XML 52 R27.htm IDEA: XBRL DOCUMENT v3.5.0.2
Derivatives (Details) - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended
Jun. 30, 2016
Jun. 30, 2015
Jun. 30, 2016
Jun. 30, 2015
Dec. 31, 2015
Derivative [Line Items]          
Derivative assets, fair value         $ 7,835
Derivative assets, aggregate notional amount $ 425,000   $ 425,000   460,000
Derivative liabilities, fair value (90,260)   (90,260)   (41,205)
Derivative liabilities, aggregate notional amount 7,655,000   7,655,000   9,220,000
Derivative assets 18,421   18,421   7,835
Derivative, Notional Amount 8,080,000   8,080,000   9,680,000
(Loss) gain on derivative instruments, net (16,297) $ 17,090 (64,561) $ (8,233)  
Interest Rate Swap          
Derivative [Line Items]          
Derivative assets, fair value 18,421   18,421   7,835
Derivative assets, aggregate notional amount 425,000   425,000   460,000
Derivative liabilities, fair value (44,791)   (44,791)   (12,108)
Derivative liabilities, aggregate notional amount 1,355,000   1,355,000   2,920,000
Eurodollar Future          
Derivative [Line Items]          
Derivative assets, fair value 0   0   0
Derivative assets, aggregate notional amount 0 [1]   0 [1]   0
Derivative liabilities, fair value (45,469)   (45,469)   (29,097)
Derivative liabilities, aggregate notional amount [1] 6,300,000   6,300,000   6,300,000
Derivative, Notional Amount 6,300,000   6,300,000   6,300,000
(Loss) gain on derivative instruments, net (4,186) 2,573 (16,372) (13,915)  
Receive-fixed interest rate swap          
Derivative [Line Items]          
Derivative, Notional Amount 425,000   425,000   425,000
(Loss) gain on derivative instruments, net 3,743 (1,746) 14,277 2,782  
Pay-fixed interest rate swap          
Derivative [Line Items]          
Derivative, Notional Amount 1,355,000 [2]   1,355,000 [2]   $ 2,955,000
(Loss) gain on derivative instruments, net $ (15,854) $ 16,263 $ (62,466) $ 2,900  
[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 June 30, 2016 or as of December 31, 2015.
[2] The notional amount of pay-fixed interest rate swaps that were forward starting as of June 30, 2016 was $625,000.