As Reported Financial Statements

As Reported Financials

Document Name As Of Date Currency Code (in thousands) 2016 Y 10-K 12/31/2016 USD 2017 Y 10-K 12/31/2017 USD 2018 Y 10-K 12/31/2018 USD 2019 Y 10-K 12/31/2019 USD 2020 Q1 YTD 10-Q 3/31/2020 USD
Document Name As Of Date Currency Code 2016 Y 10-K 12/31/2016 USD 2017 Y 10-K 12/31/2017 USD 2018 Y 10-K 12/31/2018 USD 2019 Y 10-K 12/31/2019 USD 2020 Q1 YTD 10-Q 3/31/2020 USD

Cash Flows From Operating Activities

Net Loss

Adjustments to reconcile net income (loss) to net cash and cash collateral posted to counterparties provided by (used in) operating activities

Net amortization of premium on Agency Securities
Accretion of net discount on Credit Risk and Non-Agency Securities
Net amortization of Interest-Only Securities
Net amortization of U.S. Treasury Securities
Realized (gain) loss on sale of Agency Securities
Other than temporary impairment of Agency Securities NA
Credit loss expense NA NA NA NA
(Gain) loss on Credit Risk and Non-Agency Securities
Loss on Interest-Only Securities
(Gain) loss on U.S. Treasury Securities
Stock based compensation
Bargain purchase price on acquisition of JAVELIN NA NA NA NA
Changes in operating assets and liabilities
Increase (decrease) in accrued interest receivable
Increase in prepaid and other assets
Change in derivatives, at fair value
Increase (Decrease) in accrued interest payable- repurchase agreements
Increase in accounts payable and other accrued expenses
Net cash and cash collateral posted to counterparties used in operating activities

Cash Flows From Investing Activities

Purchases of Agency Securities
Purchases of Credit Risk and Non-Agency Securities
Purchases of Interest-Only Securities NA NA NA NA
Purchases of U.S. Treasury Securities
Principal repayments of Agency Securities
Principal repayments of Credit Risk and Non-Agency Securities
Proceeds from sales of Agency Securities
Proceeds from sales of Credit Risk and Non-Agency Securities
Proceeds from sales of Interest-Only Securities NA
Proceeds from sales of U.S. Treasury Securities
(Decrease) increase in cash collateral posted by counterparties
Net cash used in the acquisition of JAVELIN NA NA NA NA
Subordinated loan to BUCKLER NA
Net cash and cash collateral posted to counterparties provided by (used in) investing activities

Cash Flows From Financing Activities

Redemption of Series B Preferred stock, net of expenses NA
Issuance of Series C Preferred stock, net of expenses
Issuance of common stock, net of expenses
Proceeds from repurchase agreements
Principal repayments on repurchase agreements
Series A Preferred stock dividends paid
Series B Preferred stock dividends paid
Series C Preferred stock dividends paid NA NA NA NA
Common stock dividends paid
Common stock repurchased, net
Net cash and cash collateral posted to counterparties provided by (used in) financing activities
Net Increase (decrease) in cash and cash collateral posted to counterparties
Cash and cash collateral posted to counterparties - beginning of period
Cash and cash collateral posted to counterparties - end of period

Supplemental Disclosure

Cash paid during the period for interest

Non-Cash Investing Activities

Receivable for unsettled sales NA NA NA NA
Payable for unsettled purchases
Net unrealized gain (loss) on available for sale Agency Securities
Amounts receivable for issuance of preferred stock NA NA NA NA

Non-Cash Financing Activities

Amounts receivable for issuance of preferred stock NA NA
Amounts payable for common stock repurchased NA NA
Data shown on this page is extracted directly from the company’s documents. S&P makes every effort to line up fields, captions and headers that represent the same data over time, despite variations in how the company may report these items in different documents. In certain instances the variation in the company’s presentation over time may be too significant, potentially resulting in repeating and/or disordered items. Despite possible issues with the presentation, S&P, as always, stands by its commitment to the quality of the data.