10-K Filing

ELLINGTON CREDIT CO CIK: 1560672 FY 2016

Filing Information

Form Type	10-K
Accession Number	`0001560672-17-000008`
Period End Date	20161231
Filing Date	20170313
Fiscal Year	2016
Fiscal Period	FY
XBRL Instance	earn-20161231.xml

Filing Contents

This filing contains the following financial statements:

Balance Sheet 73 Income Statement 144 Cash Flow Statement 118 Stockholders Equity 38

Balance Sheet 73 line items

Line Item	Tag	Value	Unit	Period
Common stock, par value	`CommonStockParOrStatedValuePerShare`	$0.01	USD	Point-in-time
Common stock, par value	`CommonStockParOrStatedValuePerShare`	$0.01	USD	Point-in-time
Cash and cash equivalents	`CashAndCashEquivalentsAtCarryingValue`	$40.17M	USD	Point-in-time
Common stock, shares authorized	`CommonStockSharesAuthorized`	500.00M	shares	Point-in-time
Common stock, shares authorized	`CommonStockSharesAuthorized`	500.00M	shares	Point-in-time
Cash and cash equivalents	`CashAndCashEquivalentsAtCarryingValue`	$45.24M	USD	Point-in-time
Cash and cash equivalents	`CashAndCashEquivalentsAtCarryingValue`	$33.50M	USD	Point-in-time
Cash and cash equivalents	`CashAndCashEquivalentsAtCarryingValue`	$50.11M	USD	Point-in-time
Mortgage-backed securities, at fair value	`FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue`	$1.24B	USD	Point-in-time
Mortgage-backed securities, at fair value	`FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue`	$1.23B	USD	Point-in-time
Common stock, shares issued	`CommonStockSharesIssued`	9.14M	shares	Point-in-time
Common stock, shares issued	`CommonStockSharesIssued`	9.13M	shares	Point-in-time
Due from brokers	`DuefromBrokers`	$49.52M	USD	Point-in-time
Common stock, shares outstanding	`CommonStockSharesOutstanding`	9.14M	shares	Point-in-time
Common stock, shares outstanding	`CommonStockSharesOutstanding`	9.13M	shares	Point-in-time
Common stock, shares outstanding	`CommonStockSharesOutstanding`	9.15M	shares	Point-in-time
Common stock, shares outstanding	`CommonStockSharesOutstanding`	9.14M	shares	Point-in-time
Due from brokers	`DuefromBrokers`	$33.30M	USD	Point-in-time
Financial derivativesassets, at fair value	`DerivativeAssets`	$6.01M	USD	Point-in-time
Financial derivativesassets, at fair value	`DerivativeAssets`	$2.18M	USD	Point-in-time
Preferred stock, par value	`PreferredStockParOrStatedValuePerShare`	$0.01	USD	Point-in-time
Preferred stock, par value	`PreferredStockParOrStatedValuePerShare`	$0.01	USD	Point-in-time
Preferred stock, shares authorized	`PreferredStockSharesAuthorized`	100.00M	shares	Point-in-time
Reverse repurchase agreements	`SecuritiesPurchasedUnderAgreementsToResell`	$75.01M	USD	Point-in-time
Preferred stock, shares authorized	`PreferredStockSharesAuthorized`	100.00M	shares	Point-in-time
Reverse repurchase agreements	`SecuritiesPurchasedUnderAgreementsToResell`	$78.63M	USD	Point-in-time
Preferred stock, shares issued	`PreferredStockSharesIssued`	0.00	shares	Point-in-time
Receivable for securities sold	`Receivableforsecuritiessold`	$33.20M	USD	Point-in-time
Preferred stock, shares issued	`PreferredStockSharesIssued`	0.00	shares	Point-in-time
Receivable for securities sold	`Receivableforsecuritiessold`	$155.53M	USD	Point-in-time
Preferred stock, shares outstanding	`PreferredStockSharesOutstanding`	0.00	shares	Point-in-time
Interest receivable	`InterestReceivable`	$4.33M	USD	Point-in-time
Interest receivable	`InterestReceivable`	$4.63M	USD	Point-in-time
Preferred stock, shares outstanding	`PreferredStockSharesOutstanding`	0.00	shares	Point-in-time
Other assets	`OtherAssets`	$266.00K	USD	Point-in-time
Other assets	`OtherAssets`	$289.00K	USD	Point-in-time
Total Assets	`Assets`	$1.56B	USD	Point-in-time
Total Assets	`Assets`	$1.43B	USD	Point-in-time
Repurchase agreements	`SecuritiesSoldUnderAgreementsToRepurchase`	$1.20B	USD	Point-in-time
Repurchase agreements	`SecuritiesSoldUnderAgreementsToRepurchase`	$1.22B	USD	Point-in-time
Payable for securities purchased	`PayablesToBrokerDealersAndClearingOrganizations`	$98.95M	USD	Point-in-time
Payable for securities purchased	`PayablesToBrokerDealersAndClearingOrganizations`	$5.52M	USD	Point-in-time
Due to brokers	`Duetobrokers`	$1.05M	USD	Point-in-time
Due to brokers	`Duetobrokers`	$439.00K	USD	Point-in-time
Financial derivativesliabilities, at fair value	`DerivativeLiabilities`	$1.98M	USD	Point-in-time
Financial derivativesliabilities, at fair value	`DerivativeLiabilities`	$4.72M	USD	Point-in-time
U.S. Treasury securities sold short, at fair value	`FinancialInstrumentsSoldNotYetPurchasedUSGovernmentAndAgencyObligations`	$74.19M	USD	Point-in-time
U.S. Treasury securities sold short, at fair value	`FinancialInstrumentsSoldNotYetPurchasedUSGovernmentAndAgencyObligations`	$78.45M	USD	Point-in-time
Dividend payable	`DividendsPayableCurrentAndNoncurrent`	$5.03M	USD	Point-in-time
Dividend payable	`DividendsPayableCurrentAndNoncurrent`	$4.11M	USD	Point-in-time
Dividend payable	`DividendsPayableCurrentAndNoncurrent`	$3.65M	USD	Point-in-time
Accrued expenses	`AccountsPayableAndAccruedLiabilitiesCurrentAndNoncurrent`	$647.00K	USD	Point-in-time
Accrued expenses	`AccountsPayableAndAccruedLiabilitiesCurrentAndNoncurrent`	$533.00K	USD	Point-in-time
Management fee payable	`ManagementFeePayable`	$533.00K	USD	Point-in-time
Management fee payable	`ManagementFeePayable`	$545.00K	USD	Point-in-time
Interest payable	`InterestPayableCurrentAndNoncurrent`	$1.91M	USD	Point-in-time
Interest payable	`InterestPayableCurrentAndNoncurrent`	$1.36M	USD	Point-in-time
Total Liabilities	`Liabilities`	$1.29B	USD	Point-in-time
Total Liabilities	`Liabilities`	$1.41B	USD	Point-in-time
Preferred shares, par value $0.01 per share, 100,000,000 shares authorized; (0 shares issued and outstanding, respectively)	`PreferredStockValue`	-	USD	Point-in-time
Preferred shares, par value $0.01 per share, 100,000,000 shares authorized; (0 shares issued and outstanding, respectively)	`PreferredStockValue`	-	USD	Point-in-time
Common shares, par value $0.01 per share, 500,000,000 shares authorized; (9,130,897 and 9,135,103 shares issued and outstanding, respectively)	`CommonStockValue`	$92.00K	USD	Point-in-time
Common shares, par value $0.01 per share, 500,000,000 shares authorized; (9,130,897 and 9,135,103 shares issued and outstanding, respectively)	`CommonStockValue`	$92.00K	USD	Point-in-time
Additional paid-in-capital	`AdditionalPaidInCapital`	$181.00M	USD	Point-in-time
Additional paid-in-capital	`AdditionalPaidInCapital`	$181.03M	USD	Point-in-time
Accumulated deficit	`RetainedEarningsAccumulatedDeficit`	$-36.26M	USD	Point-in-time
Accumulated deficit	`RetainedEarningsAccumulatedDeficit`	$-39.41M	USD	Point-in-time
Total Shareholders' Equity	`StockholdersEquity`	$141.68M	USD	Point-in-time
Total Shareholders' Equity	`StockholdersEquity`	$144.85M	USD	Point-in-time
Total Shareholders' Equity	`StockholdersEquity`	$163.37M	USD	Point-in-time
Total Shareholders' Equity	`StockholdersEquity`	$167.18M	USD	Point-in-time
Total Liabilities and Shareholders' Equity	`LiabilitiesAndStockholdersEquity`	$1.43B	USD	Point-in-time
Total Liabilities and Shareholders' Equity	`LiabilitiesAndStockholdersEquity`	$1.56B	USD	Point-in-time

