XML 45 R32.htm IDEA: XBRL DOCUMENT v3.7.0.1
To Be Announced RMBS (Tables)
 6 Months Ended
Jun. 30, 2017
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, 2017 and December 31, 2016:
 
 
As of
 
 
June 30, 2017
 
December 31, 2016
Assets:
 
(In thousands)
TBA securities, at fair value (Current principal: $172,950 and $67,720, respectively)
 
$
179,874

 
$
70,525

Receivable for securities sold relating to unsettled TBA sales
 
451,667

 
406,708

Liabilities:
 
 
 
 
TBA securities sold short, at fair value (Current principal: -$428,424 and -$384,155, respectively)
 
$
(450,055
)
 
$
(404,728
)
Payable for securities purchased relating to unsettled TBA purchases
 
(180,362
)
 
(70,347
)
Net short TBA securities, at fair value
 
(270,181
)
 
(334,203
)