Borrowings (Tables)

9 Months Ended

Sep. 30, 2016

Disclosure of Repurchase Agreements [Abstract]

Schedule of Repurchase Agreements

($ in thousands)
		OVERNIGHT		BETWEEN 2		BETWEEN 31
		(1 DAY OR		AND		AND
		LESS)		30 DAYS		90 DAYS			TOTAL
September 30, 2016
Fair market value of securities pledged, including
	accrued interest receivable	$	-	$	2,379,715	$	51,561	$	2,431,276
Repurchase agreement liabilities associated with
	these securities	$	-	$	2,248,871	$	49,226	$	2,298,097
Net weighted average borrowing rate			-		0.73%		0.71%		0.73%
December 31, 2015
Fair market value of securities pledged, including
	accrued interest receivable	$	-	$	1,894,491	$	14,801	$	1,909,292
Repurchase agreement liabilities associated with
	these securities	$	-	$	1,789,338	$	9,475	$	1,798,813
Net weighted average borrowing rate			-		0.64%		1.19%		0.64%