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Derivatives (Tables) | 6 Months Ended
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Jun. 30, 2016
Derivative [Line Items] |
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value | 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, 2016
|  | Derivative Assets |  | Derivative Liabilities
Trading Instruments |  | Fair Value |  | Notional |  | Fair Value |  | Notional
Interest rate swaps |  | $ | 18,421 |  |  | $ | 425,000 |  |  | $ | (44,791 | ) |  | $ | 1,355,000 |
Eurodollar futures (1) |  | — |  |  | — |  |  | (45,469 | ) |  | 6,300,000 |
Total |  | $ | 18,421 |  |  | $ | 425,000 |  |  | $ | (90,260 | ) |  | $ | 7,655,000 |
|  | December 31, 2015
|  | Derivative Assets |  | Derivative Liabilities
Trading Instruments |  | Fair Value |  | Notional |  | Fair Value |  | Notional
Interest rate swaps |  | $ | 7,835 |  |  | $ | 460,000 |  |  | $ | (12,108 | ) |  | $ | 2,920,000 |
Eurodollar futures (1) |  | — |  |  | — |  |  | (29,097 | ) |  | 6,300,000 |
Total |  | $ | 7,835 |  |  | $ | 460,000 |  |  | $ | (41,205 | ) |  | $ | 9,220,000 |
(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 June 30, 2016 or as of December 31, 2015.
Schedule of Derivative Instruments | The following table summarizes the contractual maturities remaining for the Company’s outstanding interest rate swap agreements as of June 30, 2016:
Remaining Maturity |  | Pay-Fixed Interest Rate Swaps |  | Pay-Fixed Weighted-Average Rate |  | Receive-Fixed Interest Rate Swaps |  | Receive-Fixed Weighted-Average Rate
12 months or less |  | $ | 185,000 |  |  | 0.92 | % |  | $ | — |  |  | — | %
13-24 months |  | — |  |  | — | % |  | — |  |  | — | %
25-36 months |  | 160,000 |  |  | 1.37 | % |  | — |  |  | — | %
37-48 months |  | 335,000 |  |  | 1.61 | % |  | 250,000 |  |  | 1.91 | %
49-60 months |  | 50,000 |  |  | 1.35 | % |  | 150,000 |  |  | 1.71 | %
61-72 months |  | — |  |  | — | % |  | — |  |  | — | %
73-84 months |  | — |  |  | — | % |  | — |  |  | — | %
85-96 months |  | — |  |  | — | % |  | — |  |  | — | %
97-108 months |  | 375,000 |  |  | 2.83 | % |  | 25,000 |  |  | 2.71 | %
109-120 months |  | 250,000 |  |  | 2.43 | % |  | — |  |  | — | %
Schedule of Notional Amounts of Outstanding Derivative Positions | The following table summarizes the volume of activity related to derivative instruments for the period indicated:
For the six months ended June 30, 2016: | Beginning of Period Notional Amount |  | Additions |  | Settlement, Termination, Expiration or Exercise |  | End of Period Notional Amount
Receive-fixed interest rate swaps | $ | 425,000 |  |  | $ | — |  |  | $ | — |  |  | $ | 425,000 |
Pay-fixed interest rate swaps (1) | 2,955,000 |  |  | 1,250,000 |  |  | (2,850,000 | ) |  | 1,355,000 |
Eurodollar futures | 6,300,000 |  |  | — |  |  | — |  |  | 6,300,000 |
| $ | 9,680,000 |  |  | $ | 1,250,000 |  |  | $ | (2,850,000 | ) |  | $ | 8,080,000 |
Schedule of Derivative Instruments Included in Trading Activities | The table below provides detail of the Company's "(loss) gain on derivative instruments, net" by type of derivative for the periods indicated:
| Three Months Ended |  | Six Months Ended
| June 30, |  | June 30,
Type of Derivative Instrument | 2016 |  | 2015 |  | 2016 |  | 2015
Receive-fixed interest rate swaps | $ | 3,743 |  |  | $ | (1,746 | ) |  | $ | 14,277 |  |  | $ | 2,782 |
Pay-fixed interest rate swaps | (15,854 | ) |  | 16,263 |  |  | (62,466 | ) |  | 2,900 |
Eurodollar futures | (4,186 | ) |  | 2,573 |  |  | (16,372 | ) |  | (13,915 | )
(Loss) gain on derivative instruments, net | $ | (16,297 | ) |  | $ | 17,090 |  |  | $ | (64,561 | ) |  | $ | (8,233 | )

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- Definition Tabular disclosure of the location and fair value amounts of derivative instruments (and nonderivative instruments that are designated and qualify as hedging instruments) reported in the statement of financial position. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4B -URI http://asc.fasb.org/extlink&oid=56946850&loc=SL5624163-113959 + Details
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- Definition Tabular disclosure of gains and losses on derivative instruments included in an entity's trading activities. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 55 -Paragraph 184 -URI http://asc.fasb.org/extlink&oid=51664841&loc=SL5634876-113961 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4F -Subparagraph (a),(b) -URI http://asc.fasb.org/extlink&oid=56946850&loc=SL5624186-113959 + Details
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- Definition Tabular disclosure of pertinent information about a derivative or group of derivatives on a disaggregated basis, such as for individual instruments, or small groups of similar instruments. May include a combination of the type of instrument, risks being hedged, notional amount, hedge designation, related hedged item, inception date, maturity date, or other relevant item. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 5 -URI http://asc.fasb.org/extlink&oid=56946850&loc=d3e41641-113959 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4B -URI http://asc.fasb.org/extlink&oid=56946850&loc=SL5624163-113959 Reference 3: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 8 -URI http://asc.fasb.org/extlink&oid=56946850&loc=d3e41678-113959 Reference 4: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4 -URI http://asc.fasb.org/extlink&oid=56946850&loc=d3e41638-113959 Reference 5: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 1B -URI http://asc.fasb.org/extlink&oid=56946850&loc=SL5580258-113959 Reference 6: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 1A -URI http://asc.fasb.org/extlink&oid=56946850&loc=SL5579245-113959 Reference 7: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4C -URI http://asc.fasb.org/extlink&oid=56946850&loc=SL5624171-113959 Reference 8: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 25 -Section 50 -Paragraph 1 -URI http://asc.fasb.org/extlink&oid=6886632&loc=d3e76258-113986 Reference 9: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 1 -URI http://asc.fasb.org/extlink&oid=56946850&loc=SL5579240-113959 Reference 10: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 2 -URI http://asc.fasb.org/extlink&oid=56946850&loc=d3e41620-113959 Reference 11: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 235 -SubTopic 10 -Section S99 -Paragraph 1 -Subparagraph (SX 210.4-08.(n)(2)) -URI http://asc.fasb.org/extlink&oid=26873400&loc=d3e23780-122690 + Details
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- Definition Tabular disclosure of the notional amounts of outstanding derivative positions. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 1A -Subparagraph (d) -URI http://asc.fasb.org/extlink&oid=56946850&loc=SL5579245-113959 + Details
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