Repurchase Agreements (Tables)

9 Months Ended

Sep. 30, 2015

Disclosure of Repurchase Agreements [Abstract]

Schedule of Repurchase Agreements

($ in thousands)
		OVERNIGHT		BETWEEN 2		BETWEEN 31			GREATER
		(1 DAY OR		AND		AND			THAN
		LESS)		30 DAYS		90 DAYS			90 DAYS		TOTAL
September 30, 2015
Fair market value of securities pledged, including
	accrued interest receivable	$	44,128	$	1,834,255	$	188,067	$	-	$	2,066,450
Repurchase agreement liabilities associated with
	these securities	$	42,074	$	1,722,614	$	178,611	$	-	$	1,943,299
Net weighted average borrowing rate			0.45%		0.48%		0.47%		-		0.47%
December 31, 2014
Fair market value of securities pledged, including
	accrued interest receivable	$	-	$	984,823	$	534,238	$	3,844	$	1,522,905
Repurchase agreement liabilities associated with
	these securities	$	-	$	929,831	$	502,947	$	3,873	$	1,436,651
Net weighted average borrowing rate			-		0.36%		0.37%		0.38%		0.36%