Income Statement 144 line items

Line Item	Tag	Value	Unit	Period
Interest income	`InterestIncomeOperating`	$7.54M	USD	1 Quarter
Interest income	`InterestIncomeOperating`	$10.28M	USD	1 Quarter
Interest income	`InterestIncomeOperating`	$7.10M	USD	1 Quarter
Interest income	`InterestIncomeOperating`	$40.75M	USD	Annual
Interest income	`InterestIncomeOperating`	$9.65M	USD	1 Quarter
Interest income	`InterestIncomeOperating`	$9.31M	USD	1 Quarter
Interest income	`InterestIncomeOperating`	$11.31M	USD	1 Quarter
Interest income	`InterestIncomeOperating`	$9.84M	USD	1 Quarter
Interest income	`InterestIncomeOperating`	$33.50M	USD	Annual
Interest income	`InterestIncomeOperating`	$9.21M	USD	1 Quarter
Interest income	`InterestIncomeOperating`	$46.82M	USD	Annual
Interest expense	`Interestexpensegross`	$6.24M	USD	Annual
Interest expense	`Interestexpensegross`	$1.82M	USD	1 Quarter
Interest expense	`Interestexpensegross`	$2.68M	USD	1 Quarter
Interest expense	`Interestexpensegross`	$1.52M	USD	1 Quarter
Interest expense	`Interestexpensegross`	$2.26M	USD	1 Quarter
Interest expense	`Interestexpensegross`	$1.26M	USD	1 Quarter
Interest expense	`Interestexpensegross`	$2.28M	USD	1 Quarter
Interest expense	`Interestexpensegross`	$1.64M	USD	1 Quarter
Interest expense	`Interestexpensegross`	$2.05M	USD	1 Quarter
Interest expense	`Interestexpensegross`	$9.27M	USD	Annual
Interest expense	`Interestexpensegross`	$4.51M	USD	Annual
Total net interest income	`InterestIncomeExpenseNet`	$7.60M	USD	1 Quarter
Total net interest income	`InterestIncomeExpenseNet`	$24.22M	USD	Annual
Total net interest income	`InterestIncomeExpenseNet`	$8.32M	USD	1 Quarter
Total net interest income	`InterestIncomeExpenseNet`	$6.53M	USD	1 Quarter
Total net interest income	`InterestIncomeExpenseNet`	$42.31M	USD	Annual
Total net interest income	`InterestIncomeExpenseNet`	$34.52M	USD	Annual
Total net interest income	`InterestIncomeExpenseNet`	$5.28M	USD	1 Quarter
Total net interest income	`InterestIncomeExpenseNet`	$7.50M	USD	1 Quarter
Total net interest income	`InterestIncomeExpenseNet`	$9.67M	USD	1 Quarter
Total net interest income	`InterestIncomeExpenseNet`	$9.02M	USD	1 Quarter
Total net interest income	`InterestIncomeExpenseNet`	$4.82M	USD	1 Quarter
Management fees	`ManagementFeeExpense`	$539.00K	USD	1 Quarter
Management fees	`ManagementFeeExpense`	$2.30M	USD	Annual
Management fees	`ManagementFeeExpense`	$534.00K	USD	1 Quarter
Management fees	`ManagementFeeExpense`	$528.00K	USD	1 Quarter
Management fees	`ManagementFeeExpense`	$2.13M	USD	Annual
Management fees	`ManagementFeeExpense`	$592.00K	USD	1 Quarter
Management fees	`ManagementFeeExpense`	$2.29M	USD	Annual
Management fees	`ManagementFeeExpense`	$528.00K	USD	1 Quarter
Management fees	`ManagementFeeExpense`	$557.00K	USD	1 Quarter
Management fees	`ManagementFeeExpense`	$545.00K	USD	1 Quarter
Management fees	`ManagementFeeExpense`	$610.00K	USD	1 Quarter
Professional fees	`ProfessionalFees`	$143.00K	USD	1 Quarter
Professional fees	`ProfessionalFees`	$668.00K	USD	Annual
Professional fees	`ProfessionalFees`	$171.00K	USD	1 Quarter
Professional fees	`ProfessionalFees`	$574.00K	USD	Annual
Professional fees	`ProfessionalFees`	$218.00K	USD	1 Quarter
Professional fees	`ProfessionalFees`	$986.00K	USD	Annual
Professional fees	`ProfessionalFees`	$161.00K	USD	1 Quarter
Professional fees	`ProfessionalFees`	$152.00K	USD	1 Quarter
Professional fees	`ProfessionalFees`	$118.00K	USD	1 Quarter
Professional fees	`ProfessionalFees`	$135.00K	USD	1 Quarter
Professional fees	`ProfessionalFees`	$144.00K	USD	1 Quarter
