10-K Filing

ELLINGTON CREDIT CO CIK: 1560672 FY 2020

Filing Information

Form Type	10-K
Accession Number	`0001560672-21-000010`
Period End Date	20201231
Filing Date	20210316
Fiscal Year	2020
Fiscal Period	FY
XBRL Instance	earn-20201231_htm.xml

Filing Contents

This filing contains the following financial statements:

Balance Sheet 71 Income Statement 128 Cash Flow Statement 84 Stockholders Equity 40

Balance Sheet 71 line items

Line Item	Tag	Value	Unit	Period
Preferred stock, par value	`PreferredStockParOrStatedValuePerShare`	$0.01	USD	Point-in-time
Preferred stock, par value	`PreferredStockParOrStatedValuePerShare`	$0.01	USD	Point-in-time
Cash and cash equivalents	`CashAndCashEquivalentsAtCarryingValue`	$35.35M	USD	Point-in-time
Cash and cash equivalents	`CashAndCashEquivalentsAtCarryingValue`	$18.59M	USD	Point-in-time
Preferred stock, shares authorized	`PreferredStockSharesAuthorized`	100.00M	shares	Point-in-time
Preferred stock, shares authorized	`PreferredStockSharesAuthorized`	100.00M	shares	Point-in-time
Cash and cash equivalents	`CashAndCashEquivalentsAtCarryingValue`	$58.17M	USD	Point-in-time
Mortgage-backed securities, at fair value(1)	`FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue`	$1.40B	USD	Point-in-time
Preferred stock, shares issued	`PreferredStockSharesIssued`	0.00	shares	Point-in-time
Preferred stock, shares issued	`PreferredStockSharesIssued`	0.00	shares	Point-in-time
Mortgage-backed securities, at fair value(1)	`FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue`	$1.08B	USD	Point-in-time
Preferred stock, shares outstanding	`PreferredStockSharesOutstanding`	0.00	shares	Point-in-time
Other investments, at fair value	`FinancialInstrumentsOwnedOtherAtFairValue`	$292.00K	USD	Point-in-time
Other investments, at fair value	`FinancialInstrumentsOwnedOtherAtFairValue`	-	USD	Point-in-time
Preferred stock, shares outstanding	`PreferredStockSharesOutstanding`	0.00	shares	Point-in-time
Common stock, par value	`CommonStockParOrStatedValuePerShare`	$0.01	USD	Point-in-time
Due from brokers	`DuefromBrokers`	$34.60M	USD	Point-in-time
Common stock, par value	`CommonStockParOrStatedValuePerShare`	$0.01	USD	Point-in-time
Due from brokers	`DuefromBrokers`	$47.80M	USD	Point-in-time
Financial derivativesassets, at fair value	`DerivativeAssets`	$2.79M	USD	Point-in-time
Common stock, shares authorized	`CommonStockSharesAuthorized`	500.00M	shares	Point-in-time
Financial derivativesassets, at fair value	`DerivativeAssets`	$4.18M	USD	Point-in-time
Common stock, shares authorized	`CommonStockSharesAuthorized`	500.00M	shares	Point-in-time
Reverse repurchase agreements	`SecuritiesPurchasedUnderAgreementsToResell`	-	USD	Point-in-time
Common stock, shares issued	`CommonStockSharesIssued`	12.46M	shares	Point-in-time
Reverse repurchase agreements	`SecuritiesPurchasedUnderAgreementsToResell`	$2.08M	USD	Point-in-time
Common stock, shares issued	`CommonStockSharesIssued`	12.34M	shares	Point-in-time
Common stock, shares outstanding	`CommonStockSharesOutstanding`	12.46M	shares	Point-in-time
Common stock, shares outstanding	`CommonStockSharesOutstanding`	12.51M	shares	Point-in-time
Receivable for securities sold	`Receivableforsecuritiessold`	-	USD	Point-in-time
Common stock, shares outstanding	`CommonStockSharesOutstanding`	12.34M	shares	Point-in-time
