Derivatives (Tables)

9 Months Ended

Sep. 30, 2015

Derivative [Line Items]

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:  

	September 30, 2015
	Derivative Assets				Derivative Liabilities
Trading Instruments	Fair Value		Notional		Fair Value			Notional
Interest rate swaps	$	10,057	$	375,000	$	(30,632	)	$	2,965,000
Eurodollar futures (1)	—		—		(33,076		)	6,300,000
Total	$	10,057	$	375,000	$	(63,708	)	$	9,265,000

	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 (2)	—		—		(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 2017 to 2020. The maximum notional outstanding for any future 3-month period did not exceed $725,000 as of September 30, 2015.

(2) 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 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 September 30, 2015:

Remaining Maturity	Pay-Fixed Interest Rate Swaps		Pay-Fixed Weighted-Average Rate		Receive-Fixed Interest Rate Swaps		Receive-Fixed Weighted-Average Rate
13-24 months	$	1,435,000	1.18	%	$	—	—	%
25-36 months	—		—	%	—		—	%
37-48 months	160,000		1.37	%	250,000		1.14	%
49-60 months	635,000		1.74	%	50,000		1.75	%
61-72 months	—		—	%	—		—	%
73-84 months	75,000		1.77	%	—		—	%
85-96 months	125,000		1.98	%	—		—	%
97-108 months	—		—	%	25,000		2.71	%
109-120 months	585,000		2.72	%	—		—	%

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 nine months ended September 30, 2015:	Beginning of Period Notional Amount		Additions		Settlement, Termination, Expiration or Exercise			End of Period Notional Amount
Receive-fixed interest rate swaps	$	275,000	$	50,000	$	—		$	325,000
Pay-fixed interest rate swaps	650,000		3,085,000		(720,000		)	3,015,000
Eurodollar futures	16,600,000		—		(10,300,000		)	6,300,000
	$	17,525,000	$	3,135,000	$	(11,020,000	)	$	9,640,000

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

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

	Three Months Ended					Nine Months Ended
	September 30,					September 30,
Type of Derivative Instrument	2015			2014		2015			2014
Receive-fixed interest rate swaps	$	6,975		$	339	$	9,757		$	339
Pay-fixed interest rate swaps	(48,697		)	646		(45,797		)	(20,056		)
Eurodollar futures	(11,027		)	3,857		(24,942		)	(11,937		)
(Loss) gain on derivative instruments, net	$	(52,749	)	$	4,842	$	(60,982	)	$	(31,654	)

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