XML 80 R5.htm IDEA: XBRL DOCUMENT v3.19.3.a.u2
CONSOLIDATED STATEMENTS OF COMPREHENSIVE INCOME - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2019
Dec. 31, 2018
Dec. 31, 2017
Net (loss) income $ (55,419) $ (6,488) $ 54,372
Amortization of unrealized gains on interest rate swaps remaining in other comprehensive income 3,891 4,025 2,334
Reclassification adjustment for interest (income) on interest rate swaps included in net (loss) income   (212) 79
Other comprehensive income (loss) 96,776 (47,812) 8,372
Comprehensive income (loss) 41,357 (54,300) 62,744
Agency MBS      
Available-for-sale, fair value adjustment 68,355 (43,348) (24,939)
Reclassification adjustment for (gain) loss on sales included in net (loss) income 4,059 12,361 2,233
Non-Agency MBS      
Available-for-sale, fair value adjustment 20,547 (20,463) 28,730
Reclassification adjustment for (gain) loss on sales included in net (loss) income $ (76) $ (175) $ (65)