Pledged Assets (Tables)

6 Months Ended

Jun. 30, 2016

Pledged Assets [Abstract]

Schedule of Financial Instruments Owned and Pledged as Collateral [TextBlock]

(in thousands)
		June 30, 2016
		Repurchase		FHLB		Derivative		Insurance
Assets Pledged to Counterparties		Agreements		Advances		Agreements		Capital(1)		Total
PT RMBS - fair value	$	2,120,581	$	-	$	-	$	1,753	$	2,122,334
Structured RMBS - fair value		57,268		-		-		-		57,268
Accrued interest on pledged securities		7,912		-		-		6		7,918
Restricted cash		3,584		-		15,150		250		18,984
Total	$	2,189,345	$	-	$	15,150	$	2,009	$	2,206,504

(in thousands)
		December 31, 2015
		Repurchase		FHLB		Derivative		Insurance
Assets Pledged to Counterparties		Agreements		Advances		Agreements		Capital(1)		Total
PT RMBS - fair value	$	1,833,020	$	191,550	$	-	$	1,752	$	2,026,322
Structured RMBS - fair value		69,252		-		-		-		69,252
Accrued interest on pledged securities		7,019		645		-		6		7,670
Restricted cash		3,997		-		8,483		250		12,730
Total	$	1,913,288	$	192,195	$	8,483	$	2,008	$	2,115,974

Schedule of Financial Instruments Pledged as Collateral from Counterparties [Text Block]

(in thousands)
Assets Pledged to Orchid		June 30, 2016		December 31, 2015
PT RMBS - fair value	$	-	$	167
U.S. Treasury securities - fair value		-		723
Cash		1,910		1,421
Total	$	1,910	$	2,311