Receivable for securities sold	`Receivableforsecuritiessold`	$5.50M	USD	Point-in-time
Interest receivable	`InterestReceivable`	$4.11M	USD	Point-in-time
Interest receivable	`InterestReceivable`	$5.02M	USD	Point-in-time
Other assets	`OtherAssets`	$270.00K	USD	Point-in-time
Other assets	`OtherAssets`	$604.00K	USD	Point-in-time
Total Assets	`Assets`	$1.19B	USD	Point-in-time
Total Assets	`Assets`	$1.49B	USD	Point-in-time
Repurchase agreements	`SecuritiesSoldUnderAgreementsToRepurchase`	$1.02B	USD	Point-in-time
Repurchase agreements	`SecuritiesSoldUnderAgreementsToRepurchase`	$1.30B	USD	Point-in-time
Payable for securities purchased	`PayablesToBrokerDealersAndClearingOrganizations`	-	USD	Point-in-time
Payable for securities purchased	`PayablesToBrokerDealersAndClearingOrganizations`	$19.43M	USD	Point-in-time
Due to brokers	`Duetobrokers`	$1.06M	USD	Point-in-time
Due to brokers	`Duetobrokers`	$33.00K	USD	Point-in-time
Financial derivativesliabilities, at fair value	`DerivativeLiabilities`	$2.05M	USD	Point-in-time
Financial derivativesliabilities, at fair value	`DerivativeLiabilities`	$6.63M	USD	Point-in-time
U.S. Treasury securities sold short, at fair value	`FinancialInstrumentsSoldNotYetPurchasedUSGovernmentAndAgencyObligations`	$2.07M	USD	Point-in-time
U.S. Treasury securities sold short, at fair value	`FinancialInstrumentsSoldNotYetPurchasedUSGovernmentAndAgencyObligations`	-	USD	Point-in-time
Dividend payable	`DividendsPayableCurrentAndNoncurrent`	$3.49M	USD	Point-in-time
Dividend payable	`DividendsPayableCurrentAndNoncurrent`	$3.46M	USD	Point-in-time
Accrued expenses	`AccountsPayableAndAccruedLiabilitiesCurrentAndNoncurrent`	$588.00K	USD	Point-in-time
Accrued expenses	`AccountsPayableAndAccruedLiabilitiesCurrentAndNoncurrent`	$918.00K	USD	Point-in-time
Management fee payable to affiliate	`ManagementFeePayable`	$605.00K	USD	Point-in-time
Management fee payable to affiliate	`ManagementFeePayable`	$626.00K	USD	Point-in-time
Interest payable	`InterestPayableCurrentAndNoncurrent`	$3.73M	USD	Point-in-time
Interest payable	`InterestPayableCurrentAndNoncurrent`	$470.00K	USD	Point-in-time
Total Liabilities	`Liabilities`	$1.03B	USD	Point-in-time
Total Liabilities	`Liabilities`	$1.33B	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; (12,343,542 and 12,455,758 shares issued and outstanding, respectively)	`CommonStockValue`	$124.00K	USD	Point-in-time
Common shares, par value $0.01 per share, 500,000,000 shares authorized; (12,343,542 and 12,455,758 shares issued and outstanding, respectively)	`CommonStockValue`	$123.00K	USD	Point-in-time
Additional paid-in-capital	`AdditionalPaidInCapital`	$229.61M	USD	Point-in-time
Additional paid-in-capital	`AdditionalPaidInCapital`	$230.36M	USD	Point-in-time
Accumulated deficit	`RetainedEarningsAccumulatedDeficit`	$-69.64M	USD	Point-in-time
Accumulated deficit	`RetainedEarningsAccumulatedDeficit`	$-63.34M	USD	Point-in-time
Total Shareholders' Equity	`StockholdersEquity`	$153.82M	USD	Point-in-time
Total Shareholders' Equity	`StockholdersEquity`	$166.40M	USD	Point-in-time
Total Shareholders' Equity	`StockholdersEquity`	$160.84M	USD	Point-in-time
Total Liabilities and Shareholders' Equity	`LiabilitiesAndStockholdersEquity`	$1.19B	USD	Point-in-time
Total Liabilities and Shareholders' Equity	`LiabilitiesAndStockholdersEquity`	$1.49B	USD	Point-in-time

