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CONSOLIDATED STATEMENTS OF COMPREHENSIVE INCOME (unaudited) - USD ($)
$ in Thousands
3 Months Ended 9 Months Ended
Sep. 30, 2019
Sep. 30, 2018
Sep. 30, 2019
Sep. 30, 2018
Net (loss) income $ (17,492) $ 17,365 $ (85,162) $ 29,445
Amortization of unrealized gains on interest rate swaps remaining in other comprehensive income 971 1,043 2,985 3,006
Reclassification adjustment for interest (income) on interest rate swaps included in net (loss) income       (212)
Other comprehensive income (loss) 18,336 (21,636) 97,742 (58,117)
Comprehensive income (loss) 844 (4,271) 12,580 (28,672)
Agency MBS        
Available-for-sale, fair value adjustment 11,242 (16,091) 65,195 (65,419)
Reclassification adjustment for (gain) loss on sales included in net (loss) income (445) (583) 5,258 11,362
Non-Agency MBS        
Available-for-sale, fair value adjustment 6,337 (5,788) 24,095 (6,679)
Reclassification adjustment for (gain) loss on sales included in net (loss) income $ 231 $ (217) $ 209 $ (175)