Derivatives (Tables)

6 Months Ended

Jun. 30, 2013

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of Derivative Instruments in Statement of Financial Position, Fair Value [Table Text Block]

The tables below summarize information about the Company’s derivative financial instruments on the balance sheet as of the dates indicated:  

		June 30, 2013					December 31, 2012
Accounting Designation:	Balance Sheet Location:	Fair Value			Aggregate Notional Amount		Fair Value			Aggregate Notional Amount
Trading instruments	Derivative assets	$	14,860		$	600,000	$	—		$	—
Hedging instruments		$	—		$	—	$	(39,813	)	$	1,435,000
Trading instruments		(21,192		)	1,042,000		(2,724		)	27,000
	Derivative liabilities	$	(21,192	)	$	1,042,000	$	(42,537	)	$	1,462,000

Schedule of Notional Amounts of Outstanding Derivative Positions [Table Text Block]

The following table summarizes the contractual maturities remaining for the Company’s outstanding interest rate swap agreements as of June 30, 2013:

Remaining Maturity	Notional Amount: Trading		Notional Amount: Hedging		Notional Amount: Total		Number of Swaps	Weighted-Average Fixed Rate Swapped
0-12 months	$	435,000	$	—	$	435,000	7	1.26	%
13-36 months	390,000		—		390,000		11	1.99	%
37-60 months	212,000		—		212,000		8	1.17	%
Over 60 months	605,000		—		605,000		20	1.76	%
	$	1,642,000	$	—	$	1,642,000	46	1.61	%

Schedule of Derivative Instruments, Effect on Other Comprehensive Income (Loss) [Table Text Block]

The table below presents the effect of those derivatives while they were designated as hedging instruments on the Company’s consolidated statement of comprehensive income for the periods indicated:

Type of Derivative Designated as Cash Flow Hedge	Amount of Gain (Loss) Recognized in OCI (Effective Portion)	Amount Reclassified from OCI into Net Income as  "Interest Expense"  (Effective Portion)	Amount of Gain Recognized in Net Income as  "Other income, net"  (Ineffective Portion)
For the three months ended June 30, 2013:
Interest rate swaps	$15,944	$4,693	$90
For the three months ended June 30, 2012:
Interest rate swaps	$(14,693)	$3,509	$131
For the six months ended June 30, 2013:
Interest rate swaps	$16,381	$8,796	$50
For the six months ended June 30, 2012:
Interest rate swaps	$(17,780)	$6,775	$69

Schedule of Derivative Instruments Included in Trading Activities [Table Text Block]

During the second quarter of 2013, the Company also entered into four additional interest rate swap agreements with a combined notional balance of $180,000 and designated them as trading at inception. The table below presents the amount of gain (loss) recognized in net income for the changes in fair value of the Company's derivatives designated as trading instruments for the periods indicated:

Type of Derivative Designated as Trading	Location On  Income Statement	Three Months Ended					Six Months Ended
		June 30, 2013		June 30, 2012			June 30, 2013		June 30, 2012
Interest rate swaps	Fair value adjustments, net	$	11,353	$	(500	)	$	11,336	$	(574	)