Offsetting Assets and Liabilities (Tables)

6 Months Ended

Jun. 30, 2016

Offsetting Assets And Liabilities [Abstract]

Offsetting of Assets [Table Text Block]

(in thousands)

Offsetting of Assets

Net Amount

Gross Amount Not Offset in the

of Assets

Consolidated Balance Sheet

Gross Amount

Presented

Financial

Gross Amount

Offset in the

in the

Instruments

Cash

of Recognized

Consolidated

Consolidated

Received as

Received as

Net

Assets

Balance Sheet

Balance Sheet

Collateral

Collateral

Amount

December 31, 2015

Receiver swaptions

$

669

$

-

$

669

$

(669)

$

-

$

-

Offsetting of Liabilties [Table Text Block]

(in thousands)
Offsetting of Liabilities
					Net Amount		Gross Amount Not Offset in the
					of Assets		Consolidated Balance Sheet
			Gross Amount		Presented		Financial
	Gross Amount		Offset in the		in the		Instruments
	of Recognized		Consolidated		Consolidated		Posted as		Cash Posted		Net
	Liabilities		Balance Sheet		Balance Sheet		Collateral		Collateral		Amount
June 30, 2016
Repurchase Agreements	$	2,060,827	$	-	$	2,060,827	$	(2,057,243)	$	(3,584)	$	-
Interest rate swaps		5,560		-		5,560		-		(5,560)		-
	$	2,066,387	$	-	$	2,066,387	$	(2,057,243)	$	(9,144)	$	-
December 31, 2015
Repurchase Agreements	$	1,798,813	$	-	$	1,798,813	$	(1,794,816)	$	(3,997)	$	-