Compensation expense	`SalariesAndWages`	$87.00K	USD	1 Quarter
Compensation expense	`SalariesAndWages`	$151.00K	USD	1 Quarter
Compensation expense	`SalariesAndWages`	$142.00K	USD	1 Quarter
Compensation expense	`SalariesAndWages`	$193.00K	USD	1 Quarter
Compensation expense	`SalariesAndWages`	$621.00K	USD	Annual
Compensation expense	`SalariesAndWages`	$137.00K	USD	1 Quarter
Compensation expense	`SalariesAndWages`	$173.00K	USD	1 Quarter
Compensation expense	`SalariesAndWages`	$169.00K	USD	1 Quarter
Compensation expense	`SalariesAndWages`	$678.00K	USD	Annual
Compensation expense	`SalariesAndWages`	$168.00K	USD	1 Quarter
Compensation expense	`SalariesAndWages`	$599.00K	USD	Annual
Other operating expenses	`OtherExpenses`	$1.65M	USD	Annual
Other operating expenses	`OtherExpenses`	$405.00K	USD	1 Quarter
Other operating expenses	`OtherExpenses`	$470.00K	USD	1 Quarter
Other operating expenses	`OtherExpenses`	$1.80M	USD	Annual
Other operating expenses	`OtherExpenses`	$1.61M	USD	Annual
Other operating expenses	`OtherExpenses`	$414.00K	USD	1 Quarter
Other operating expenses	`OtherExpenses`	$402.00K	USD	1 Quarter
Other operating expenses	`OtherExpenses`	$365.00K	USD	1 Quarter
Other operating expenses	`OtherExpenses`	$343.00K	USD	1 Quarter
Other operating expenses	`OtherExpenses`	$454.00K	USD	1 Quarter
Other operating expenses	`OtherExpenses`	$406.00K	USD	1 Quarter
Total expenses	`OperatingExpenses`	$5.14M	USD	Annual
Total expenses	`OperatingExpenses`	$1.27M	USD	1 Quarter
Total expenses	`OperatingExpenses`	$1.35M	USD	1 Quarter
Total expenses	`OperatingExpenses`	$5.75M	USD	Annual
Total expenses	`OperatingExpenses`	$1.19M	USD	1 Quarter
Total expenses	`OperatingExpenses`	$5.01M	USD	Annual
Total expenses	`OperatingExpenses`	$1.13M	USD	1 Quarter
Total expenses	`OperatingExpenses`	$1.26M	USD	1 Quarter
Total expenses	`OperatingExpenses`	$1.25M	USD	1 Quarter
Total expenses	`OperatingExpenses`	$1.42M	USD	1 Quarter
Total expenses	`OperatingExpenses`	$1.27M	USD	1 Quarter
Net realized gains (losses) on securities	`RealizedInvestmentGainsLosses`	$8.42M	USD	Annual
Net realized gains (losses) on securities	`RealizedInvestmentGainsLosses`	$2.46M	USD	Annual
Net realized gains (losses) on securities	`RealizedInvestmentGainsLosses`	$9.58M	USD	Annual
Net realized gains (losses) on financial derivatives	`Netrealizedgainslossesonfinancialderivatives`	$-23.43M	USD	Annual
Net realized gains (losses) on financial derivatives	`Netrealizedgainslossesonfinancialderivatives`	$-12.12M	USD	Annual
Net realized gains (losses) on financial derivatives	`Netrealizedgainslossesonfinancialderivatives`	$-31.88M	USD	Annual
Change in net unrealized gains (losses) on securities	`UnrealizedGainLossOnSecurities`	$48.55M	USD	Annual
Change in net unrealized gains (losses) on securities	`UnrealizedGainLossOnSecurities`	$-10.10M	USD	Annual
Change in net unrealized gains (losses) on securities	`UnrealizedGainLossOnSecurities`	$-18.90M	USD	Annual
Change in net unrealized gains (losses) on financial derivatives	`UnrealizedGainLossOnDerivatives`	$6.49M	USD	Annual
Change in net unrealized gains (losses) on financial derivatives	`UnrealizedGainLossOnDerivatives`	$-39.52M	USD	Annual
Change in net unrealized gains (losses) on financial derivatives	`UnrealizedGainLossOnDerivatives`	$3.42M	USD	Annual
Total other income (loss)	`NetRealizedandUnrealizedGainLossOnInvestmentsandFinancialDerivatives`	$3.06M	USD	1 Quarter
Total other income (loss)	`NetRealizedandUnrealizedGainLossOnInvestmentsandFinancialDerivatives`	$-499.00K	USD	1 Quarter
