XML 62 R44.htm IDEA: XBRL DOCUMENT v3.7.0.1
Derivative Instruments - Notional and Fair Value Amounts of Derivative Instruments (Details) - USD ($)
$ in Thousands
6 Months Ended
Jun. 30, 2017
Dec. 31, 2016
Derivative [Line Items]    
Notional Amount $ 222,300 $ 186,100
Fair Value 9,969 8,694
Bank of America, N.A.    
Derivative [Line Items]    
Notional Amount 43,000 38,500
Fair Value 829 1,934
Barclays Bank PLC    
Derivative [Line Items]    
Notional Amount 83,700 66,800
Fair Value 2,837 1,543
Citigroup Inc.    
Derivative [Line Items]    
Notional Amount 0 0
Fair Value 0 0
Credit Suisse International    
Derivative [Line Items]    
Notional Amount 50,800 65,200
Fair Value 4,762 4,281
Societe Generale    
Derivative [Line Items]    
Notional Amount 44,800 15,600
Fair Value $ 1,541 $ 936
S&P | Bank of America, N.A.    
Derivative [Line Items]    
Credit Rating A+  
S&P | Barclays Bank PLC    
Derivative [Line Items]    
Credit Rating A-  
S&P | Citigroup Inc.    
Derivative [Line Items]    
Credit Rating BBB+  
S&P | Credit Suisse International    
Derivative [Line Items]    
Credit Rating A  
S&P | Societe Generale    
Derivative [Line Items]    
Credit Rating A