Annual report pursuant to Section 13 and 15(d)

DERIVATIVES (Tables)

v3.19.1
DERIVATIVES (Tables)
 12 Months Ended
Dec. 31, 2018
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of (gains) losses on derivatives
The following table summarizes (gains) losses recorded in relation to derivatives:
 
Income Statement Location
 
Year Ended December 31,
Cash flow hedges
 
 
2018
 
2017
 
2016
Deferred hedge gain reclassified from AOCI into earnings
Interest expense, net
 
—

 
—

 
(20
)
 
 
 
 
 
 
 
 
Non-hedge derivatives
 
 
 
 
 
 
 
Unrealized loss (gain) on interest rate derivatives
Realized and unrealized (gain) loss on investments
 
$
96

 
$
199

 
$
(294
)
Unrealized loss (gain) recognized related to TBAs
Realized and unrealized (gain) loss on investments
 
—

 
371

 
(928
)
Realized (gain) loss on settlement of non-hedge derivatives, net
Realized and unrealized (gain) loss on investments
 
(227
)
 
4,669

 
(18,318
)