Repurchase Agreements (Tables)

9 Months Ended

Sep. 30, 2012

Schedule of Repurchase Agreements

At September 30, 2012 and December 31, 2011, the repurchase agreements collateralized by Agency RMBS had the following remaining maturities.

	September 30, 2012		December 31, 2011
	(dollars in thousands)
Overnight	$	35,430	$	-
1-29 days		1,130,037		1,368,945
30 to 59 days		144,595		836,007
60 to 89 days		-		-
90 to 119 days		35,475		171,836
Greater than or equal to 120 days		313,369		296,201
Total	$	1,658,906	$	2,672,989