XML 16 R5.htm IDEA: XBRL DOCUMENT v3.19.2
CONSOLIDATED STATEMENTS OF COMPREHENSIVE INCOME (unaudited) - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended
Jun. 30, 2019
Jun. 30, 2018
Jun. 30, 2019
Jun. 30, 2018
Net (loss) income $ (47,700) $ 14,933 $ (67,670) $ 12,080
Amortization of unrealized gains on interest rate swaps remaining in other comprehensive income 1,011 1,023 2,014 1,963
Reclassification adjustment for interest (income) on interest rage swaps included in net (loss)   (18)   (212)
Other comprehensive income (loss) 38,960 (14,400) 79,406 (36,481)
Comprehensive income (loss) (8,740) 533 11,736 (24,401)
Agency MBS        
Available-for-sale, fair value adjustment 28,822 (13,847) 53,953 (49,328)
Reclassification adjustment for (gain) loss on sales included in net (loss) income (444)   5,703 11,945
Non-Agency MBS        
Available-for-sale, fair value adjustment $ 9,571 $ (1,558) 17,758 (891)
Reclassification adjustment for (gain) loss on sales included in net (loss) income     $ (22) $ 42