Pledged Assets

6 Months Ended

Jun. 30, 2017

Pledged Assets [Abstract]

Pledged Assets [Text Block]

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