Total other income (loss)	`NetRealizedandUnrealizedGainLossOnInvestmentsandFinancialDerivatives`	$-3.38M	USD	1 Quarter
Total other income (loss)	`NetRealizedandUnrealizedGainLossOnInvestmentsandFinancialDerivatives`	$-13.21M	USD	1 Quarter
Total other income (loss)	`NetRealizedandUnrealizedGainLossOnInvestmentsandFinancialDerivatives`	$-7.31M	USD	Annual
Total other income (loss)	`NetRealizedandUnrealizedGainLossOnInvestmentsandFinancialDerivatives`	$-6.87M	USD	1 Quarter
Total other income (loss)	`NetRealizedandUnrealizedGainLossOnInvestmentsandFinancialDerivatives`	$-6.49M	USD	1 Quarter
Total other income (loss)	`NetRealizedandUnrealizedGainLossOnInvestmentsandFinancialDerivatives`	$-3.93M	USD	1 Quarter
Total other income (loss)	`NetRealizedandUnrealizedGainLossOnInvestmentsandFinancialDerivatives`	$-29.34M	USD	Annual
Total other income (loss)	`NetRealizedandUnrealizedGainLossOnInvestmentsandFinancialDerivatives`	$-5.33M	USD	1 Quarter
Total other income (loss)	`NetRealizedandUnrealizedGainLossOnInvestmentsandFinancialDerivatives`	$-20.39M	USD	Annual
NET INCOME	`NetIncomeLoss`	$980.00K	USD	1 Quarter
NET INCOME	`NetIncomeLoss`	$11.91M	USD	Annual
NET INCOME	`NetIncomeLoss`	$2.01M	USD	1 Quarter
NET INCOME	`NetIncomeLoss`	$3.51M	USD	1 Quarter
NET INCOME	`NetIncomeLoss`	$-4.82M	USD	1 Quarter
NET INCOME	`NetIncomeLoss`	$-239.00K	USD	1 Quarter
NET INCOME	`NetIncomeLoss`	$6.63M	USD	1 Quarter
NET INCOME	`NetIncomeLoss`	$3.68M	USD	1 Quarter
NET INCOME	`NetIncomeLoss`	$16.17M	USD	Annual
NET INCOME	`NetIncomeLoss`	$190.00K	USD	1 Quarter
NET INCOME	`NetIncomeLoss`	$30.00K	USD	Annual
Basic and Diluted (in dollars per share)	`EarningsPerShareBasic`	$-0.03	USD	1 Quarter
Basic and Diluted (in dollars per share)	`EarningsPerShareBasic`	$-0.53	USD	1 Quarter
Basic and Diluted (in dollars per share)	`EarningsPerShareBasic`	$0.02	USD	1 Quarter
Basic and Diluted (in dollars per share)	`EarningsPerShareBasic`	$0.22	USD	1 Quarter
Basic and Diluted (in dollars per share)	`EarningsPerShareBasic`	-	USD	Annual
Basic and Diluted (in dollars per share)	`EarningsPerShareBasic`	$1.77	USD	Annual
Basic and Diluted (in dollars per share)	`EarningsPerShareBasic`	$0.38	USD	1 Quarter
Basic and Diluted (in dollars per share)	`EarningsPerShareBasic`	$1.31	USD	Annual
Basic and Diluted (in dollars per share)	`EarningsPerShareBasic`	$0.40	USD	1 Quarter
Basic and Diluted (in dollars per share)	`EarningsPerShareBasic`	$0.11	USD	1 Quarter
Basic and Diluted (in dollars per share)	`EarningsPerShareBasic`	$0.73	USD	1 Quarter
Dividends declared (in dollars per share)	`CommonStockDividendsPerShareDeclared`	$1.65	USD	Annual
Dividends declared (in dollars per share)	`CommonStockDividendsPerShareDeclared`	$0.45	USD	1 Quarter
Dividends declared (in dollars per share)	`CommonStockDividendsPerShareDeclared`	$0.40	USD	1 Quarter
Dividends declared (in dollars per share)	`CommonStockDividendsPerShareDeclared`	$0.40	USD	1 Quarter
Dividends declared (in dollars per share)	`CommonStockDividendsPerShareDeclared`	$0.45	USD	1 Quarter
Dividends declared (in dollars per share)	`CommonStockDividendsPerShareDeclared`	$0.55	USD	1 Quarter
Dividends declared (in dollars per share)	`CommonStockDividendsPerShareDeclared`	$2.00	USD	Annual
Dividends declared (in dollars per share)	`CommonStockDividendsPerShareDeclared`	$0.45	USD	1 Quarter
Dividends declared (in dollars per share)	`CommonStockDividendsPerShareDeclared`	$2.20	USD	Annual
Dividends declared (in dollars per share)	`CommonStockDividendsPerShareDeclared`	$0.40	USD	1 Quarter
Dividends declared (in dollars per share)	`CommonStockDividendsPerShareDeclared`	$0.55	USD	1 Quarter