Income Statement 128 line items

Line Item	Tag	Value	Unit	Period
Interest income	`InterestIncomeOperating`	$8.61M	USD	1 Quarter
Interest income	`InterestIncomeOperating`	$10.48M	USD	1 Quarter
Interest income	`InterestIncomeOperating`	$27.32M	USD	Annual
Interest income	`InterestIncomeOperating`	$12.61M	USD	1 Quarter
Interest income	`InterestIncomeOperating`	$12.14M	USD	1 Quarter
Interest income	`InterestIncomeOperating`	$6.17M	USD	1 Quarter
Interest income	`InterestIncomeOperating`	$7.78M	USD	1 Quarter
Interest income	`InterestIncomeOperating`	$3.49M	USD	1 Quarter
Interest income	`InterestIncomeOperating`	$43.85M	USD	Annual
Interest income	`InterestIncomeOperating`	$9.88M	USD	1 Quarter
Interest expense	`Interestexpensegross`	$9.55M	USD	1 Quarter
Interest expense	`Interestexpensegross`	$819.00K	USD	1 Quarter
Interest expense	`Interestexpensegross`	$7.24M	USD	1 Quarter
Interest expense	`Interestexpensegross`	$35.28M	USD	Annual
Interest expense	`Interestexpensegross`	$6.10M	USD	1 Quarter
Interest expense	`Interestexpensegross`	$716.00K	USD	1 Quarter
Interest expense	`Interestexpensegross`	$8.82M	USD	1 Quarter
Interest expense	`Interestexpensegross`	$9.66M	USD	1 Quarter
Interest expense	`Interestexpensegross`	$2.33M	USD	1 Quarter
Interest expense	`Interestexpensegross`	$9.96M	USD	Annual
Total net interest income	`InterestIncomeExpenseNet`	$6.96M	USD	1 Quarter
Total net interest income	`InterestIncomeExpenseNet`	$1.37M	USD	1 Quarter
Total net interest income	`InterestIncomeExpenseNet`	$3.78M	USD	1 Quarter
Total net interest income	`InterestIncomeExpenseNet`	$1.16M	USD	1 Quarter
Total net interest income	`InterestIncomeExpenseNet`	$8.57M	USD	Annual
Total net interest income	`InterestIncomeExpenseNet`	$17.36M	USD	Annual
Total net interest income	`InterestIncomeExpenseNet`	$5.46M	USD	1 Quarter
Total net interest income	`InterestIncomeExpenseNet`	$2.48M	USD	1 Quarter
Total net interest income	`InterestIncomeExpenseNet`	$3.06M	USD	1 Quarter
Total net interest income	`InterestIncomeExpenseNet`	$1.67M	USD	1 Quarter
Management fees to affiliate	`ManagementFeeExpense`	$526.00K	USD	1 Quarter
Management fees to affiliate	`ManagementFeeExpense`	$626.00K	USD	1 Quarter
Management fees to affiliate	`ManagementFeeExpense`	$582.00K	USD	1 Quarter
Management fees to affiliate	`ManagementFeeExpense`	$606.00K	USD	1 Quarter
Management fees to affiliate	`ManagementFeeExpense`	$595.00K	USD	1 Quarter
Management fees to affiliate	`ManagementFeeExpense`	$594.00K	USD	1 Quarter
Management fees to affiliate	`ManagementFeeExpense`	$2.37M	USD	Annual
Management fees to affiliate	`ManagementFeeExpense`	$2.36M	USD	Annual
Management fees to affiliate	`ManagementFeeExpense`	$582.00K	USD	1 Quarter
Management fees to affiliate	`ManagementFeeExpense`	$611.00K	USD	1 Quarter
Professional fees	`ProfessionalFees`	$199.00K	USD	1 Quarter
Professional fees	`ProfessionalFees`	$237.00K	USD	1 Quarter
Professional fees	`ProfessionalFees`	$207.00K	USD	1 Quarter
Professional fees	`ProfessionalFees`	$216.00K	USD	1 Quarter
Professional fees	`ProfessionalFees`	$598.00K	USD	1 Quarter
