Pledged Assets (Tables)

6 Months Ended

Jun. 30, 2017

Pledged Assets [Abstract]

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

(in thousands)
		June 30, 2017
		Repurchase		Derivative
Assets Pledged to Counterparties		Agreements		Agreements		Total
PT RMBS - fair value	$	3,312,428	$	-	$	3,312,428
Structured RMBS - fair value		138,519		-		138,519
Accrued interest on pledged securities		13,719		-		13,719
Restricted cash		6,540		13,325		19,865
Total	$	3,471,206	$	13,325	$	3,484,531

(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

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

(in thousands)
Assets Pledged to Orchid	June 30, 2017		December 31, 2016
Cash	$	933	$	1,029
U.S. Treasury securities - fair value		-		3,438
Total	$	933	$	4,467