Borrowings (Tables)

3 Months Ended

Mar. 31, 2017

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
March 31, 2017
Fair market value of securities pledged, including
	accrued interest receivable	$	-	$	2,499,265	$	745,018	$	3,244,283
Repurchase agreement liabilities associated with
	these securities	$	-	$	2,346,488	$	704,120	$	3,050,608
Net weighted average borrowing rate			-		1.00%		1.04%		1.01%
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%