Derivatives (Tables)

6 Months Ended

Jun. 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:  

	June 30, 2015
	Derivative Assets				Derivative Liabilities
Trading Instruments	Fair Value		Notional		Fair Value			Notional
Interest rate swaps	$	20,804	$	1,305,000	$	(4,249	)	$	885,000
Eurodollar futures (1)	—		—		(43,991		)	14,000,000
Total	$	20,804	$	1,305,000	$	(48,240	)	$	14,885,000

	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 June 30, 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 June 30, 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	$	345,000	1.13	%	$	—	—	%
49-60 months	835,000		1.77	%	300,000		1.24	%
61-72 months	—		—	%	—		—	%
73-84 months	75,000		1.77	%	—		—	%
85-96 months	125,000		1.98	%	—		—	%
97-108 months	—		—	%	—		—	%
109-120 months	485,000		2.96	%	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 six months ended June 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		1,735,000		(520,000		)	1,865,000
Eurodollar futures	16,600,000		—		(2,600,000		)	14,000,000
	$	17,525,000	$	1,785,000	$	(3,120,000	)	$	16,190,000

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

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

	Three Months Ended						Six Months Ended
	June 30,						June 30,
Type of Derivative Instrument	2015			2014			2015			2014
Receive-fixed interest rate swaps	$	(1,746	)	$	—		$	2,782		$	—
Pay-fixed interest rate swaps	16,263			(11,694		)	2,900			(20,702		)
Eurodollar futures	2,573			(11,380		)	(13,915		)	(15,794		)
Gain (loss) on derivative instruments, net	$	17,090		$	(23,074	)	$	(8,233	)	$	(36,496	)

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