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Arlington Asset Investment Corp. – ‘10-Q’ for 6/30/23 – ‘EX-32.02’

On:  Monday, 8/14/23, at 3:23pm ET   ·   For:  6/30/23   ·   Accession #:  950170-23-42332   ·   File #:  1-34374

Previous ‘10-Q’:  ‘10-Q’ on 5/15/23 for 3/31/23   ·   Next & Latest:  ‘10-Q’ on 11/14/23 for 9/30/23   ·   17 References:   

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  As Of               Filer                 Filing    For·On·As Docs:Size             Issuer                      Filing Agent

 8/14/23  Arlington Asset Investment Corp.  10-Q        6/30/23   86:20M                                    Donnelley … Solutions/FA

Quarterly Report   —   Form 10-Q

Filing Table of Contents

Document/Exhibit                   Description                      Pages   Size 

 1: 10-Q        Quarterly Report                                    HTML   5.94M 
 2: EX-31.01    Certification -- §302 - SOA'02                      HTML     30K 
 3: EX-31.02    Certification -- §302 - SOA'02                      HTML     31K 
 4: EX-32.01    Certification -- §906 - SOA'02                      HTML     28K 
 5: EX-32.02    Certification -- §906 - SOA'02                      HTML     28K 
11: R1          Document And Entity Information                     HTML     93K 
12: R2          Consolidated Balance Sheets                         HTML    119K 
13: R3          Consolidated Balance Sheets (Parenthetical)         HTML     71K 
14: R4          Consolidated Statements of Comprehensive Income     HTML    125K 
                (Unaudited)                                                      
15: R5          Consolidated Statements of Changes in Equity        HTML    101K 
                (Unaudited)                                                      
16: R6          Consolidated Statements of Cash Flows (Unaudited)   HTML    139K 
17: R7          Organization and Basis of Presentation              HTML     50K 
18: R8          Summary of Significant Accounting Policies          HTML     75K 
19: R9          Investments in Agency MBS                           HTML     74K 
20: R10         Investments in Credit Securities                    HTML     73K 
21: R11         Loans Held for Investment                           HTML     41K 
22: R12         Investments in MSR Financing Receivables            HTML     97K 
23: R13         Investments in SFR Properties                       HTML     45K 
24: R14         Consolidation of Variable Interest Entities         HTML    162K 
25: R15         Borrowings                                          HTML    224K 
26: R16         Derivative Instruments                              HTML    501K 
27: R17         Offsetting of Financial Assets and Liabilities      HTML    309K 
28: R18         Fair Value Measurements                             HTML    463K 
29: R19         Income Taxes                                        HTML     43K 
30: R20         Earnings (Loss) Per Share                           HTML     85K 
31: R21         Stockholders' Equity                                HTML     76K 
32: R22         Long-Term Incentive Plan                            HTML    262K 
33: R23         Summary of Significant Accounting Policies          HTML    135K 
                (Policies)                                                       
34: R24         Investments in Agency MBS (Tables)                  HTML     68K 
35: R25         Investments in Credit Securities (Tables)           HTML     67K 
36: R26         Investments in MSR Financing Receivables (Tables)   HTML     82K 
37: R27         Consolidation of Variable Interest Entities         HTML    158K 
                (Tables)                                                         
38: R28         Borrowings (Tables)                                 HTML    210K 
39: R29         Derivative Instruments (Tables)                     HTML    497K 
40: R30         Offsetting of Financial Assets and Liabilities      HTML    307K 
                (Tables)                                                         
41: R31         Fair Value Measurements (Tables)                    HTML    413K 
42: R32         Earnings (Loss) Per Share (Tables)                  HTML     81K 
43: R33         Long-Term Incentive Plan (Tables)                   HTML    221K 
44: R34         Organization and Basis of Presentation -            HTML     62K 
                Additional Information (Details)                                 
45: R35         Summary of Significant Accounting Policies -        HTML     46K 
                Additional Information (Details)                                 
46: R36         Investments in Agency MBS - Additional Information  HTML     28K 
                (Details)                                                        
47: R37         Investments in Agency MBS - Additional Information  HTML     34K 
                About Gains and Losses Recognized with Respect to                
                Investments in Agency MBS (Details)                              
48: R38         Investments in Credit Securities - Additional       HTML     28K 
                Information (Details)                                            
49: R39         Investments in Credit Securities - Additional       HTML     34K 
                Information About Gains and Losses Recognized with               
                Respect to Investments in Credit Securities                      
                (Details)                                                        
50: R40         Loans Held For Investment - Additional Information  HTML     89K 
                (Details)                                                        
51: R41         Investments in MSR Financing Receivables -          HTML     45K 
                Additional Information (Details)                                 
52: R42         Investments in MSR Financing Receivables -          HTML     35K 
                Schedule of Investment in MSR Finance Receivables                
                (Details)                                                        
53: R43         Investments in SFR Properties - Additional          HTML     53K 
                Information (Details)                                            
