Pledged Assets (Tables)

9 Months Ended

Sep. 30, 2016

Pledged Assets [Abstract]

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

(in thousands)
		September 30, 2016
		Repurchase		Clearing		Derivative		Insurance
Assets Pledged to Counterparties		Agreements		Margin		Agreements		Capital(1)		Total
PT RMBS - fair value	$	2,356,027	$	-	$	-	$	1,235	$	2,357,262
Structured RMBS - fair value		66,539		8,491		-		-		75,030
Accrued interest on pledged securities		8,709		284		-		4		8,997
Restricted cash		8,123		-		8,508		250		16,881
Total	$	2,439,398	$	8,775	$	8,508	$	1,489	$	2,458,170

(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		September 30, 2016		December 31, 2015
PT RMBS - fair value	$	-	$	167
U.S. Treasury securities - fair value		201		723
Cash		217		1,421
Total	$	418	$	2,311