Professional fees	`ProfessionalFees`	$163.00K	USD	1 Quarter
Professional fees	`ProfessionalFees`	$229.00K	USD	1 Quarter
Professional fees	`ProfessionalFees`	$1.24M	USD	Annual
Professional fees	`ProfessionalFees`	$815.00K	USD	Annual
Professional fees	`ProfessionalFees`	$208.00K	USD	1 Quarter
Compensation expense	`SalariesAndWages`	$508.00K	USD	Annual
Compensation expense	`SalariesAndWages`	$142.00K	USD	1 Quarter
Compensation expense	`SalariesAndWages`	$151.00K	USD	1 Quarter
Compensation expense	`SalariesAndWages`	$132.00K	USD	1 Quarter
Compensation expense	`SalariesAndWages`	$151.00K	USD	1 Quarter
Compensation expense	`SalariesAndWages`	$113.00K	USD	1 Quarter
Compensation expense	`SalariesAndWages`	$608.00K	USD	Annual
Compensation expense	`SalariesAndWages`	$175.00K	USD	1 Quarter
Compensation expense	`SalariesAndWages`	$140.00K	USD	1 Quarter
Compensation expense	`SalariesAndWages`	$112.00K	USD	1 Quarter
Insurance expense	`GeneralInsuranceExpense`	$74.00K	USD	1 Quarter
Insurance expense	`GeneralInsuranceExpense`	$74.00K	USD	1 Quarter
Insurance expense	`GeneralInsuranceExpense`	$82.00K	USD	1 Quarter
Insurance expense	`GeneralInsuranceExpense`	$74.00K	USD	1 Quarter
Insurance expense	`GeneralInsuranceExpense`	$82.00K	USD	1 Quarter
Insurance expense	`GeneralInsuranceExpense`	$322.00K	USD	Annual
Insurance expense	`GeneralInsuranceExpense`	$76.00K	USD	1 Quarter
Insurance expense	`GeneralInsuranceExpense`	$73.00K	USD	1 Quarter
Insurance expense	`GeneralInsuranceExpense`	$82.00K	USD	1 Quarter
Insurance expense	`GeneralInsuranceExpense`	$295.00K	USD	Annual
Other operating expenses	`OtherExpenses`	$316.00K	USD	1 Quarter
Other operating expenses	`OtherExpenses`	$1.30M	USD	Annual
Other operating expenses	`OtherExpenses`	$325.00K	USD	1 Quarter
Other operating expenses	`OtherExpenses`	$327.00K	USD	1 Quarter
Other operating expenses	`OtherExpenses`	$341.00K	USD	1 Quarter
Other operating expenses	`OtherExpenses`	$1.30M	USD	Annual
Other operating expenses	`OtherExpenses`	$318.00K	USD	1 Quarter
Other operating expenses	`OtherExpenses`	$336.00K	USD	1 Quarter
Other operating expenses	`OtherExpenses`	$320.00K	USD	1 Quarter
Other operating expenses	`OtherExpenses`	$319.00K	USD	1 Quarter
Total expenses	`OperatingExpenses`	$1.41M	USD	1 Quarter
Total expenses	`OperatingExpenses`	$1.30M	USD	1 Quarter
Total expenses	`OperatingExpenses`	$1.27M	USD	1 Quarter
Total expenses	`OperatingExpenses`	$1.73M	USD	1 Quarter
Total expenses	`OperatingExpenses`	$5.29M	USD	Annual
Total expenses	`OperatingExpenses`	$1.29M	USD	1 Quarter
Total expenses	`OperatingExpenses`	$5.83M	USD	Annual
Total expenses	`OperatingExpenses`	$1.37M	USD	1 Quarter
Total expenses	`OperatingExpenses`	$1.40M	USD	1 Quarter
Total expenses	`OperatingExpenses`	$1.34M	USD	1 Quarter
Net realized gains (losses) on securities	`RealizedInvestmentGainsLosses`	$12.12M	USD	Annual
Net realized gains (losses) on securities	`RealizedInvestmentGainsLosses`	$2.28M	USD	Annual
Net realized gains (losses) on financial derivatives	`Netrealizedgainslossesonfinancialderivatives`	$-13.20M	USD	Annual
