Borrowings (Tables)

6 Months Ended

Jun. 30, 2017

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
June 30, 2017
Fair market value of securities pledged, including
	accrued interest receivable	$	-	$	2,854,432	$	591,161	$	19,073	$	3,464,666
Repurchase agreement liabilities associated with
	these securities	$	-	$	2,704,329	$	555,920	$	18,207	$	3,278,456
Net weighted average borrowing rate			-		1.29%		1.32%		1.35%		1.30%
December 31, 2016
Fair market value of securities pledged, including
	accrued interest receivable	$	-	$	2,284,815	$	686,065	$	-	$	2,970,880
Repurchase agreement liabilities associated with
	these securities	$	-	$	2,154,766	$	638,939	$	-	$	2,793,705
Net weighted average borrowing rate			-		1.01%		0.96%		-		1.00%