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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.

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