Pledged Assets (Tables)

12 Months Ended

Dec. 31, 2016

Pledged Assets [Abstract]

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

(in thousands)
		December 31, 2016
		Repurchase		Clearing		Derivative		Insurance
Assets Pledged to Counterparties		Agreements		Margin		Agreements		Capital(1)		Total
PT RMBS - fair value	$	2,854,062	$	-	$	-	$	1,065	$	2,855,127
Structured RMBS - fair value		106,195		10,968		-		-		117,163
Accrued interest on pledged securities		10,623		266		-		4		10,893
Restricted cash		10,835		-		9,865		250		20,950
Total	$	2,981,715	$	11,234	$	9,865	$	1,319	$	3,004,133

(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		December 31, 2016		December 31, 2015
PT RMBS - fair value	$	-	$	167
U.S. Treasury securities - fair value		3,438		723
Cash		1,029		1,421
Total	$	4,467	$	2,311