseInPrepaidDeferredExpenseAndOtherAssets`	$111.00K	USD	3 Qtrs
Change in derivatives, at fair value	`IncreaseDecreaseInDerivativeAssetsAndLiabilities`	$44.39M	USD	3 Qtrs
Change in derivatives, at fair value	`IncreaseDecreaseInDerivativeAssetsAndLiabilities`	$-195.42M	USD	3 Qtrs
Increase (decrease) in accrued interest payable- repurchase agreements	`IncreaseDecreaseInPayablesUnderRepurchaseAgreements`	$-30.64M	USD	3 Qtrs
Increase (decrease) in accrued interest payable- repurchase agreements	`IncreaseDecreaseInPayablesUnderRepurchaseAgreements`	$3.74M	USD	3 Qtrs
Increase in accounts payable and other accrued expenses	`IncreaseDecreaseInAccountsPayableAndAccruedLiabilities`	$2.57M	USD	3 Qtrs
Increase in accounts payable and other accrued expenses	`IncreaseDecreaseInAccountsPayableAndAccruedLiabilities`	$518.00K	USD	3 Qtrs
Net cash and cash collateral posted to counterparties used in operating activities	`NetCashProvidedByUsedInOperatingActivities`	$-294.94M	USD	3 Qtrs
Net cash and cash collateral posted to counterparties used in operating activities	`NetCashProvidedByUsedInOperatingActivities`	$-112.31M	USD	3 Qtrs
Purchases of Agency Securities	`PaymentsToAcquireAvailableForSaleSecuritiesDebt`	$5.32B	USD	3 Qtrs
Purchases of Agency Securities	`PaymentsToAcquireAvailableForSaleSecuritiesDebt`	$7.97B	USD	3 Qtrs
Principal repayments of Agency Securities	`ProceedsFromMaturitiesPrepaymentsAndCallsOfAvailableForSaleSecurities`	$922.15M	USD	3 Qtrs
Principal repayments of Agency Securities	`ProceedsFromMaturitiesPrepaymentsAndCallsOfAvailableForSaleSecurities`	$1.04B	USD	3 Qtrs
Principal repayments of Credit Risk and Non-Agency Securities	`ProceedsFromMaturitiesRepaymentsAndCallsOfTradingSecuritiesHeldforinvestment`	$29.19M	USD	3 Qtrs
Principal repayments of Credit Risk and Non-Agency Securities	`ProceedsFromMaturitiesRepaymentsAndCallsOfTradingSecuritiesHeldforinvestment`	$45.77M	USD	3 Qtrs
Proceeds from sales of Agency Securities	`ProceedsFromSaleOfAvailableForSaleSecuritiesDebt`	$2.23B	USD	3 Qtrs
Proceeds from sales of Agency Securities	`ProceedsFromSaleOfAvailableForSaleSecuritiesDebt`	$10.92B	USD	3 Qtrs
Disbursements on reverse repurchase agreements	`PaymentsForSecuritiesPurchasedUnderAgreementsToResell`	-	USD	3 Qtrs
Disbursements on reverse repurchase agreements	`PaymentsForSecuritiesPurchasedUnderAgreementsToResell`	$858.16M	USD	3 Qtrs
Receipts from reverse repurchase agreements	`ProceedsFromSecuritiesPurchasedUnderAgreementsToResell`	-	USD	3 Qtrs
Receipts from reverse repurchase agreements	`ProceedsFromSecuritiesPurchasedUnderAgreementsToResell`	$858.16M	USD	3 Qtrs
Decrease in cash collateral posted by counterparties	`IncreaseDecreaseCashCollateralFromCounterparties`	$-10.86M	USD	3 Qtrs
Decrease in cash collateral posted by counterparties	`IncreaseDecreaseCashCollateralFromCounterparties`	$-71.90M	USD	3 Qtrs
Net cash and cash collateral posted to counterparties provided by (used in) investing activities	`NetCashProvidedByUsedInInvestingActivities`	$7.23B	USD	3 Qtrs
Net cash and cash collateral posted to counterparties provided by (used in) investing activities	`NetCashProvidedByUsedInInvestingActivities`	$-4.64B	USD	3 Qtrs
Issuance of common stock, net of expenses	`ProceedsFromIssuanceOfCommonStock`	$48.89M	USD	3 Qtrs
Issuance of common stock, net of expenses	`ProceedsFromIssuanceOfCommonStock`	$321.86M	USD	3 Qtrs
Proceeds from repurchase agreements	`ProceedsFromSecuritiesSoldUnderAgreementsToRepurchase`	$143.17B	USD	3 Qtrs
Proceeds from repurchase agreements	`ProceedsFromSecuritiesSoldUnderAgreementsToRepurchase`	$62.52B	USD	3 Qtrs
Principal repayments on repurchase agreements	`PaymentsForSecuritiesSoldUnderAgreementsToRepurchase`	$138.53B	USD	3 Qtrs
Principal repayments on repurchase agreements	`PaymentsForSecuritiesSoldUnderAgreementsToRepurchase`	$69.36B	USD	3 Qtrs
Common stock dividends paid	`PaymentsOfDividendsCommonStock`	$55.84M	USD	3 Qtrs
