Derivative Financial Instruments (Tables)

12 Months Ended

Dec. 31, 2015

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of Eurodollar Futures Positions

($ in thousands)
Eurodollar Futures Positions
As of December 31, 2015
		Repurchase Agreement Funding Hedges
		Average	Weighted	Weighted
		Contract	Average	Average
		Notional	Entry	LIBOR		Open
Expiration Year		Amount	Rate	Rate		Equity(1)
2016	$	56,000	1.45%	0.98%	$	(264)
2017		56,000	2.23%	1.59%		(362)
2018		56,000	2.65%	1.91%		(207)
Total / Weighted Average	$	56,000	2.00%	1.41%	$	(833)

($ in thousands)
Eurodollar Futures Positions
As of December 31, 2015
		Junior Subordinated Debt Funding Hedges
		Average	Weighted	Weighted
		Contract	Average	Average
		Notional	Entry	LIBOR		Open
Expiration Year		Amount	Rate	Rate		Equity(1)
2016	$	26,000	1.77%	0.98%	$	(205)
2017		26,000	2.49%	1.59%		(234)
2018		26,000	2.94%	1.91%		(134)
Total / Weighted Average	$	26,000	2.29%	1.41%	$	(573)

($ in thousands)
Eurodollar Futures Positions
As of December 31, 2014
		Repurchase Agreement Funding Hedges
		Average	Weighted	Weighted
		Contract	Average	Average
		Notional	Entry	LIBOR		Open
Expiration Year		Amount	Rate	Rate		Equity(1)
2015	$	36,500	0.65%	0.63%	$	(5)
2016		56,000	1.45%	1.54%		46
2017		56,000	2.23%	2.23%		(3)
2018		56,000	2.65%	2.51%		(38)
Total / Weighted Average	$	50,429	1.72%	1.72%	$	-

($ in thousands)
Eurodollar Futures Positions
As of December 31, 2014
		Junior Subordinated Debt Funding Hedges
		Average	Weighted	Weighted
		Contract	Average	Average
		Notional	Entry	LIBOR		Open
Expiration Year		Amount	Rate	Rate		Equity(1)
2015	$	26,000	1.48%	0.57%	$	(237)
2016		26,000	1.77%	1.54%		(61)
2017		26,000	2.49%	2.23%		(67)
2018		26,000	2.94%	2.51%		(56)
Total / Weighted Average	$	26,000	2.06%	1.60%	$	(421)

Income Statement Effect of Derivatives [Table Text Block]

(in thousands)
		Consolidated				Parent-Only
		2015		2014		2015		2014
Eurodollar futures contracts (short positions)	$	(1,377)	$	(9,838)	$	(1,377)	$	(280)
T-Note futures contracts (short positions)		-		86		-		14
Payer swaptions		-		(4,439)		-		-
Net losses on derivative instruments	$	(1,377)	$	(14,191)	$	(1,377)	$	(266)