CONSOLIDATED STATEMENTS OF COMPREHENSIVE INCOME (LOSS) (unaudited) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016
Net income (loss)	$ 10,097	$ (1,361)	$ 25,498	$ (21,617)
Unrealized gains on swap agreements	450	1,565	990	4,934
Reclassification adjustment for interest expense on swap agreements included in net income (loss)	114	106	188	308
Other comprehensive income	4,461	21,703	16,992	30,565
Comprehensive income (loss)	14,558	20,342	42,490	8,948
Agency MBS
Available-for-sale, fair value adjustment	(4,746)	13,080	(2,411)	37,465
Reclassification adjustment for loss on sales included in net income (loss)	(176)		(108)	3,239
Non-Agency MBS
Available-for-sale, fair value adjustment	$ 8,819	$ 6,952	$ 18,333	$ (15,381)