Cash Flow Statement 118 line items

Line Item	Tag	Value	Unit	Period
Net income	`NetIncomeLoss`	$980.00K	USD	1 Quarter
Net income	`NetIncomeLoss`	$11.91M	USD	Annual
Net income	`NetIncomeLoss`	$2.01M	USD	1 Quarter
Net income	`NetIncomeLoss`	$3.51M	USD	1 Quarter
Net income	`NetIncomeLoss`	$-4.82M	USD	1 Quarter
Net income	`NetIncomeLoss`	$-239.00K	USD	1 Quarter
Net income	`NetIncomeLoss`	$6.63M	USD	1 Quarter
Net income	`NetIncomeLoss`	$3.68M	USD	1 Quarter
Net income	`NetIncomeLoss`	$16.17M	USD	Annual
Net income	`NetIncomeLoss`	$190.00K	USD	1 Quarter
Net income	`NetIncomeLoss`	$30.00K	USD	Annual
Net realized (gains) losses on securities	`RealizedInvestmentGainsLosses`	$8.42M	USD	Annual
Net realized (gains) losses on securities	`RealizedInvestmentGainsLosses`	$2.46M	USD	Annual
Net realized (gains) losses on securities	`RealizedInvestmentGainsLosses`	$9.58M	USD	Annual
Change in net unrealized (gains) losses on securities	`UnrealizedGainLossOnSecurities`	$48.55M	USD	Annual
Change in net unrealized (gains) losses on securities	`UnrealizedGainLossOnSecurities`	$-10.10M	USD	Annual
Change in net unrealized (gains) losses on securities	`UnrealizedGainLossOnSecurities`	$-18.90M	USD	Annual
Net realized (gains) losses on financial derivatives	`Netrealizedgainslossesonfinancialderivatives`	$-23.43M	USD	Annual
Net realized (gains) losses on financial derivatives	`Netrealizedgainslossesonfinancialderivatives`	$-12.12M	USD	Annual
Net realized (gains) losses on financial derivatives	`Netrealizedgainslossesonfinancialderivatives`	$-31.88M	USD	Annual
Change in net unrealized (gains) losses on financial derivatives	`UnrealizedGainLossOnDerivatives`	$6.49M	USD	Annual
Change in net unrealized (gains) losses on financial derivatives	`UnrealizedGainLossOnDerivatives`	$-39.52M	USD	Annual
Change in net unrealized (gains) losses on financial derivatives	`UnrealizedGainLossOnDerivatives`	$3.42M	USD	Annual
Amortization of premiums and accretion of discounts (net)	`AccretionAmortizationOfDiscountsAndPremiumsInvestments`	$-9.41M	USD	Annual
Amortization of premiums and accretion of discounts (net)	`AccretionAmortizationOfDiscountsAndPremiumsInvestments`	$-7.17M	USD	Annual
Amortization of premiums and accretion of discounts (net)	`AccretionAmortizationOfDiscountsAndPremiumsInvestments`	$-15.79M	USD	Annual
Share based compensation	`ShareBasedCompensation`	$120.00K	USD	Annual
Share based compensation	`ShareBasedCompensation`	$135.00K	USD	Annual
Share based compensation	`ShareBasedCompensation`	$165.00K	USD	Annual
Due from brokers	`Increasedecreaseinduefrombrokers`	$-14.77M	USD	Annual
Due from brokers	`Increasedecreaseinduefrombrokers`	$-184.00K	USD	Annual
Due from brokers	`Increasedecreaseinduefrombrokers`	$-16.22M	USD	Annual
Interest receivable	`IncreaseDecreaseInAccruedInterestReceivableNet`	$-27.00K	USD	Annual
Interest receivable	`IncreaseDecreaseInAccruedInterestReceivableNet`	$468.00K	USD	Annual
Interest receivable	`IncreaseDecreaseInAccruedInterestReceivableNet`	$-308.00K	USD	Annual
Other assets	`IncreaseDecreaseInOtherOperatingAssets`	$-134.00K	USD	Annual
Other assets	`IncreaseDecreaseInOtherOperatingAssets`	$23.00K	USD	Annual
Other assets	`IncreaseDecreaseInOtherOperatingAssets`	$28.00K	USD	Annual
Due to brokers	`Increasedecreaseinduetobrokers`	$-22.20M	USD	Annual
Due to brokers	`Increasedecreaseinduetobrokers`	$616.00K	USD	Annual
Due to brokers	`Increasedecreaseinduetobrokers`	$-144.00K	USD	Annual
Accrued expenses	`IncreaseDecreaseInAccruedLiabilities`	$-357.00K	USD	Annual
Accrued expenses	`IncreaseDecreaseInAccruedLiabilities`	$66.00K	USD	Annual