Common stock dividends paid	`PaymentsOfDividendsCommonStock`	$94.30M	USD	3 Qtrs
Common stock repurchased, net	`PaymentsForRepurchaseOfCommonStock`	$16.96M	USD	3 Qtrs
Common stock repurchased, net	`PaymentsForRepurchaseOfCommonStock`	$777.00K	USD	3 Qtrs
Net cash and cash collateral posted to counterparties provided by (used in) financing activities	`NetCashProvidedByUsedInFinancingActivities`	$4.81B	USD	3 Qtrs
Net cash and cash collateral posted to counterparties provided by (used in) financing activities	`NetCashProvidedByUsedInFinancingActivities`	$-6.94B	USD	3 Qtrs
Net Increase (decrease) in cash and cash collateral posted to counterparties	`CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalentsPeriodIncreaseDecreaseIncludingExchangeRateEffect`	$-5.54M	USD	3 Qtrs
Net Increase (decrease) in cash and cash collateral posted to counterparties	`CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalentsPeriodIncreaseDecreaseIncludingExchangeRateEffect`	$54.68M	USD	3 Qtrs
Cash and cash collateral posted to counterparties - beginning of period	`CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalents`	$286.88M	USD	Point-in-time
Cash and cash collateral posted to counterparties - beginning of period	`CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalents`	$273.17M	USD	Point-in-time
Cash and cash collateral posted to counterparties - beginning of period	`CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalents`	$232.20M	USD	Point-in-time
Cash and cash collateral posted to counterparties - beginning of period	`CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalents`	$267.63M	USD	Point-in-time
Cash and cash collateral posted to counterparties - end of period	`CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalents`	$286.88M	USD	Point-in-time
Cash and cash collateral posted to counterparties - end of period	`CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalents`	$273.17M	USD	Point-in-time
Cash and cash collateral posted to counterparties - end of period	`CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalents`	$232.20M	USD	Point-in-time
Cash and cash collateral posted to counterparties - end of period	`CashCashEquivalentsRestrictedCashAndRestrictedCashEquivalents`	$267.63M	USD	Point-in-time
Cash paid during the period for interest	`InterestPaidNet`	$178.72M	USD	3 Qtrs
Cash paid during the period for interest	`InterestPaidNet`	$342.37M	USD	3 Qtrs
Payable for unsettled purchases	`NoncashInvestingandFinancingActivitiesPayablestoBrokerDealersAndClearingOrganizations`	-	USD	3 Qtrs
Payable for unsettled purchases	`NoncashInvestingandFinancingActivitiesPayablestoBrokerDealersAndClearingOrganizations`	$518.55M	USD	3 Qtrs
Net unrealized gain (loss) on available for sale Agency Securities	`OtherComprehensiveIncomeLossAvailableForSaleSecuritiesAdjustmentNetOfTax`	$451.17M	USD	3 Qtrs
Net unrealized gain (loss) on available for sale Agency Securities	`OtherComprehensiveIncomeLossAvailableForSaleSecuritiesAdjustmentNetOfTax`	$-17.49M	USD	3 Qtrs
Amounts receivable for issuance of Preferred B stock	`IssuanceofPreferredStockReceivable`	-	USD	3 Qtrs
Amounts receivable for issuance of Preferred B stock	`IssuanceofPreferredStockReceivable`	$753.00K	USD	3 Qtrs

Stockholders Equity 54 line items

Line Item	Tag	Value	Unit	Period
Beginning balance	`StockholdersEquity`	$851.23M	USD	Point-in-time
Beginning balance	`StockholdersEquity`	$1.13B	USD	Point-in-time
Beginning balance	`StockholdersEquity`	$1.44B	USD	Point-in-time
Beginning balance	`StockholdersEquity`	$1.49B	USD	Point-in-time
Beginning balance	`StockholdersEquity`	$892.27M	USD	Point-in-time
Beginning balance	`StockholdersEquity`	$1.38B	USD	Point-in-time
Beginning balance	`StockholdersEquity`	$786.25M	USD	Point-in-time
Beginning balance	`StockholdersEquity`	$1.38B	USD	Point-in-time
Common stock dividends	`DividendsCommonStock`	$30.38M	USD	1 Quarter
