SDL_SetWindowFullscreen bug

There is some strange behavior happening with SDL_SetWindowFullscreen. This is what the application looks like if it starts up windowed.
[Image: https://dl.dropboxusercontent.com/u/77552871/Screenshot%202016-08-18%2021.15.36.png ]

However, if the application is in full screen, and I try to make it windowed with SDL_SetWindowFullscreen, this is the result:
[Image: https://dl.dropboxusercontent.com/u/77552871/Screenshot%202016-08-18%2021.15.57.png ]

However, if I create the window with SDL_WINDOW_BORDERLESS, then it functions correctly. Any Ideas? I’m using SDL 2.0.4