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PLEDGED ASSETS	12 Months Ended
PLEDGED ASSETS	Dec. 31, 2020
Financial Instruments Pledged as Collateral [Abstract]
Pledged Assets [Text Block]	NOTE 5. PLEDGED ASSETS Assets Pledged to Counterparties The table below summarizes our assets pledged as collateral under our repurchase agreements and derivative agreements by type, including securities pledged related to securities sold but not yet settled, as of December 31, 2020 and 2019. (in thousands) December 31, 2020 December 31, 2019 Repurchase Derivative Repurchase Derivative Assets Pledged to Counterparties Agreements Agreements Total Agreements Agreements Total PT RMBS - fair value $ 3,692,811 $ - $ 3,692,811 $ 3,500,394 $ - $ 3,500,394 Structured RMBS - fair value 27,095 - 27,095 83,960 - 83,960 Accrued interest on pledged securities 9,636 - 9,636 12,367 - 12,367 Restricted cash 58,829 20,534 79,363 65,851 19,034 84,885 Total $ 3,788,371 $ 20,534 $ 3,808,905 $ 3,662,572 $ 19,034 $ 3,681,606 Assets Pledged from Counterparties The table below summarizes our assets pledged to us from counterparties under our repurchase agreements and derivative agreements as of December 31, 2020 and 2019. (in thousands) December 31, 2020 December 31, 2019 Repurchase Derivative Repurchase Derivative Assets Pledged to Orchid Agreements Agreements Total Agreements Agreements Total Cash $ 120 $ 6,083 $ 6,203 $ 1,418 $ - $ 1,418 U.S. Treasury securities - fair value 253 - 253 - - - Total $ 373 $ 6,083 $ 6,456 $ 1,418 $ - $ 1,418 PT RMBS and U.S. Treasury securities received as margin under our repurchase agreements are not recorded in the balance sheets because the counterparty retains ownership of the security. Cash received as margin is recognized in cash and cash equivalents with a corresponding amount recognized as an increase in repurchase agreements or other liabilities in the balance sheets.