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Derivatives (Details) - USD ($) $ in Thousands | 3 Months Ended | 9 Months Ended |
--- | --- | --- | ---
Sep. 30, 2016 | Sep. 30, 2015 | Sep. 30, 2016 | Sep. 30, 2015 | Dec. 31, 2015
Derivative [Line Items] |  |  |  |  |  |  |  |
Derivative assets, fair value |  | $ 12,985 |  |  | $ 12,985 |  |  | $ 7,835
Derivative assets, aggregate notional amount |  | 425,000 |  |  | 425,000 |  |  | 460,000
Derivative liabilities, fair value |  | (84,023) |  |  | (84,023) |  |  | (41,205)
Derivative liabilities, aggregate notional amount |  | 7,655,000 |  |  | 7,655,000 |  |  | 9,220,000
Interest Rate Swap |  |  |  |  |  |  |  |
Derivative [Line Items] |  |  |  |  |  |  |  |
Derivative assets, fair value |  | 12,985 |  |  | 12,985 |  |  | 7,835
Derivative assets, aggregate notional amount |  | 425,000 |  |  | 425,000 |  |  | 460,000
Derivative liabilities, fair value |  | (41,385) |  |  | (41,385) |  |  | (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 |  | (42,638) |  |  | (42,638) |  |  | (29,097)
Derivative liabilities, aggregate notional amount | [1] | 6,300,000 |  |  | 6,300,000 |  |  | $ 6,300,000
Pay-fixed interest rate swap | Interest Rate Swap |  |  |  |  |  |  |  |
Derivative [Line Items] |  |  |  |  |  |  |  |
(Loss) gain on derivative instruments, net |  |  |  | $ (48,697) | (59,912) |  |  |
Not Designated as Hedging Instrument [Member] |  |  |  |  |  |  |  |
Derivative [Line Items] |  |  |  |  |  |  |  |
(Loss) gain on derivative instruments, net |  | 2,409 |  | (52,749) | (62,153) |  | $ (60,982) |
Not Designated as Hedging Instrument [Member] | Eurodollar Future |  |  |  |  |  |  |  |
Derivative [Line Items] |  |  |  |  |  |  |  |
(Loss) gain on derivative instruments, net |  | 2,830 |  | (11,027) | (13,542) |  | (24,942) |
Not Designated as Hedging Instrument [Member] | Receive-fixed interest rate swap | Interest Rate Swap |  |  |  |  |  |  |  |
Derivative [Line Items] |  |  |  |  |  |  |  |
(Loss) gain on derivative instruments, net |  | (2,976) |  | $ 6,975 | $ 11,301 |  | 9,757 |
Not Designated as Hedging Instrument [Member] | Pay-fixed interest rate swap | Interest Rate Swap |  |  |  |  |  |  |  |
Derivative [Line Items] |  |  |  |  |  |  |  |
(Loss) gain on derivative instruments, net |  | $ 2,555 |  |  |  |  | $ (45,797) |
[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.

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