Accrued expenses	`IncreaseDecreaseInAccruedLiabilities`	$114.00K	USD	Annual
Interest payable	`Increasedecreaseininterestpayable`	$-77.00K	USD	Annual
Interest payable	`Increasedecreaseininterestpayable`	$674.00K	USD	Annual
Interest payable	`Increasedecreaseininterestpayable`	$551.00K	USD	Annual
Management fees payable	`IncreaseDecreaseInManagementFeePayable`	$-12.00K	USD	Annual
Management fees payable	`IncreaseDecreaseInManagementFeePayable`	$-6.00K	USD	Annual
Management fees payable	`IncreaseDecreaseInManagementFeePayable`	$-49.00K	USD	Annual
Net cash provided by (used in) operating activities	`NetCashProvidedByUsedInOperatingActivities`	$19.93M	USD	Annual
Net cash provided by (used in) operating activities	`NetCashProvidedByUsedInOperatingActivities`	$24.80M	USD	Annual
Net cash provided by (used in) operating activities	`NetCashProvidedByUsedInOperatingActivities`	$21.26M	USD	Annual
Purchases of securities	`PaymentsToAcquireInvestments`	$2.02B	USD	Annual
Purchases of securities	`PaymentsToAcquireInvestments`	$2.02B	USD	Annual
Purchases of securities	`PaymentsToAcquireInvestments`	$2.08B	USD	Annual
Proceeds from sale of securities	`ProceedsFromSaleOfOtherInvestments`	$1.97B	USD	Annual
Proceeds from sale of securities	`ProceedsFromSaleOfOtherInvestments`	$2.00B	USD	Annual
Proceeds from sale of securities	`ProceedsFromSaleOfOtherInvestments`	$1.93B	USD	Annual
Principal repayments of mortgage-backed securities	`PrincipalRepaymentsOfSecurities`	$144.23M	USD	Annual
Principal repayments of mortgage-backed securities	`PrincipalRepaymentsOfSecurities`	$98.14M	USD	Annual
Principal repayments of mortgage-backed securities	`PrincipalRepaymentsOfSecurities`	$136.73M	USD	Annual
Proceeds from investments sold short	`InvestmentSoldNotYetPurchasedSaleProceeds`	$799.49M	USD	Annual
Proceeds from investments sold short	`InvestmentSoldNotYetPurchasedSaleProceeds`	$772.02M	USD	Annual
Proceeds from investments sold short	`InvestmentSoldNotYetPurchasedSaleProceeds`	$211.94M	USD	Annual
Repurchase of investments sold short	`Repurchaseofinvestmentssoldshort`	$198.38M	USD	Annual
Repurchase of investments sold short	`Repurchaseofinvestmentssoldshort`	$734.50M	USD	Annual
Repurchase of investments sold short	`Repurchaseofinvestmentssoldshort`	$776.48M	USD	Annual
Proceeds from disposition of financial derivatives	`ProceedsFromDerivativeInstrumentInvestingActivities`	$16.32M	USD	Annual
Proceeds from disposition of financial derivatives	`ProceedsFromDerivativeInstrumentInvestingActivities`	$9.14M	USD	Annual
Proceeds from disposition of financial derivatives	`ProceedsFromDerivativeInstrumentInvestingActivities`	$14.24M	USD	Annual
Purchase of financial derivatives	`PaymentsForDerivativeInstrumentInvestingActivities`	$41.02M	USD	Annual
Purchase of financial derivatives	`PaymentsForDerivativeInstrumentInvestingActivities`	$28.53M	USD	Annual
Purchase of financial derivatives	`PaymentsForDerivativeInstrumentInvestingActivities`	$37.34M	USD	Annual
Payments made on reverse repurchase agreements	`PaymentsForSecuritiesPurchasedUnderAgreementsToResell`	$16.62B	USD	Annual
Payments made on reverse repurchase agreements	`PaymentsForSecuritiesPurchasedUnderAgreementsToResell`	$14.58B	USD	Annual
Payments made on reverse repurchase agreements	`PaymentsForSecuritiesPurchasedUnderAgreementsToResell`	$1.09B	USD	Annual
Proceeds from reverse repurchase agreements	`ProceedsFromSecuritiesPurchasedUnderAgreementsToResell`	$16.63B	USD	Annual
Proceeds from reverse repurchase agreements	`ProceedsFromSecuritiesPurchasedUnderAgreementsToResell`	$1.08B	USD	Annual
