XML 50 R37.htm IDEA: XBRL DOCUMENT v3.4.0.3
Derivative Instruments Schedule of Interest Rate Swaps by Maturity (Details) - USD ($)
$ in Thousands
3 Months Ended 12 Months Ended
Mar. 31, 2016
Dec. 31, 2015
Derivative [Line Items]    
Derivative, Fair Value, Net $ (16,649) $ (2,542)
Short [Member] | Interest Rate Swap [Member]    
Derivative [Line Items]    
Derivative notional 525,253 553,843
Derivative, Fair Value, Net $ (17,118) $ (3,470)
Weighted Average Pay Rate 1.59% 1.63%
Weighted Average Receive Rate 0.62% 0.36%
Derivative, Average Remaining Maturity 5 years 58 days 5 years 245 days
Short [Member] | Year 2016 [Member] | Interest Rate Swap [Member]    
Derivative [Line Items]    
Derivative notional $ 48,000 $ 48,000
Derivative, Fair Value, Net $ (79) $ (83)
Weighted Average Pay Rate 0.80% 0.80%
Weighted Average Receive Rate 0.62% 0.39%
Derivative, Average Remaining Maturity 190 days 281 days
Short [Member] | Year 2017 [Member] | Interest Rate Swap [Member]    
Derivative [Line Items]    
Derivative notional $ 74,750 $ 74,750
Derivative, Fair Value, Net $ (546) $ (445)
Weighted Average Pay Rate 1.21% 1.21%
Weighted Average Receive Rate 0.63% 0.41%
Derivative, Average Remaining Maturity 1 year 124 days 1 year 215 days
Short [Member] | Year 2018 [Member] | Interest Rate Swap [Member]    
Derivative [Line Items]    
Derivative notional $ 71,529 $ 71,529
Derivative, Fair Value, Net $ (559) $ 80
Weighted Average Pay Rate 1.11% 1.11%
Weighted Average Receive Rate 0.62% 0.34%
Derivative, Average Remaining Maturity 2 years 11 days 2 years 102 days
Short [Member] | Year 2020 [Member] | Interest Rate Swap [Member]    
Derivative [Line Items]    
Derivative notional $ 107,461 $ 119,893
Derivative, Fair Value, Net $ (2,371) $ 220
Weighted Average Pay Rate 1.50% 1.51%
Weighted Average Receive Rate 0.62% 0.33%
Derivative, Average Remaining Maturity 4 years 29 days 4 years 131 days
Short [Member] | Year 2021 [Member] | Interest Rate Swap [Member]    
Derivative [Line Items]    
Derivative notional $ 10,400  
Derivative, Fair Value, Net $ 1  
Weighted Average Pay Rate 1.15%  
Weighted Average Receive Rate 0.62%  
Derivative, Average Remaining Maturity 4 years 318 days  
Short [Member] | Year 2022 [Member] | Interest Rate Swap [Member]    
Derivative [Line Items]    
Derivative notional $ 19,444 $ 19,444
Derivative, Fair Value, Net $ (587) $ 86
Weighted Average Pay Rate 1.76% 1.76%
Weighted Average Receive Rate 0.62% 0.34%
Derivative, Average Remaining Maturity 6 years 95 days 6 years 186 days
Short [Member] | Year 2023 [Member] | Interest Rate Swap [Member]    
Derivative [Line Items]    
Derivative notional $ 131,400 $ 131,400
Derivative, Fair Value, Net $ (7,080) $ (1,367)
Weighted Average Pay Rate 2.10% 2.10%
Weighted Average Receive Rate 0.63% 0.38%
Derivative, Average Remaining Maturity 7 years 51 days 7 years 142 days
Short [Member] | Year 2024 [Member] | Interest Rate Swap [Member]    
Derivative [Line Items]    
Derivative notional $ 9,200 $ 9,200
Derivative, Fair Value, Net $ (428) $ 11
Weighted Average Pay Rate 1.99% 1.99%
Weighted Average Receive Rate 0.61% 0.32%
Derivative, Average Remaining Maturity 8 years 4 days 8 years 95 days
Short [Member] | Year 2025 [Member] | Interest Rate Swap [Member]    
Derivative [Line Items]    
Derivative notional $ 34,022 $ 58,560
Derivative, Fair Value, Net $ (1,503) $ (5)
Weighted Average Pay Rate 2.05% 2.06%
Weighted Average Receive Rate 0.62% 0.33%
Derivative, Average Remaining Maturity 8 years 314 days 9 years 117 days
Short [Member] | Year 2043 [Member] | Interest Rate Swap [Member]    
Derivative [Line Items]    
Derivative notional $ 19,047 $ 21,067
Derivative, Fair Value, Net $ (3,966) $ (1,967)
Weighted Average Pay Rate 3.02% 3.03%
Weighted Average Receive Rate 0.62% 0.36%
Derivative, Average Remaining Maturity 27 years 51 days 27 years 142 days
Long [Member] | Interest Rate Swap [Member]    
Derivative [Line Items]    
Derivative notional $ 12,700 $ 9,700
Derivative, Fair Value, Net $ 1,265 $ 857
Weighted Average Pay Rate 0.62% 0.32%
Weighted Average Receive Rate 2.69% 3.00%
Derivative, Average Remaining Maturity 9 years 168 days 9 years 201 days
Long [Member] | Year 2025 [Member] | Interest Rate Swap [Member]    
Derivative [Line Items]    
Derivative notional $ 9,700 $ 9,700
Derivative, Fair Value, Net $ 1,255 $ 857
Weighted Average Pay Rate 0.62% 0.32%
Weighted Average Receive Rate 3.00% 3.00%
Derivative, Average Remaining Maturity 9 years 110 days 9 years 201 days
Long [Member] | Year 2026 [Member] | Interest Rate Swap [Member]    
Derivative [Line Items]    
Derivative notional $ 3,000  
Derivative, Fair Value, Net $ 10  
Weighted Average Pay Rate 0.63%  
Weighted Average Receive Rate 1.68%  
Derivative, Average Remaining Maturity 10 years 4 days