Common stock dividends	`DividendsCommonStock`	$30.29M	USD	1 Quarter
Common stock dividends	`DividendsCommonStock`	$19.59M	USD	1 Quarter
Common stock dividends	`DividendsCommonStock`	$34.20M	USD	1 Quarter
Common stock dividends	`DividendsCommonStock`	$29.81M	USD	1 Quarter
Common stock dividends	`DividendsCommonStock`	$55.84M	USD	3 Qtrs
Common stock dividends	`DividendsCommonStock`	$5.88M	USD	1 Quarter
Issuance of common stock, net	`StockIssuedDuringPeriodValueDividendReinvestmentPlan`	$48.89M	USD	3 Qtrs
Stock based compensation, net of withholding requirements	`StockIssuedDuringPeriodValueShareBasedCompensation`	$658.00K	USD	1 Quarter
Stock based compensation, net of withholding requirements	`StockIssuedDuringPeriodValueShareBasedCompensation`	$737.00K	USD	1 Quarter
Stock based compensation, net of withholding requirements	`StockIssuedDuringPeriodValueShareBasedCompensation`	$1.03M	USD	1 Quarter
Stock based compensation, net of withholding requirements	`StockIssuedDuringPeriodValueShareBasedCompensation`	$1.02M	USD	1 Quarter
Stock based compensation, net of withholding requirements	`StockIssuedDuringPeriodValueShareBasedCompensation`	$3.05M	USD	3 Qtrs
Stock based compensation, net of withholding requirements	`StockIssuedDuringPeriodValueShareBasedCompensation`	$644.00K	USD	1 Quarter
Stock based compensation, net of withholding requirements	`StockIssuedDuringPeriodValueShareBasedCompensation`	$1.00M	USD	1 Quarter
Common stock repurchased, net	`StockRepurchasedDuringPeriodValue`	$11.34M	USD	1 Quarter
Common stock repurchased, net	`StockRepurchasedDuringPeriodValue`	$777.00K	USD	1 Quarter
Common stock repurchased, net	`StockRepurchasedDuringPeriodValue`	-	USD	1 Quarter
Common stock repurchased, net	`StockRepurchasedDuringPeriodValue`	-	USD	1 Quarter
Common stock repurchased, net	`StockRepurchasedDuringPeriodValue`	$777.00K	USD	3 Qtrs
Common stock repurchased, net	`StockRepurchasedDuringPeriodValue`	$5.62M	USD	1 Quarter
Common stock repurchased, net	`StockRepurchasedDuringPeriodValue`	-	USD	1 Quarter
Net Loss	`NetIncomeLoss`	$51.75M	USD	1 Quarter
Net Loss	`NetIncomeLoss`	$-183.25M	USD	1 Quarter
Net Loss	`NetIncomeLoss`	$-60.95M	USD	1 Quarter
Net Loss	`NetIncomeLoss`	$58.39M	USD	1 Quarter
Net Loss	`NetIncomeLoss`	$-114.38M	USD	1 Quarter
Net Loss	`NetIncomeLoss`	$-406.66M	USD	1 Quarter
Net Loss	`NetIncomeLoss`	$-358.59M	USD	3 Qtrs
Net Loss	`NetIncomeLoss`	$-296.52M	USD	3 Qtrs
Other comprehensive loss	`OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent`	$3.53M	USD	1 Quarter
Other comprehensive loss	`OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent`	$-28.35M	USD	1 Quarter
Other comprehensive loss	`OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent`	$-130.46M	USD	1 Quarter
Other comprehensive loss	`OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent`	$-155.28M	USD	3 Qtrs
Other comprehensive loss	`OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent`	$449.56M	USD	3 Qtrs
Other comprehensive loss	`OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent`	$89.34M	USD	1 Quarter
Other comprehensive loss	`OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent`	$187.16M	USD	1 Quarter
Other comprehensive loss	`OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent`	$173.06M	USD	1 Quarter
Ending balance	`StockholdersEquity`	$851.23M	USD	Point-in-time
Ending balance	`StockholdersEquity`	$1.13B	USD	Point-in-time
Ending balance	`StockholdersEquity`	$1.44B	USD	Point-in-time
Ending balance	`StockholdersEquity`	$1.49B	USD	Point-in-time
Ending balance	`StockholdersEquity`	$892.27M	USD	Point-in-time
Ending balance	`StockholdersEquity`	$1.38B	USD	Point-in-time
Ending balance	`StockholdersEquity`	$786.25M	USD	Point-in-time
Ending balance	`StockholdersEquity`	$1.38B	USD	Point-in-time

Comprehensive Income 32 line items

Line Item	Tag	Value	Unit	Period
Net Income (Loss)	`NetIncomeLoss`	$51.75M	USD	1 Quarter
