Derivatives (Tables)

3 Months Ended

Mar. 31, 2015

Derivative Instruments and Hedging Activities Disclosure [Abstract]

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

The table below summarizes information about the Company’s derivative instruments treated as trading instruments on its consolidated balance sheet as of the dates indicated:  

	March 31, 2015
	Derivative Assets				Derivative Liabilities
Trading Instruments	Fair Value		Notional		Fair Value			Notional
Interest rate swaps	$	8,079	$	510,000	$	(7,784	)	$	1,025,000
Eurodollar futures (1)	—		—		(49,384		)	16,600,000
Total	$	8,079	$	510,000	$	(57,168	)	$	17,625,000

	December 31, 2014
	Derivative Assets				Derivative Liabilities
Trading Instruments	Fair Value		Notional		Fair Value			Notional
Interest rate swaps	$	5,727	$	440,000	$	(3,002	)	$	485,000
Eurodollar futures (1)	—		—		(32,896		)	16,600,000
Total	$	5,727	$	440,000	$	(35,898	)	$	17,085,000

(1) The Eurodollar futures aggregate notional amount represents the total notional of the 3-month contracts with expiration dates from 2015 to 2020. The maximum notional outstanding for any future 3-month period did not exceed $1,300,000 as of March 31, 2015 or as of December 31, 2014.

Schedule of Derivative Instruments [Table Text Block]

The following table summarizes the contractual maturities remaining for the Company’s outstanding interest rate swap agreements as of March 31, 2015:

Remaining Maturity	Pay-Fixed Interest Rate Swaps		Pay-Fixed Weighted-Average Rate		Receive-Fixed Interest Rate Swaps		Receive-Fixed Weighted-Average Rate
37-48 months	$	385,000	1.21	%	$	—	—	%
49-60 months	470,000		1.74	%	250,000		1.91	%
61-72 months	25,000		1.61	%	—		—	%
73-84 months	75,000		1.77	%	—		—	%
85-96 months	125,000		1.98	%	—		—	%
97-108 months	—		—	%	—		—	%
109-120 months	180,000		2.07	%	25,000		2.71	%

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

The following table summarizes the volume of activity related to derivative instruments for the period indicated:

For the three months ended March 31, 2015:	Beginning of Period Notional Amount		Additions		Settlement, Termination, Expiration or Exercise			End of Period Notional Amount
Receive-fixed interest rate swaps	$	275,000	$	—	$	—		$	275,000
Pay-fixed interest rate swaps	650,000		815,000		(205,000		)	1,260,000
Eurodollar futures	16,600,000		—		—			16,600,000
	$	17,525,000	$	815,000	$	(205,000	)	$	18,135,000

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

The table below provides detail of the Company's "loss on derivative instruments, net" by type of interest rate derivative for the periods indicated:

	Three Months Ended
	March 31,
Type of Derivative Instrument	2015			2014
Receive-fixed interest rate swaps	$	4,528		$	—
Pay-fixed interest rate swaps	(13,363		)	(9,008		)
Eurodollar futures	(16,488		)	(4,414		)
Loss on derivative instruments, net	$	(25,323	)	$	(13,422	)

Reclassification out of Accumulated Other Comprehensive Income [Table Text Block]