Net realized gains (losses) on financial derivatives	`Netrealizedgainslossesonfinancialderivatives`	$-38.98M	USD	Annual
Change in net unrealized gains (losses) on securities	`UnrealizedGainLossOnSecurities`	$49.23M	USD	Annual
Change in net unrealized gains (losses) on securities	`UnrealizedGainLossOnSecurities`	$15.62M	USD	Annual
Change in net unrealized gains (losses) on financial derivatives	`UnrealizedGainLossOnDerivatives`	$-5.96M	USD	Annual
Change in net unrealized gains (losses) on financial derivatives	`UnrealizedGainLossOnDerivatives`	$6.44M	USD	Annual
Total other income (loss)	`NetRealizedandUnrealizedGainLossOnInvestmentsandFinancialDerivatives`	$3.34M	USD	1 Quarter
Total other income (loss)	`NetRealizedandUnrealizedGainLossOnInvestmentsandFinancialDerivatives`	$9.61M	USD	1 Quarter
Total other income (loss)	`NetRealizedandUnrealizedGainLossOnInvestmentsandFinancialDerivatives`	$2.57M	USD	1 Quarter
Total other income (loss)	`NetRealizedandUnrealizedGainLossOnInvestmentsandFinancialDerivatives`	$21.92M	USD	1 Quarter
Total other income (loss)	`NetRealizedandUnrealizedGainLossOnInvestmentsandFinancialDerivatives`	$3.41M	USD	1 Quarter
Total other income (loss)	`NetRealizedandUnrealizedGainLossOnInvestmentsandFinancialDerivatives`	$-19.24M	USD	1 Quarter
Total other income (loss)	`NetRealizedandUnrealizedGainLossOnInvestmentsandFinancialDerivatives`	$7.24M	USD	1 Quarter
Total other income (loss)	`NetRealizedandUnrealizedGainLossOnInvestmentsandFinancialDerivatives`	$-1.28M	USD	1 Quarter
Total other income (loss)	`NetRealizedandUnrealizedGainLossOnInvestmentsandFinancialDerivatives`	$8.58M	USD	Annual
Total other income (loss)	`NetRealizedandUnrealizedGainLossOnInvestmentsandFinancialDerivatives`	$18.97M	USD	Annual
NET INCOME (LOSS)	`NetIncomeLoss`	$3.73M	USD	1 Quarter
NET INCOME (LOSS)	`NetIncomeLoss`	$9.71M	USD	1 Quarter
NET INCOME (LOSS)	`NetIncomeLoss`	$20.11M	USD	Annual
NET INCOME (LOSS)	`NetIncomeLoss`	$21.34M	USD	1 Quarter
NET INCOME (LOSS)	`NetIncomeLoss`	$-16.75M	USD	1 Quarter
NET INCOME (LOSS)	`NetIncomeLoss`	$-107.00K	USD	1 Quarter
NET INCOME (LOSS)	`NetIncomeLoss`	$8.12M	USD	1 Quarter
NET INCOME (LOSS)	`NetIncomeLoss`	$7.39M	USD	1 Quarter
NET INCOME (LOSS)	`NetIncomeLoss`	$8.93M	USD	1 Quarter
NET INCOME (LOSS)	`NetIncomeLoss`	$22.26M	USD	Annual
Basic and Diluted (in dollars per share)	`EarningsPerShareBasic`	$0.30	USD	1 Quarter
Basic and Diluted (in dollars per share)	`EarningsPerShareBasic`	$0.78	USD	1 Quarter
Basic and Diluted (in dollars per share)	`EarningsPerShareBasic`	$0.60	USD	1 Quarter
Basic and Diluted (in dollars per share)	`EarningsPerShareBasic`	$1.73	USD	1 Quarter
Basic and Diluted (in dollars per share)	`EarningsPerShareBasic`	$1.63	USD	Annual
Basic and Diluted (in dollars per share)	`EarningsPerShareBasic`	$0.66	USD	1 Quarter
Basic and Diluted (in dollars per share)	`EarningsPerShareBasic`	$1.79	USD	Annual
Basic and Diluted (in dollars per share)	`EarningsPerShareBasic`	$-1.35	USD	1 Quarter
Basic and Diluted (in dollars per share)	`EarningsPerShareBasic`	$0.72	USD	1 Quarter
Basic and Diluted (in dollars per share)	`EarningsPerShareBasic`	$-0.01	USD	1 Quarter

