| In millions, except per share items | Mar-31-23 | Jun-30-22 | Mar-31-22 | Dec-31-21 | Sep-30-21 | Jun-30-21 | Mar-31-21 | Dec-31-20 |
| | 10-Q | 10-Q | 10-Q | 10-K | 10-Q | 10-Q | 10-Q | 10-K |
| Interest income | | 155.7 | 149.7 | 134.7 | 116.2 | 109.2 | 107.2 | 116.0 |
| Interest expense | | 9.1 | 2.5 | 7.1 | 7.1 | 7.6 | 10.5 | 25.1 |
| Net interest (expense) income | | 141.3 | 141.9 | 127.6 | 109.1 | 101.7 | 96.8 | 91.0 |
| |
| Realized losses on mortgage-backed securities | | | | | | | | |
| Unrealized gains (losses) on mortgage-backed securities and U.S. Treasury Notes | | | | | | | | |
| (Losses) gains on derivative and other hedging instruments | | | | | | | | |
| Net portfolio income (loss) | | | | | | | | |
| Management fees | | | | | | | | |
| Allocated overhead | | | | | | | | |
| Incentive compensation | | 1.1 | 1.0 | 1.1 | 1.0 | 0.9 | 0.8 | 0.0 |
| Audit, legal and other professional fees | | 1.1 | 1.1 | 1.1 | 1.0 | 1.1 | 1.1 | 1.0 |
| Direct REIT operating expenses | | | 0.3 | | | | | |
| Other administrative | | 0.6 | 0.6 | 0.6 | 0.7 | 0.8 | 0.6 | 0.6 |
| Total expenses | | | 4.4 | | | | | |
| Net income (loss) | | | -148.7 | | | | | |
| |
| Basic and diluted net income (loss) per share (in dollars per share) | | ($4.69) | ($4.52) | ($0.66) | ($0.06) | $0.16 | $1.07 | $0.00 |
| |
| Weighted Average Shares Outstanding (in shares) | | 115.5 | 96.2 | 108.6 | 95.2 | 79.8 | 71.5 | 66.4 |
| |
| Dividends declared per common share (in dollars per share) | | $1.11 | $1.17 | | $0.59 | $0.58 | $0.55 | |