To Be Announced RMBS (Details) - USD ($) $ in Thousands |
Mar. 31, 2020 |
Dec. 31, 2019 |
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|---|---|---|---|---|
| To Be Announced Securities [Line Items] | ||||
| Unpaid Principal Balance | $ 1,441,017 | $ 1,387,733 | ||
| Investments sold short, at fair value- | (13,291) | (73,409) | ||
| Payable for securities purchased relating to unsettled TBA purchases | [1] | (19,170) | (66,133) | |
| Net short TBA securities, at fair value | $ (1,468,104) | $ (2,376,532) | ||
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