Cash Flow Statement 84 line items

Line Item	Tag	Value	Unit	Period
Net income (loss)	`NetIncomeLoss`	$3.73M	USD	1 Quarter
Net income (loss)	`NetIncomeLoss`	$9.71M	USD	1 Quarter
Net income (loss)	`NetIncomeLoss`	$20.11M	USD	Annual
Net income (loss)	`NetIncomeLoss`	$21.34M	USD	1 Quarter
Net income (loss)	`NetIncomeLoss`	$-16.75M	USD	1 Quarter
Net income (loss)	`NetIncomeLoss`	$-107.00K	USD	1 Quarter
Net income (loss)	`NetIncomeLoss`	$8.12M	USD	1 Quarter
Net income (loss)	`NetIncomeLoss`	$7.39M	USD	1 Quarter
Net income (loss)	`NetIncomeLoss`	$8.93M	USD	1 Quarter
Net income (loss)	`NetIncomeLoss`	$22.26M	USD	Annual
Net realized (gains) losses on securities	`RealizedInvestmentGainsLosses`	$12.12M	USD	Annual
Net realized (gains) losses on securities	`RealizedInvestmentGainsLosses`	$2.28M	USD	Annual
Change in net unrealized (gains) losses on securities	`UnrealizedGainLossOnSecurities`	$49.23M	USD	Annual
Change in net unrealized (gains) losses on securities	`UnrealizedGainLossOnSecurities`	$15.62M	USD	Annual
Net realized (gains) losses on financial derivatives	`Netrealizedgainslossesonfinancialderivatives`	$-13.20M	USD	Annual
Net realized (gains) losses on financial derivatives	`Netrealizedgainslossesonfinancialderivatives`	$-38.98M	USD	Annual
Change in net unrealized (gains) losses on financial derivatives	`UnrealizedGainLossOnDerivatives`	$-5.96M	USD	Annual
Change in net unrealized (gains) losses on financial derivatives	`UnrealizedGainLossOnDerivatives`	$6.44M	USD	Annual
Amortization of premiums and accretion of discounts, net	`AccretionAmortizationOfDiscountsAndPremiumsInvestments`	$-14.27M	USD	Annual
Amortization of premiums and accretion of discounts, net	`AccretionAmortizationOfDiscountsAndPremiumsInvestments`	$-14.91M	USD	Annual
Share based compensation	`ShareBasedCompensation`	$241.00K	USD	Annual
Share based compensation	`ShareBasedCompensation`	$216.00K	USD	Annual
Interest receivable	`IncreaseDecreaseInAccruedInterestReceivableNet`	$-902.00K	USD	Annual
Interest receivable	`IncreaseDecreaseInAccruedInterestReceivableNet`	$-591.00K	USD	Annual
Other assets	`IncreaseDecreaseInOtherOperatingAssets`	$-334.00K	USD	Annual
Other assets	`IncreaseDecreaseInOtherOperatingAssets`	$-8.00K	USD	Annual
Accrued expenses	`IncreaseDecreaseInAccruedLiabilities`	$330.00K	USD	Annual
Accrued expenses	`IncreaseDecreaseInAccruedLiabilities`	$-250.00K	USD	Annual
Interest payable	`Increasedecreaseininterestpayable`	$-3.26M	USD	Annual
Interest payable	`Increasedecreaseininterestpayable`	$-1.25M	USD	Annual
Management fees payable to affiliate	`IncreaseDecreaseInManagementFeePayable`	$21.00K	USD	Annual
Management fees payable to affiliate	`IncreaseDecreaseInManagementFeePayable`	$26.00K	USD	Annual
Net cash provided by (used in) operating activities	`NetCashProvidedByUsedInOperatingActivities`	$24.37M	USD	Annual
Net cash provided by (used in) operating activities	`NetCashProvidedByUsedInOperatingActivities`	$17.53M	USD	Annual
Purchases of securities	`PaymentsToAcquireInvestments`	$944.30M	USD	Annual
Purchases of securities	`PaymentsToAcquireInvestments`	$1.58B	USD	Annual
Proceeds from sale of securities	`ProceedsFromSaleOfOtherInvestments`	$1.00B	USD	Annual
Proceeds from sale of securities	`ProceedsFromSaleOfOtherInvestments`	$1.62B	USD	Annual
Principal repayments of mortgage-backed securities	`PrincipalRepaymentsOfSecurities`	$209.96M	USD	Annual
Principal repayments of mortgage-backed securities	`PrincipalRepaymentsOfSecurities`	$264.30M	USD	Annual
Proceeds from investments sold short	`InvestmentSoldNotYetPurchasedSaleProceeds`	$281.99M	USD	Annual
Proceeds from investments sold short	`InvestmentSoldNotYetPurchasedSaleProceeds`	$596.90M	USD	Annual
Repurchase of investments sold short	`Repurchaseofinvestmentssoldshort`	$595.45M	USD	Annual
Repurchase of investments sold short	`Repurchaseofinvestmentssoldshort`	$286.68M	USD	Annual
