v3.10.0.1
To Be Announced RMBS (Tables)
 6 Months Ended
Jun. 30, 2018
To Be Announced RMBS [Abstract]  
To Be Announced RMBS [Table Text Block]
The below table details TBA assets, liabilities, and the respective related payables and receivables as of June 30, 2018 and December 31, 2017:
 
 
As of
 
 
June 30, 2018
 
December 31, 2017
 
 
(In thousands)
Assets:
 
 
 
 
TBA securities, at fair value (Current principal: $306,847 and $118,806, respectively)
 
$
317,013

 
$
123,680

Receivable for securities sold relating to unsettled TBA sales
 
617,433

 
460,666

Liabilities:
 
 
 
 
TBA securities sold short, at fair value (Current principal: -$608,800 and -$442,197, respectively)
 
$
(618,665
)
 
$
(460,189
)
Payable for securities purchased relating to unsettled TBA purchases
 
(317,088
)
 
(123,918
)
Net short TBA securities, at fair value
 
(301,652
)
 
(336,509
)