Net Income (Loss)	`NetIncomeLoss`	$-183.25M	USD	1 Quarter
Net Income (Loss)	`NetIncomeLoss`	$-60.95M	USD	1 Quarter
Net Income (Loss)	`NetIncomeLoss`	$58.39M	USD	1 Quarter
Net Income (Loss)	`NetIncomeLoss`	$-114.38M	USD	1 Quarter
Net Income (Loss)	`NetIncomeLoss`	$-406.66M	USD	1 Quarter
Net Income (Loss)	`NetIncomeLoss`	$-358.59M	USD	3 Qtrs
Net Income (Loss)	`NetIncomeLoss`	$-296.52M	USD	3 Qtrs
Reclassification adjustment for realized gain on sale of available for sale Agency Securities	`OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIForSaleOfSecuritiesNetOfTax`	$1.61M	USD	3 Qtrs
Reclassification adjustment for realized gain on sale of available for sale Agency Securities	`OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIForSaleOfSecuritiesNetOfTax`	$138.80M	USD	3 Qtrs
Reclassification adjustment for realized gain on sale of available for sale Agency Securities	`OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIForSaleOfSecuritiesNetOfTax`	$4.57M	USD	1 Quarter
Reclassification adjustment for realized gain on sale of available for sale Agency Securities	`OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIForSaleOfSecuritiesNetOfTax`	$9.47M	USD	1 Quarter
Reclassification adjustment for credit loss expense on available for sale Agency Securities	`OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIForWritedownOfSecuritiesNetOfTax`	$1.01M	USD	3 Qtrs
Reclassification adjustment for credit loss expense on available for sale Agency Securities	`OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIForWritedownOfSecuritiesNetOfTax`	-	USD	1 Quarter
Reclassification adjustment for credit loss expense on available for sale Agency Securities	`OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIForWritedownOfSecuritiesNetOfTax`	-	USD	3 Qtrs
Reclassification adjustment for credit loss expense on available for sale Agency Securities	`OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIForWritedownOfSecuritiesNetOfTax`	-	USD	1 Quarter
Net unrealized gain (loss) on available for sale Agency Securities	`OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodNetOfTax`	$-17.49M	USD	3 Qtrs
Net unrealized gain (loss) on available for sale Agency Securities	`OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodNetOfTax`	$451.17M	USD	3 Qtrs
Net unrealized gain (loss) on available for sale Agency Securities	`OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodNetOfTax`	$93.91M	USD	1 Quarter
Net unrealized gain (loss) on available for sale Agency Securities	`OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodNetOfTax`	$13.00M	USD	1 Quarter
Other comprehensive income (loss)	`OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent`	$3.53M	USD	1 Quarter
Other comprehensive income (loss)	`OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent`	$-28.35M	USD	1 Quarter
Other comprehensive income (loss)	`OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent`	$-130.46M	USD	1 Quarter
Other comprehensive income (loss)	`OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent`	$-155.28M	USD	3 Qtrs
Other comprehensive income (loss)	`OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent`	$449.56M	USD	3 Qtrs
Other comprehensive income (loss)	`OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent`	$89.34M	USD	1 Quarter
Other comprehensive income (loss)	`OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent`	$187.16M	USD	1 Quarter
Other comprehensive income (loss)	`OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParent`	$173.06M	USD	1 Quarter
Comprehensive Income (Loss)	`ComprehensiveIncomeNetOfTax`	$90.97M	USD	3 Qtrs
Comprehensive Income (Loss)	`ComprehensiveIncomeNetOfTax`	$-451.80M	USD	3 Qtrs
Comprehensive Income (Loss)	`ComprehensiveIncomeNetOfTax`	$61.92M	USD	1 Quarter
Comprehensive Income (Loss)	`ComprehensiveIncomeNetOfTax`	$28.39M	USD	1 Quarter

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