54: R44         Consolidation of Variable Interest Entities -       HTML     35K 
                Additional Information (Details)                                 
55: R45         Consolidation of Variable Interest Entities -       HTML     71K 
                Schedule of Carrying Values of Assets and                        
                Liabilities of Consolidated VIE, Net of                          
                Elimination Entries (Details)                                    
56: R46         Consolidation of Variable Interest Entities -       HTML     48K 
                Schedule of Accrual Status of Residential Mortgage               
                Loans of Consolidated VIE (Details)                              
57: R47         Borrowings - Additional Information (Details)       HTML     77K 
58: R48         Borrowings - Outstanding Repurchase Agreement       HTML     51K 
                Borrowings (Details)                                             
59: R49         Borrowings - Information Regarding Outstanding      HTML     30K 
                Repurchase Agreement Borrowings During the Period                
                (Details)                                                        
60: R50         Borrowings - Long-term Unsecured Debt Instruments   HTML     61K 
                (Details)                                                        
61: R51         Derivative Instruments - Fair Value of Derivative   HTML     50K 
                Instruments (Details)                                            
62: R52         Derivative Instruments - Interest Rate Swap         HTML     47K 
                Agreements (Details)                                             
63: R53         Derivative Instruments - TBA Commitments (Details)  HTML     68K 
64: R54         Derivative Instruments - Derivative Gains and       HTML     50K 
                Losses Recognized Within the Periods (Details)                   
65: R55         Derivative Instruments - Volume of Activity, in     HTML     46K 
                terms of Notional Amount, Related to Derivative                  
                Instruments (Details)                                            
66: R56         Derivative Instruments - Cash Collateral Posted in  HTML     29K 
                Respect of Derivative and Other Financial                        
                Instruments (Details)                                            
67: R57         Offsetting of Financial Assets and Liabilities -    HTML    100K 
                Derivative Instruments and Short-term Borrowing                  
                Arrangements, including those Subject to Master                  
                Netting or Similar Arrangements (Details)                        
68: R58         Fair Value Measurements - Summary of Significant    HTML     59K 
                Inputs to Fair Value Measurement (Details)                       
69: R59         Fair Value Measurements - Additional Information    HTML     68K 
                (Details)                                                        
70: R60         Fair Value Measurements - Financial Instruments     HTML     84K 
                Measured at Fair Value on a Recurring Basis                      
                (Details)                                                        
71: R61         Fair Value Measurements - Change in Fair Value of   HTML     65K 
                Level 3 Financial Assets and Liabilities that are                
                Measured at Fair Value on Recurring Basis                        
                (Details)                                                        
72: R62         Income Taxes - Additional Information (Details)     HTML     53K 
73: R63         Earnings (Loss) Per Share - Computations of Basic   HTML     52K 
                and Diluted Earnings (Loss) Per Share (Details)                  
74: R64         Earnings (Loss) Per Share - Additional Information  HTML     30K 
                (Details)                                                        
75: R65         Stockholders' Equity - Additional Information       HTML    167K 
                (Details)                                                        
76: R66         Long-Term Incentive Plan (Additional Information)   HTML    132K 
                (Details)                                                        
77: R67         Long-Term Incentive Plan - Share Based              HTML     49K 
                Compensation Performance-based Stock Award Grants                
                Activity (Details)                                               
78: R68         Long-Term Incentive Plan - Share Based              HTML     61K 
                Compensation Award Valuation Assumptions (Details)               
79: R69         Long-Term Incentive Plan - Share Based              HTML     43K 
                Compensation Award Valuation Assumptions                         
                (Parenthetical) (Details)                                        
80: R70         Long-Term Incentive Plan - Schedule of Unvested     HTML     63K 
                Restricted Stock Units Roll Forward (Details)                    
81: R71         Long-Term Incentive Plan - Share Based              HTML     41K 
                Compensation Restricted Stock Units Grants                       
                Activity (Details)                                               
84: XML         IDEA XML File -- Filing Summary                      XML    163K 
82: XML         XBRL Instance -- aaic-20230630_htm                   XML   5.68M 
83: EXCEL       IDEA Workbook of Financial Report Info              XLSX    199K 
 7: EX-101.CAL  XBRL Calculations -- aaic-20230630_cal               XML    162K 
 6: EX-101.DEF  XBRL Definitions -- aaic-20230630_def                XML   1.37M 
 9: EX-101.LAB  XBRL Labels -- aaic-20230630_lab                     XML   1.74M 
 8: EX-101.PRE  XBRL Presentations -- aaic-20230630_pre              XML   1.52M 
10: EX-101.SCH  XBRL Schema -- aaic-20230630                         XSD    274K 
85: JSON        XBRL Instance as JSON Data -- MetaLinks              580±   969K 
86: ZIP         XBRL Zipped Folder -- 0000950170-23-042332-xbrl      Zip    555K 


