Pledged Assets (Tables)

3 Months Ended

Mar. 31, 2016

Pledged Assets [Abstract]

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

(in thousands)
		March 31, 2016
		Repurchase		FHLB		Derivative		Insurance
Assets Pledged to Counterparties		Agreements		Advances		Agreements		Capital(1)		Total
PT RMBS - fair value	$	1,986,751	$	-	$	-	$	1,756	$	1,988,507
Structured RMBS - fair value		61,747		-		-		-		61,747
Accrued interest on pledged securities		7,550		-		-		6		7,556
Restricted cash		1,250		-		16,239		289		17,778
Total	$	2,057,298	$	-	$	16,239	$	2,051	$	2,075,588

(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		March 31, 2016		December 31, 2015
PT RMBS - fair value	$	541	$	167
U.S. Treasury securities - fair value		186		723
Cash		1,595		1,421
Total	$	2,322	$	2,311