NOTE 6. PLEDGED ASSETS Assets Pledged to Counterparties The table below summarizes our assets pledged as collateral under our repurchase agreements and derivative agreements pledged related to securities sold but not yet settled, as of June 30, 2017 and December 31, 2016. ($ in thousands) | | | | | | | As of June 30, 2017 | | | | | | | | | Repurchase | | Derivative | | | Assets Pledged to Counterparties | | Agreements | | Agreements | | Total | PT MBS - at fair value | $ | 139,010 | $ | - | $ | 139,010 | Structured MBS - at fair value | | 2,890 | | - | | 2,890 | Accrued interest on pledged securities | | 521 | | - | | 521 | Cash | | 15 | | 574 | | 589 | Total | $ | 142,436 | $ | 574 | $ | 143,010 |
($ in thousands) | | | | | | | As of December 31, 2016 | | | | | | | | | Repurchase | | Derivative | | | Assets Pledged to Counterparties | | Agreements | | Agreements | | Total | PT MBS - at fair value | $ | 124,298 | $ | - | $ | 124,298 | Structured MBS - at fair value | | 5,284 | | - | | 5,284 | Accrued interest on pledged securities | | 489 | | - | | 489 | Cash | | 456 | | 766 | | 1,222 | Total | $ | 130,527 | $ | 766 | $ | 131,293 |
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