XML 61 R42.htm IDEA: XBRL DOCUMENT v3.4.0.3
Derivative Instruments (Details 2) - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2016
Dec. 31, 2015
Derivative [Line Items]    
Notional Amount $ 143,400 $ 134,700
Fair Value 3,140 2,501
Bank of America, N.A. [Member]    
Derivative [Line Items]    
Notional Amount 34,800 17,000
Fair Value 1,022 5
Credit Suisse International [Member]    
Derivative [Line Items]    
Notional Amount 14,600 12,000
Fair Value 268 167
Societe Generale [Member]    
Derivative [Line Items]    
Notional Amount 65,300 80,800
Fair Value 914 1,347
Barclays Bank PLC [Member]    
Derivative [Line Items]    
Notional Amount 11,400 7,600
Fair Value 231 137
Citigroup Inc [Member]    
Derivative [Line Items]    
Notional Amount 17,300 17,300
Fair Value $ 705 $ 845
Moody's [Member] | Bank of America, N.A. [Member]    
Derivative [Line Items]    
Credit Rating [1] A1  
Moody's [Member] | Societe Generale [Member]    
Derivative [Line Items]    
Credit Rating [1] A2  
Moody's [Member] | Barclays Bank PLC [Member]    
Derivative [Line Items]    
Credit Rating [1] A2  
Moody's [Member] | Credit Suisse International [Member]    
Derivative [Line Items]    
Credit Rating [1] A2  
Moody's [Member] | Citigroup Inc [Member]    
Derivative [Line Items]    
Credit Rating [1] Baa1  
Standard & Poor's [Member] | Bank of America, N.A. [Member]    
Derivative [Line Items]    
Credit Rating [1] A  
Standard & Poor's [Member] | Credit Suisse International [Member]    
Derivative [Line Items]    
Credit Rating [1] A  
Standard & Poor's [Member] | Societe Generale [Member]    
Derivative [Line Items]    
Credit Rating [1] A  
Standard & Poor's [Member] | Barclays Bank PLC [Member]    
Derivative [Line Items]    
Credit Rating [1] A-  
Standard & Poor's [Member] | Citigroup Inc [Member]    
Derivative [Line Items]    
Credit Rating [1] BBB+  
[1] As assigned by Standard & Poor’s Corporation (“S&P”) and Moody’s Investors Service, Inc. (“Moody’s”).