Proceeds from disposition of financial derivatives	`ProceedsFromDerivativeInstrumentInvestingActivities`	$24.24M	USD	Annual
Proceeds from disposition of financial derivatives	`ProceedsFromDerivativeInstrumentInvestingActivities`	$13.15M	USD	Annual
Purchase of financial derivatives	`PaymentsForDerivativeInstrumentInvestingActivities`	$37.61M	USD	Annual
Purchase of financial derivatives	`PaymentsForDerivativeInstrumentInvestingActivities`	$52.56M	USD	Annual
Payments made on reverse repurchase agreements	`PaymentsForSecuritiesPurchasedUnderAgreementsToResell`	$7.74B	USD	Annual
Payments made on reverse repurchase agreements	`PaymentsForSecuritiesPurchasedUnderAgreementsToResell`	$5.66B	USD	Annual
Proceeds from reverse repurchase agreements	`ProceedsFromSecuritiesPurchasedUnderAgreementsToResell`	$7.74B	USD	Annual
Proceeds from reverse repurchase agreements	`ProceedsFromSecuritiesPurchasedUnderAgreementsToResell`	$5.66B	USD	Annual
Due from brokers, net	`Duefrombrokersnetinvestingactivities`	$3.24M	USD	Annual
Due from brokers, net	`Duefrombrokersnetinvestingactivities`	$-9.49M	USD	Annual
Due to brokers, net	`Duetobrokersnetinvestingactivities`	$-182.00K	USD	Annual
Due to brokers, net	`Duetobrokersnetinvestingactivities`	$1.01M	USD	Annual
Net cash provided by (used in) investing activities	`NetCashProvidedByUsedInInvestingActivities`	$221.85M	USD	Annual
Net cash provided by (used in) investing activities	`NetCashProvidedByUsedInInvestingActivities`	$304.06M	USD	Annual
Repurchase of common shares	`PaymentsForRepurchaseOfCommonStock`	$986.00K	USD	Annual
Repurchase of common shares	`PaymentsForRepurchaseOfCommonStock`	$747.00K	USD	Annual
Dividends paid	`PaymentsOfDividends`	$15.47M	USD	Annual
Dividends paid	`PaymentsOfDividends`	$13.84M	USD	Annual
Borrowings under repurchase agreements	`Borrowingsunderrepurchaseagreements`	$2.04B	USD	Annual
Borrowings under repurchase agreements	`Borrowingsunderrepurchaseagreements`	$2.18B	USD	Annual
Repayments of repurchase agreements	`Repaymentsofrepurchaseagreements`	$2.22B	USD	Annual
Repayments of repurchase agreements	`Repaymentsofrepurchaseagreements`	$2.46B	USD	Annual
Due from brokers, net	`Duefrombrokersnetfinancingactivities`	$20.19M	USD	Annual
Due from brokers, net	`Duefrombrokersnetfinancingactivities`	$9.76M	USD	Annual
Due to brokers, net	`Duetobrokersnetfinancingactivities`	$-926.00K	USD	Annual
Due to brokers, net	`Duetobrokersnetfinancingactivities`	$2.00K	USD	Annual
Cash provided by (used in) financing activities	`NetCashProvidedByUsedInFinancingActivities`	$-222.62M	USD	Annual
Cash provided by (used in) financing activities	`NetCashProvidedByUsedInFinancingActivities`	$-305.61M	USD	Annual
NET INCREASE (DECREASE) IN CASH AND CASH EQUIVALENTS	`CashAndCashEquivalentsPeriodIncreaseDecrease`	$16.77M	USD	Annual
NET INCREASE (DECREASE) IN CASH AND CASH EQUIVALENTS	`CashAndCashEquivalentsPeriodIncreaseDecrease`	$22.82M	USD	Annual
CASH AND CASH EQUIVALENTS, BEGINNING OF PERIOD	`CashAndCashEquivalentsAtCarryingValue`	$35.35M	USD	Point-in-time
CASH AND CASH EQUIVALENTS, BEGINNING OF PERIOD	`CashAndCashEquivalentsAtCarryingValue`	$18.59M	USD	Point-in-time
CASH AND CASH EQUIVALENTS, BEGINNING OF PERIOD	`CashAndCashEquivalentsAtCarryingValue`	$58.17M	USD	Point-in-time
CASH AND CASH EQUIVALENTS, END OF PERIOD	`CashAndCashEquivalentsAtCarryingValue`	$35.35M	USD	Point-in-time
CASH AND CASH EQUIVALENTS, END OF PERIOD	`CashAndCashEquivalentsAtCarryingValue`	$18.59M	USD	Point-in-time
CASH AND CASH EQUIVALENTS, END OF PERIOD	`CashAndCashEquivalentsAtCarryingValue`	$58.17M	USD	Point-in-time
Interest paid	`InterestPaidNet`	$13.22M	USD	Annual
Interest paid	`InterestPaidNet`	$36.53M	USD	Annual
Dividend payable	`DividendsPayableCurrentAndNoncurrent`	$3.49M	USD	Point-in-time
Dividend payable	`DividendsPayableCurrentAndNoncurrent`	$3.46M	USD	Point-in-time