Proceeds from reverse repurchase agreements	`ProceedsFromSecuritiesPurchasedUnderAgreementsToResell`	$14.52B	USD	Annual
Net cash provided by (used in) investing activities	`NetCashProvidedByUsedInInvestingActivities`	$13.86M	USD	Annual
Net cash provided by (used in) investing activities	`NetCashProvidedByUsedInInvestingActivities`	$90.07M	USD	Annual
Net cash provided by (used in) investing activities	`NetCashProvidedByUsedInInvestingActivities`	$-19.03M	USD	Annual
Offering costs paid	`PaymentsOfStockIssuanceCosts`	-	USD	Annual
Offering costs paid	`PaymentsOfStockIssuanceCosts`	-	USD	Annual
Offering costs paid	`PaymentsOfStockIssuanceCosts`	$182.00K	USD	Annual
Repurchase of common shares	`PaymentsForRepurchaseOfCommonStock`	$196.00K	USD	Annual
Repurchase of common shares	`PaymentsForRepurchaseOfCommonStock`	$375.00K	USD	Annual
Repurchase of common shares	`PaymentsForRepurchaseOfCommonStock`	-	USD	Annual
Dividends paid	`PaymentsOfDividends`	$19.66M	USD	Annual
Dividends paid	`PaymentsOfDividends`	$15.51M	USD	Annual
Dividends paid	`PaymentsOfDividends`	$19.21M	USD	Annual
Borrowings under repurchase agreements	`Borrowingsunderrepurchaseagreements`	$2.66B	USD	Annual
Borrowings under repurchase agreements	`Borrowingsunderrepurchaseagreements`	$6.00B	USD	Annual
Borrowings under repurchase agreements	`Borrowingsunderrepurchaseagreements`	$1.96B	USD	Annual
Repayments of repurchase agreements	`Repaymentsofrepurchaseagreements`	$2.76B	USD	Annual
Repayments of repurchase agreements	`Repaymentsofrepurchaseagreements`	$1.98B	USD	Annual
Repayments of repurchase agreements	`Repaymentsofrepurchaseagreements`	$5.98B	USD	Annual
Cash provided by (used in) financing activities	`NetCashProvidedByUsedInFinancingActivities`	$-119.94M	USD	Annual
Cash provided by (used in) financing activities	`NetCashProvidedByUsedInFinancingActivities`	$-40.45M	USD	Annual
Cash provided by (used in) financing activities	`NetCashProvidedByUsedInFinancingActivities`	$-7.11M	USD	Annual
NET INCREASE (DECREASE) IN CASH AND CASH EQUIVALENTS	`CashAndCashEquivalentsPeriodIncreaseDecrease`	$-6.66M	USD	Annual
NET INCREASE (DECREASE) IN CASH AND CASH EQUIVALENTS	`CashAndCashEquivalentsPeriodIncreaseDecrease`	$-5.07M	USD	Annual
NET INCREASE (DECREASE) IN CASH AND CASH EQUIVALENTS	`CashAndCashEquivalentsPeriodIncreaseDecrease`	$-4.88M	USD	Annual
CASH AND CASH EQUIVALENTS, BEGINNING OF PERIOD	`CashAndCashEquivalentsAtCarryingValue`	$40.17M	USD	Point-in-time
CASH AND CASH EQUIVALENTS, BEGINNING OF PERIOD	`CashAndCashEquivalentsAtCarryingValue`	$45.24M	USD	Point-in-time
CASH AND CASH EQUIVALENTS, BEGINNING OF PERIOD	`CashAndCashEquivalentsAtCarryingValue`	$33.50M	USD	Point-in-time
CASH AND CASH EQUIVALENTS, BEGINNING OF PERIOD	`CashAndCashEquivalentsAtCarryingValue`	$50.11M	USD	Point-in-time
CASH AND CASH EQUIVALENTS, END OF PERIOD	`CashAndCashEquivalentsAtCarryingValue`	$40.17M	USD	Point-in-time
CASH AND CASH EQUIVALENTS, END OF PERIOD	`CashAndCashEquivalentsAtCarryingValue`	$45.24M	USD	Point-in-time
CASH AND CASH EQUIVALENTS, END OF PERIOD	`CashAndCashEquivalentsAtCarryingValue`	$33.50M	USD	Point-in-time
CASH AND CASH EQUIVALENTS, END OF PERIOD	`CashAndCashEquivalentsAtCarryingValue`	$50.11M	USD	Point-in-time
Interest paid	`InterestPaid`	$5.56M	USD	Annual
Interest paid	`InterestPaid`	$4.59M	USD	Annual
Interest paid	`InterestPaid`	$8.72M	USD	Annual
Dividend payable	`DividendsPayableCurrentAndNoncurrent`	$5.03M	USD	Point-in-time
Dividend payable	`DividendsPayableCurrentAndNoncurrent`	$4.11M	USD	Point-in-time
Dividend payable	`DividendsPayableCurrentAndNoncurrent`	$3.65M	USD	Point-in-time

