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To Be Announced RMBS (Tables)
12 Months Ended
Dec. 31, 2020
To Be Announced RMBS [Abstract]  
To Be Announced RMBS
The below table details TBA assets, liabilities, and the respective related payables and receivables as of December 31, 2018:
(In thousands)As of
December 31, 2018
Assets:
TBA securities, at fair value (Current principal: $460,037)$474,860 
Receivable for securities sold relating to unsettled TBA sales766,574 
Liabilities:
TBA securities sold short, at fair value (Current principal: -$753,697)$(772,964)
Payable for securities purchased relating to unsettled TBA purchases(473,386)
Net short TBA securities, at fair value(298,104)