Stockholders Equity 40 line items

Line Item	Tag	Value	Unit	Period
Common Stock, Dividends, Per Share, Declared	`CommonStockDividendsPerShareDeclared`	$0.28	USD	1 Quarter
Common Stock, Dividends, Per Share, Declared	`CommonStockDividendsPerShareDeclared`	$0.28	USD	1 Quarter
Common Stock, Dividends, Per Share, Declared	`CommonStockDividendsPerShareDeclared`	$0.28	USD	1 Quarter
Common Stock, Dividends, Per Share, Declared	`CommonStockDividendsPerShareDeclared`	$1.18	USD	Annual
Common Stock, Dividends, Per Share, Declared	`CommonStockDividendsPerShareDeclared`	$1.12	USD	Annual
Common Stock, Dividends, Per Share, Declared	`CommonStockDividendsPerShareDeclared`	$0.28	USD	1 Quarter
Common Stock, Dividends, Per Share, Declared	`CommonStockDividendsPerShareDeclared`	$0.34	USD	1 Quarter
Common Stock, Dividends, Per Share, Declared	`CommonStockDividendsPerShareDeclared`	$0.28	USD	1 Quarter
Common Stock, Dividends, Per Share, Declared	`CommonStockDividendsPerShareDeclared`	$0.28	USD	1 Quarter
Common Stock, Dividends, Per Share, Declared	`CommonStockDividendsPerShareDeclared`	$0.28	USD	1 Quarter
Balance	`StockholdersEquity`	$153.82M	USD	Point-in-time
Balance	`StockholdersEquity`	$166.40M	USD	Point-in-time
Balance	`StockholdersEquity`	$160.84M	USD	Point-in-time
Share based compensation	`AdjustmentsToAdditionalPaidInCapitalSharebasedCompensationRequisiteServicePeriodRecognitionValue`	$241.00K	USD	Annual
Share based compensation	`AdjustmentsToAdditionalPaidInCapitalSharebasedCompensationRequisiteServicePeriodRecognitionValue`	$216.00K	USD	Annual
Repurchase of common shares, shares	`StockRepurchasedAndRetiredDuringPeriodShares`	73,816.00	shares	Annual
Repurchase of common shares, shares	`StockRepurchasedAndRetiredDuringPeriodShares`	136,142.00	shares	Annual
Repurchase of common shares, shares	`StockRepurchasedAndRetiredDuringPeriodShares`	434,171.00	shares	10 Qtrs
Repurchase of common shares, Value	`StockRepurchasedAndRetiredDuringPeriodValue`	$4.10M	USD	10 Qtrs
Repurchase of common shares, Value	`StockRepurchasedAndRetiredDuringPeriodValue`	$986.00K	USD	Annual
Repurchase of common shares, Value	`StockRepurchasedAndRetiredDuringPeriodValue`	$747.00K	USD	Annual
Dividends declared	`Dividends`	$14.70M	USD	Annual
Dividends declared	`Dividends`	$13.81M	USD	Annual
NET INCOME (LOSS)	`NetIncomeLoss`	$3.73M	USD	1 Quarter
NET INCOME (LOSS)	`NetIncomeLoss`	$9.71M	USD	1 Quarter
NET INCOME (LOSS)	`NetIncomeLoss`	$20.11M	USD	Annual
NET INCOME (LOSS)	`NetIncomeLoss`	$21.34M	USD	1 Quarter
NET INCOME (LOSS)	`NetIncomeLoss`	$-16.75M	USD	1 Quarter
NET INCOME (LOSS)	`NetIncomeLoss`	$-107.00K	USD	1 Quarter
NET INCOME (LOSS)	`NetIncomeLoss`	$8.12M	USD	1 Quarter
NET INCOME (LOSS)	`NetIncomeLoss`	$7.39M	USD	1 Quarter
NET INCOME (LOSS)	`NetIncomeLoss`	$8.93M	USD	1 Quarter
NET INCOME (LOSS)	`NetIncomeLoss`	$22.26M	USD	Annual
Balance	`StockholdersEquity`	$153.82M	USD	Point-in-time
Balance	`StockholdersEquity`	$166.40M	USD	Point-in-time
Balance	`StockholdersEquity`	$160.84M	USD	Point-in-time
Stock Issued During Period, Shares, Restricted Stock Award, Gross	`StockIssuedDuringPeriodSharesRestrictedStockAwardGross`	22,361.00	shares	Annual
Stock Issued During Period, Shares, Restricted Stock Award, Gross	`StockIssuedDuringPeriodSharesRestrictedStockAwardGross`	23,926.00	shares	Annual
Stock Issued During Period, Value, Restricted Stock Award, Gross	`StockIssuedDuringPeriodValueRestrictedStockAwardGross`	-	USD	Annual
Stock Issued During Period, Value, Restricted Stock Award, Gross	`StockIssuedDuringPeriodValueRestrictedStockAwardGross`	-	USD	Annual

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