XML 16 R5.htm IDEA: XBRL DOCUMENT v3.10.0.1
CONSOLIDATED STATEMENTS OF COMPREHENSIVE INCOME (unaudited) - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended
Jun. 30, 2018
Jun. 30, 2017
Jun. 30, 2018
Jun. 30, 2017
Net (loss) income $ 14,933 $ 10,097 $ 12,080 $ 25,498
Amortization of unrealized gains on interest rate swaps remaining in other comprehensive income 1,023 450 1,963 990
Reclassification adjustment for interest (income) expense on swap agreements included in net (loss) income (18) 114 (212) 188
Other comprehensive (loss) income (14,400) 4,461 (36,481) 16,992
Comprehensive (loss) income 533 14,558 (24,401) 42,490
Agency MBS        
Available-for-sale, fair value adjustment (13,847) (4,746) (49,328) (2,411)
Reclassification adjustment for loss on sales included in net (loss) income   (176) 11,945 (108)
Non-Agency MBS        
Available-for-sale, fair value adjustment $ (1,558) $ 8,819 (891) $ 18,333
Reclassification adjustment for loss on sales included in net (loss) income     $ 42