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Summary of Offsetting Assets and Liabilities (Tables)
 6 Months Ended
Jun. 30, 2016
Offsetting [Abstract]  
Summary of the Company's financial instruments that are subject to master netting arrangements
The following tables summarize the effect of master netting arrangements on the Company’s financial position in the normal course of business and in the event of default or bankruptcy of the Company’s counterparties: 
 

June 30, 2016
 

 
 
Gross fair value not offset
 
 
 

 
 
in balance sheets
 
 
 

Gross fair value of
 
Financial
 
Cash collateral
 
Net
Financial instruments:

recognized assets/liabilities (1)
 
instruments
 
received
 
fair value
Derivative instruments (assets) (2)

$
134,668


$
(37,891
)

$
82,059


$
14,718

Derivative instruments (liabilities) (3)
 
37,891

 
(37,891
)
 
—

 
—


(1) The gross fair value of derivative instrument assets is not netted against offsetting liabilities for presentation on the condensed consolidated balance sheets.
(2) The estimated fair value of derivative instrument assets is reported in other assets in the condensed consolidated balance sheets. Derivative transactions entered into under ISDA master agreements include income and expense accruals.
(3) The estimated fair value of derivative instrument liabilities is reported in other liabilities in the condensed consolidated balance sheets. Derivative transactions entered into under ISDA master agreements include income and expense accruals.
 
 

December 31, 2015
 

 
 
Gross fair value not offset
 
 
 

 
 
in balance sheets
 
 
 

Gross fair value of
 
Financial
 
Cash collateral
 
Net
Financial instruments:

recognized assets/liabilities (1)
 
instruments
 
received/(pledged)
 
fair value
Derivative instruments (assets) (2)

$
66,435


$
(38,236
)

$
19,060


$
9,139

Derivative instruments (liabilities) (3)

76,107


(38,236
)

(37,871
)

—


(1) The gross fair value of derivative instrument assets is not netted against offsetting liabilities for presentation on the condensed consolidated balance sheets.
(2) The estimated fair value of derivative instrument assets is reported in other assets in the condensed consolidated balance sheets. Derivative transactions entered into under ISDA master agreements include income and expense accruals.
(3) The estimated fair value of derivative instrument liabilities is reported in other liabilities in the condensed consolidated balance sheets. Derivative transactions entered into under ISDA master agreements include income and expense accruals.