Stockholders Equity 38 line items

Line Item	Tag	Value	Unit	Period
Balance	`StockholdersEquity`	$141.68M	USD	Point-in-time
Balance	`StockholdersEquity`	$144.85M	USD	Point-in-time
Balance	`StockholdersEquity`	$163.37M	USD	Point-in-time
Balance	`StockholdersEquity`	$167.18M	USD	Point-in-time
Share based compensation	`AdjustmentsToAdditionalPaidInCapitalSharebasedCompensationRequisiteServicePeriodRecognitionValue`	$165.00K	USD	Annual
Share based compensation	`AdjustmentsToAdditionalPaidInCapitalSharebasedCompensationRequisiteServicePeriodRecognitionValue`	$120.00K	USD	Annual
Share based compensation	`AdjustmentsToAdditionalPaidInCapitalSharebasedCompensationRequisiteServicePeriodRecognitionValue`	$135.00K	USD	Annual
Issuance of restricted shares, shares	`StockIssuedDuringPeriodSharesRestrictedStockAwardGross`	13,714.00	shares	Annual
Issuance of restricted shares, shares	`StockIssuedDuringPeriodSharesRestrictedStockAwardGross`	9,432.00	shares	Annual
Issuance of restricted shares, shares	`StockIssuedDuringPeriodSharesRestrictedStockAwardGross`	15,390.00	shares	Annual
Issuance of restricted shares	`StockIssuedDuringPeriodValueRestrictedStockAwardGross`	-	USD	Annual
Issuance of restricted shares	`StockIssuedDuringPeriodValueRestrictedStockAwardGross`	$1.00K	USD	Annual
Issuance of restricted shares	`StockIssuedDuringPeriodValueRestrictedStockAwardGross`	-	USD	Annual
Repurchase of common shares, shares	`StockRepurchasedAndRetiredDuringPeriodShares`	0.00	shares	Annual
Repurchase of common shares, shares	`StockRepurchasedAndRetiredDuringPeriodShares`	29,561.00	shares	Annual
Repurchase of common shares, shares	`StockRepurchasedAndRetiredDuringPeriodShares`	47,481.00	shares	14 Qtrs
Repurchase of common shares, shares	`StockRepurchasedAndRetiredDuringPeriodShares`	17,920.00	shares	Annual
Repurchase of common shares, Value	`StockRepurchasedAndRetiredDuringPeriodValue`	$600.00K	USD	14 Qtrs
Repurchase of common shares, Value	`StockRepurchasedAndRetiredDuringPeriodValue`	$196.00K	USD	Annual
Repurchase of common shares, Value	`StockRepurchasedAndRetiredDuringPeriodValue`	$375.00K	USD	Annual
Dividends declared	`Dividends`	$15.05M	USD	Annual
Dividends declared	`Dividends`	$20.12M	USD	Annual
Dividends declared	`Dividends`	$18.29M	USD	Annual
Net income	`NetIncomeLoss`	$980.00K	USD	1 Quarter
Net income	`NetIncomeLoss`	$11.91M	USD	Annual
Net income	`NetIncomeLoss`	$2.01M	USD	1 Quarter
Net income	`NetIncomeLoss`	$3.51M	USD	1 Quarter
Net income	`NetIncomeLoss`	$-4.82M	USD	1 Quarter
Net income	`NetIncomeLoss`	$-239.00K	USD	1 Quarter
Net income	`NetIncomeLoss`	$6.63M	USD	1 Quarter
Net income	`NetIncomeLoss`	$3.68M	USD	1 Quarter
Net income	`NetIncomeLoss`	$16.17M	USD	Annual
Net income	`NetIncomeLoss`	$190.00K	USD	1 Quarter
Net income	`NetIncomeLoss`	$30.00K	USD	Annual
Balance	`StockholdersEquity`	$141.68M	USD	Point-in-time
Balance	`StockholdersEquity`	$144.85M	USD	Point-in-time
Balance	`StockholdersEquity`	$163.37M	USD	Point-in-time
Balance	`StockholdersEquity`	$167.18M	USD	Point-in-time

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