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REPURCHASE AGREEMENTS AND OTHER BORROWINGS (Tables)
9 Months Ended
Sep. 30, 2019
Disclosure of Repurchase Agreements [Abstract]  
Schedule of repurchase agreements and remaining maturities

As of September 30, 2019 and December 31, 2018, the Company’s repurchase agreements had remaining maturities as summarized below:

($ in thousands)
OVERNIGHTBETWEEN 2BETWEEN 31GREATER
(1 DAY ORANDANDTHAN
LESS)30 DAYS90 DAYS90 DAYSTOTAL
September 30, 2019
Fair market value of securities pledged, including
accrued interest receivable$82,724$2,584,879$1,005,000$343,886$4,016,489
Repurchase agreement liabilities associated with
these securities$79,850$2,442,829$965,603$325,695$3,813,977
Net weighted average borrowing rate2.55%2.37%2.34%2.29%2.36%
December 31, 2018
Fair market value of securities pledged, including
accrued interest receivable$-$1,720,804$1,493,565$-$3,214,369
Repurchase agreement liabilities associated with
these securities$-$1,611,185$1,413,867$-$3,025,052
Net weighted average borrowing rate-2.72%2.57%- 2.65%