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CONSOLIDATED STATEMENTS OF COMPREHENSIVE INCOME - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended
Jun. 30, 2020
Jun. 30, 2019
Jun. 30, 2020
Jun. 30, 2019
Net income (loss) $ 36,839 $ (47,700) $ (148,981) $ (67,670)
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 964 1,011 1,853 2,014
Other comprehensive income (loss) (8,608) 38,960 (8,632) 79,406
Comprehensive income (loss) 28,231 (8,740) (157,613) 11,736
Agency MBS        
Available-for-sale, fair value adjustment 523 28,822 35,354 53,953
Reclassification adjustment for (gain) loss on sales of Agency MBS included in net income (loss) $ (10,095) (444) (15,805) 5,703
Non-Agency MBS        
Available-for-sale, fair value adjustment   $ 9,571   17,758
Reclassification adjustment for (gain) loss on sales of Agency MBS included in net income (loss)     $ 55,390 $ (22)