CONSOLIDATED STATEMENTS OF COMPREHENSIVE INCOME (LOSS) (unaudited) - USD ($) $ in Thousands	3 Months Ended		9 Months Ended
	Sep. 30, 2017	Sep. 30, 2016	Sep. 30, 2017	Sep. 30, 2016
Net income	$ 12,669	$ 28,289	$ 38,167	$ 6,673
Unrealized gains on swap agreements	395	784	1,385	5,718
Reclassification adjustment for interest expense on swap agreements included in net income (loss)	183	87	371	395
Other comprehensive income	3,616	5,935	20,608	36,500
Comprehensive income	16,285	34,224	58,775	43,173
Agency MBS
Available-for-sale, fair value adjustment	(6,352)	(3,955)	(8,763)	33,511
Reclassification adjustment for loss (gain) on sales included in net income (loss)	2,341	(1,206)	2,233	2,032
Non-Agency MBS
Available-for-sale, fair value adjustment	7,114	$ 10,225	25,447	$ (5,156)
Reclassification adjustment for loss (gain) on sales included in net income (loss)	$ (65)		$ (65)