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Derivatives (Details) - USD ($) $ in Thousands | 3 Months Ended |
--- | --- | ---
Mar. 31, 2017 | Mar. 31, 2016 | Dec. 31, 2016
Derivative [Line Items] |  |  |  |
Derivative assets, fair value | $ 272 | [1] |  | $ 28,534
Derivative assets, aggregate notional amount | 3,695,000 |  |  | 2,670,000
Derivative liabilities, fair value | (58) | [1] |  | (6,922)
Derivative liabilities, aggregate notional amount | 850,000 |  |  | 1,210,000
Derivative, Notional Amount | $ 4,545,000 |  |  | $ 3,880,000
Derivative, Average Forward Interest Rate | 2.16% |  |  | 2.18%
Forward Contracts [Member] |  |  |  |
Derivative [Line Items] |  |  |  |
Derivative, Notional Amount | $ 2,675,000 |  |  | $ 2,725,000
Receive-fixed interest rate swap | Interest Rate Swap |  |  |  |
Derivative [Line Items] |  |  |  |
Derivative, Notional Amount | 125,000 |  |  | 425,000
Pay-fixed interest rate swap | Interest Rate Swap |  |  |  |
Derivative [Line Items] |  |  |  |
Derivative, Notional Amount | 4,420,000 |  |  | $ 3,455,000
Not Designated as Hedging Instrument [Member] |  |  |  |
Derivative [Line Items] |  |  |  |
(Loss) gain on derivative instruments, net | 175 |  | $ (48,264) |
Not Designated as Hedging Instrument [Member] | Eurodollar Future |  |  |  |
Derivative [Line Items] |  |  |  |
(Loss) gain on derivative instruments, net | 0 |  | (12,186) |
Not Designated as Hedging Instrument [Member] | Receive-fixed interest rate swap | Interest Rate Swap |  |  |  |
Derivative [Line Items] |  |  |  |
(Loss) gain on derivative instruments, net | (134) |  | 10,534 |
Not Designated as Hedging Instrument [Member] | Pay-fixed interest rate swap | Interest Rate Swap |  |  |  |
Derivative [Line Items] |  |  |  |
(Loss) gain on derivative instruments, net | $ 309 |  | $ (46,612) |
[1] | Refer to Note 1 regarding information on a change in the CME rulebook. Amounts reported on the consolidated balance sheet as of March 31, 2017 reflect the netting of the derivative asset or liability with the related collateral received or posted, respectively. The gross amounts comparable to December 31, 2016 for the derivative asset and derivative liabilities as of March 31, 2017 were $24,828 and $(6,133), respectively.

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- Definition Aggregate notional amount specified by the derivative(s). Expressed as an absolute value. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher SEC -Name Regulation S-X (SX) -Number 210 -Article 12 -Section 13 -Sentence Column B + Details
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- Definition Nominal or face amount used to calculate payments on the derivative asset. + 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=64837297&loc=SL5579245-113959 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Glossary Notional Amount -URI http://asc.fasb.org/extlink&oid=6519104 Reference 3: 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=64837297&loc=SL5580258-113959 + Details
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- Definition Amount of increase (decrease) in the fair value of derivatives recognized in the income statement. + References Reference 1: 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=64837297&loc=SL5618551-113959 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4C -Subparagraph (a),(c),(d),(e) -URI http://asc.fasb.org/extlink&oid=64837297&loc=SL5624171-113959 + Details
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