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CONSOLIDATED STATEMENTS OF COMPREHENSIVE INCOME - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2020
Mar. 31, 2019
Net (loss) $ (185,821) $ (19,970)
Reclassification adjustment due to transfer from available-for-sale to trading for Non-Agency MBS (85,424)  
Amortization of unrealized gains on interest rate swaps remaining in other comprehensive income 889 1,003
Other comprehensive (loss) income (24) 40,446
Comprehensive (loss) income (185,845) 20,476
Agency MBS    
Available-for-sale, fair value adjustment 34,831 25,109
Reclassification adjustment for (gain) loss on sales included in net (loss) income (5,710) 6,169
Non-Agency MBS    
Available-for-sale, fair value adjustment   8,187
Reclassification adjustment for (gain) loss on sales included in net (loss) income $ 55,390 $ (22)