XML 22 R55.htm IDEA: XBRL DOCUMENT v2.4.1.9
Derivative and Hedging Activities - Schedule of Derivative Instruments in Statement of Financial Positions, Fair Value (Details) (Significant Other Observable Inputs Level 2, Swap, Designated as Hedging Instrument, USD $)
In Thousands, unless otherwise specified
Dec. 31, 2014
Dec. 31, 2013
Interest rate swaps, net | Derivative Financial Instruments, Assets    
Derivatives, Fair Value [Line Items]    
Derivative assets, at fair value $ 18us-gaap_InterestRateDerivativeAssetsAtFairValue
/ us-gaap_BalanceSheetLocationAxis
= us-gaap_DerivativeFinancialInstrumentsAssetsMember
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_SwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel2Member
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
$ 734us-gaap_InterestRateDerivativeAssetsAtFairValue
/ us-gaap_BalanceSheetLocationAxis
= us-gaap_DerivativeFinancialInstrumentsAssetsMember
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_SwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel2Member
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
Interest rate swaps, net | Derivative Financial Instruments, Liabilities    
Derivatives, Fair Value [Line Items]    
Derivative liabilities, at fair value (5,668)us-gaap_InterestRateDerivativeLiabilitiesAtFairValue
/ us-gaap_BalanceSheetLocationAxis
= us-gaap_DerivativeFinancialInstrumentsLiabilitiesMember
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_SwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel2Member
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
0us-gaap_InterestRateDerivativeLiabilitiesAtFairValue
/ us-gaap_BalanceSheetLocationAxis
= us-gaap_DerivativeFinancialInstrumentsLiabilitiesMember
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_SwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel2Member
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
Foreign currency swaps | Derivative Financial Instruments, Assets    
Derivatives, Fair Value [Line Items]    
Derivative assets, at fair value 11,736us-gaap_InterestRateDerivativeAssetsAtFairValue
/ us-gaap_BalanceSheetLocationAxis
= us-gaap_DerivativeFinancialInstrumentsAssetsMember
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_SwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CurrencySwapMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel2Member
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
0us-gaap_InterestRateDerivativeAssetsAtFairValue
/ us-gaap_BalanceSheetLocationAxis
= us-gaap_DerivativeFinancialInstrumentsAssetsMember
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_SwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CurrencySwapMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel2Member
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
Foreign currency swaps | Derivative Financial Instruments, Assets | GBP-USD Forwards    
Derivatives, Fair Value [Line Items]    
Derivative assets, at fair value 1,148us-gaap_InterestRateDerivativeAssetsAtFairValue
/ us-gaap_BalanceSheetLocationAxis
= us-gaap_DerivativeFinancialInstrumentsAssetsMember
/ us-gaap_CurrencyAxis
= currency_GBP
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_SwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CurrencySwapMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel2Member
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
0us-gaap_InterestRateDerivativeAssetsAtFairValue
/ us-gaap_BalanceSheetLocationAxis
= us-gaap_DerivativeFinancialInstrumentsAssetsMember
/ us-gaap_CurrencyAxis
= currency_GBP
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_SwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CurrencySwapMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel2Member
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
Foreign currency swaps | Derivative Financial Instruments, Liabilities    
Derivatives, Fair Value [Line Items]    
Derivative liabilities, at fair value (447)us-gaap_InterestRateDerivativeLiabilitiesAtFairValue
/ us-gaap_BalanceSheetLocationAxis
= us-gaap_DerivativeFinancialInstrumentsLiabilitiesMember
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_SwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CurrencySwapMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel2Member
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
(2,565)us-gaap_InterestRateDerivativeLiabilitiesAtFairValue
/ us-gaap_BalanceSheetLocationAxis
= us-gaap_DerivativeFinancialInstrumentsLiabilitiesMember
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_SwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CurrencySwapMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel2Member
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
Foreign currency forwards, net | Derivative Financial Instruments, Assets | EUR-USD Forwards    
Derivatives, Fair Value [Line Items]    
Derivative assets, at fair value $ 736us-gaap_InterestRateDerivativeAssetsAtFairValue
/ us-gaap_BalanceSheetLocationAxis
= us-gaap_DerivativeFinancialInstrumentsAssetsMember
/ us-gaap_CurrencyAxis
= currency_EUR
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_SwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_ForwardContractsMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel2Member
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
$ 0us-gaap_InterestRateDerivativeAssetsAtFairValue
/ us-gaap_BalanceSheetLocationAxis
= us-gaap_DerivativeFinancialInstrumentsAssetsMember
/ us-gaap_CurrencyAxis
= currency_EUR
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_SwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_ForwardContractsMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel2Member
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember