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Derivatives (Tables) | 9 Months Ended
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Sep. 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:
|  | September 30, 2016
|  | Derivative Assets |  | Derivative Liabilities
Trading Instruments |  | Fair Value |  | Notional |  | Fair Value |  | Notional
Interest rate swaps |  | $ | 12,985 |  |  | $ | 425,000 |  |  | $ | (41,385 | ) |  | $ | 1,355,000 |
Eurodollar futures (1) |  | — |  |  | — |  |  | (42,638 | ) |  | 6,300,000 |
Total |  | $ | 12,985 |  |  | $ | 425,000 |  |  | $ | (84,023 | ) |  | $ | 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 September 30, 2016 or as of December 31, 2015.
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 nine months ended September 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 |
Derivative Instruments, Gain (Loss) [Table Text Block] | 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 |  | Nine Months Ended
| September 30, |  | September 30,
Type of Derivative Instrument | 2016 |  | 2015 |  | 2016 |  | 2015
Receive-fixed interest rate swaps | $ | (2,976 | ) |  | $ | 6,975 |  |  | $ | 11,301 |  |  | $ | 9,757 |
Pay-fixed interest rate swaps | 2,555 |  |  | (48,697 | ) |  | (59,912 | ) |  | (45,797 | )
Eurodollar futures | 2,830 |  |  | (11,027 | ) |  | (13,542 | ) |  | (24,942 | )
(Loss) gain on derivative instruments, net | $ | 2,409 |  |  | $ | (52,749 | ) |  | $ | (62,153 | ) |  | $ | (60,982 | )

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- Definition Tabular disclosure of the location and amount of derivative instruments and nonderivative instruments designated as hedging instruments reported before netting adjustments, and the amount of gain (loss) on derivative instruments and nonderivative instruments designated and qualified as hedging instruments. + References Reference 1: 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 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4A -Subparagraph (b) -URI http://asc.fasb.org/extlink&oid=56946850&loc=SL5618551-113959 + Details
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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 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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