| Metric | FY2021 | FY2020 | FY2019 | FY2018 | FY2017 | FY2016 |
|---|---|---|---|---|---|---|
| Agency Securities, net of amortization of premium and fees | $80.13B-47.0% | $151.21B-60.5% | $382.81B+75.3% | $218.39B+111153.1% | $196.3M-13.1% | $225.8M |
| Total Interest Income | $80.79B-52.4% | $169.75B-61.4% | $439.56B | — | $254.4M-3.6% | $264.0M |
| Interest expense- repurchase agreements | -$7.02B+88.8% | -$62.94B+78.2% | -$288.23B-86.9% | -$154.23B-163006.2% | -$94.6M-29.3% | -$73.1M |
| Interest expense- U.S. Treasury Securities sold short | -$87.0M-171.9% | -$32.0M | $0 | $0 | — | — |
| Net Interest Income | $73.68B-31.0% | $106.78B-29.4% | $151.34B+17.4% | $128.92B+80536.7% | $159.9M-16.2% | $190.9M |
| Realized gain on sale of available for sale Agency Securities (reclassified from Other comprehensive income (loss)) | $10.95B-92.4% | $143.88B+1397.0% | $9.61B+106.3% | -$152.95B-1802280.4% | -$8.5M+53.4% | -$18.2M |
| Credit loss expense | $0+100.0% | -$1.01B | $0+100.0% | -$12.09B | — | — |
| Gain (loss) on Agency Securities, trading | -$77.14B-494.5% | $19.56B | $0 | $0 | — | — |
| Loss on short sale of U.S. Treasury Securities | -$28.0M+93.2% | -$414.0M | $0 | $0 | — | — |
| Subtotal | $52.18B+118.4% | -$284.15B+18.8% | -$350.12B | — | $16.6M+106.7% | -$246.2M |
| Realized loss on derivatives | -$98.14B+74.1% | -$378.21B-76.7% | -$214.00B-350.5% | -$47.50B-209368.6% | -$22.7M+95.0% | -$452.4M |
| Unrealized gain (loss) on derivatives | $150.32B+59.8% | $94.06B+169.1% | -$136.13B-376.0% | $49.32B+125475.5% | $39.3M-81.0% | $206.2M |
| Total Other Loss | -$23.40B+91.9% | -$289.93B+20.1% | -$362.76B | — | $57.1M+128.7% | -$198.9M |
| Management fees | $31.11B+5.0% | $29.63B+0.2% | $29.57B | — | $26.6M+2.0% | $26.1M |
| Professional fees | $2.67B-29.3% | $3.77B+34.3% | $2.81B | — | $4.6M-12.8% | $5.3M |
| Insurance | $787.0M+6.1% | $742.0M+4.1% | $713.0M | — | $836K-17.2% | $1.0M |
| Compensation | $6.61B+18.2% | $5.60B+43.9% | $3.89B | — | $2.3M+1.7% | $2.3M |
| Other | $2.34B+115.9% | $1.08B-27.7% | $1.50B | — | $1.5M-47.2% | $2.9M |
| Total Expenses | $43.52B+6.6% | $40.82B+6.1% | $38.48B+3.9% | $37.02B+103232.3% | $35.8M-4.5% | $37.5M |
| Less management fees waived | -$8.60B+2.9% | -$8.86B | $0 | $0 | — | — |
| Total Expenses after fees waived | $34.91B+9.2% | $31.97B-16.9% | $38.48B | — | — | — |
| Net Income (Loss) | $15.36B+107.1% | -$215.11B+13.9% | -$249.91B-135.8% | -$105.97B-58595.0% | $181.2M+498.0% | -$45.5M |
| Dividends on preferred stock | -$11.47B-17.2% | -$9.79B+37.4% | -$15.63B+8.2% | -$17.03B-107154.4% | -$15.9M-1.7% | -$15.6M |
| Net Income (Loss) available (related) to common stockholders | $3.89B+101.7% | -$224.90B+15.3% | -$265.54B-115.9% | -$123.00B-74520.7% | $165.3M+370.3% | -$61.1M |
| Basic (in dollars per share) | $50.00+101.4% | -$3570.00+22.2% | -$4590.00-57.2% | -$2920.00-169.2% | $4220.00+352.7% | -$1670.00 |
| Diluted (in dollars per share) | $50.00+101.4% | -$3570.00+22.2% | -$4590.00-57.2% | -$2920.00-170.0% | $4170.00+349.7% | -$1670.00 |
| Dividends declared per common share (in dollars per share) | $1200.00+0.0% | $1200.00-44.4% | $2160.00-5.3% | $2280.00+0.0% | $2280.00-24.5% | $3020.00 |
| Basic (in shares) | 79.5M+26.0% | 63.1M+9.1% | 57.8M+37.3% | 42.1M+7.6% | 39.2M+6.7% | 36.7M |
| Diluted (in shares) | 80.3M+27.3% | 63.1M+9.1% | 57.8M+37.3% | 42.1M+6.3% | 39.6M+8.0% | 36.7M |
| Credit Risk and Non-Agency Securities | ||||||
| Debt securities, trading | $70.0M-79.0% | $333.0M-82.3% | $1.89B-6.6% | $2.02B | $0 | $0 |
| Interest Only Securities | ||||||
| US Treasury Securities | ||||||
| Corporate Debt Securities | ||||||
Source: SEC EDGAR XBRL. % change vs prior period shown where available.
Source: SEC EDGAR 10-K and 10-Q filings. Up to 10 years annual / 16 quarters shown.