‘EX-32.02’   —   Certification — §906 – SOA’02


This Exhibit is an HTML Document rendered as filed.  [ Alternative Formats ]



  EX-32.02  

Exhibit 32.02

CERTIFICATION PURSUANT TO

18 U.S.C. SECTION 1350,

AS ADOPTED PURSUANT TO

SECTION 906 OF THE SARBANES-OXLEY ACT OF 2002

In connection with the Quarterly Report on Form 10-Q of Arlington Asset Investment Corp. (the “Company”) for the period ended June 30, 2023, as filed with the Securities and Exchange Commission on the date hereof (the “Report”), I, Richard E. Konzmann, Chief Financial Officer of the Company, certify, pursuant to 18 U.S.C. §1350, as adopted pursuant to §906 of the Sarbanes-Oxley Act of 2002, that:

(1) the Report fully complies with the requirements of Section 13(a) or 15(d) of the Securities Exchange Act of 1934; and

(2) the information contained in the Report fairly presents, in all material respects, the financial condition and results of operations of the Company.

Date: August 14, 2023

 

/s/ RICHARD E. KONZMANN

 

 

Richard E. Konzmann

 

 

Executive Vice President,

 

 

Chief Financial Officer and Treasurer

 

 

(Principal Financial Officer)

 

 



Dates Referenced Herein   and   Documents Incorporated by Reference

This ‘10-Q’ Filing    Date    Other Filings
Filed on:8/14/238-K
For Period end:6/30/23
 List all Filings 


2 Subsequent Filings that Reference this Filing

  As Of               Filer                 Filing    For·On·As Docs:Size             Issuer                      Filing Agent

11/03/23  Arlington Asset Investment Corp.  DEFM14A    11/02/23    1:4.8M                                   Toppan Merrill/FA
11/03/23  Ellington Financial Inc.          424B3      11/02/23    1:3.6M                                   Toppan Merrill/FA


15 Previous Filings that this Filing References

  As Of               Filer                 Filing    For·On·As Docs:Size             Issuer                      Filing Agent

 5/31/23  Arlington Asset Investment Corp.  8-K:1,9     5/29/23   12:1.1M                                   Donnelley … Solutions/FA
11/14/22  Arlington Asset Investment Corp.  10-Q        9/30/22   93:23M                                    Donnelley … Solutions/FA
 4/12/22  Arlington Asset Investment Corp.  8-K:1,3,9   4/11/22   12:266K                                   ActiveDisclosure/FA
 7/15/21  Arlington Asset Investment Corp.  8-A12B                 2:128K                                   ActiveDisclosure/FA
 1/10/20  Arlington Asset Investment Corp.  S-3                   10:2.6M                                   ActiveDisclosure/FA
 6/25/19  Arlington Asset Investment Corp.  8-K:5,9     6/20/19    2:64K                                    ActiveDisclosure/FA
 3/11/19  Arlington Asset Investment Corp.  8-A12B                 3:161K                                   Donnelley … Solutions/FA
 4/13/18  Arlington Asset Investment Corp.  8-K:1,3,9   4/13/18    2:30K                                    Donnelley … Solutions/FA
 5/09/17  Arlington Asset Investment Corp.  8-A12B                 3:89K                                    Donnelley … Solutions/FA
 3/18/15  Arlington Asset Investment Corp.  8-A12B                 2:120K                                   Toppan Merrill/FA
 3/17/15  Arlington Asset Investment Corp.  8-K:1,2,9   3/11/15    5:360K                                   Toppan Merrill/FA
 5/01/13  Arlington Asset Investment Corp.  8-K:1,2,9   5/01/13    5:667K                                   Donnelley … Solutions/FA
 2/24/10  Arlington Asset Investment Corp.  10-K       12/31/09    8:2.4M                                   Donnelley … Solutions/FA
11/09/09  Arlington Asset Investment Corp.  10-Q        9/30/09    6:1.2M                                   Donnelley … Solutions/FA
 6/05/09  Arlington Asset Investment Corp.  8-K:1,2,3,5 6/05/09    4:325K                                   Donnelley … Solutions/FA
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Filing Submission 0000950170-23-042332   –   Alternative Formats (Word / Rich Text, HTML, Plain Text, et al.)

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