The table below shows a breakdown of the maturities of notional amounts of derivatives designated as cash flow hedges as of December 31, 2017 and 2016.

Notionals	Balance as of December 31, 2017				Balance as of December 31, 2016
	Cap		Swap		Cap		Swap
Up to 1 year		42,324		139,939		24,261		75,837
Between 1 and 2 years		45,422		94,285		25,934		199,832
Between 2 and 3 years		48,215		103,536		27,880		83,897
Subsequent years		620,378		1,893,850		400,239		1,500,789
Total	$	756,339	$	2,231,611	$	478,314	$	1,860,355

The table below shows a breakdown of the maturity of the fair values of derivatives designated as cash flow hedges as of December 31, 2017 and 2016. The net position of the fair value of caps and swaps for each year end reconciles with the net position of derivative assets and derivative liabilities in the consolidated statement of financial position:

Fair value	Balance as of December 31, 2017					Balance as of December 31, 2016
	Cap		Swap			Cap		Swap
Up to 1 year		347		(13,224	)		250		(12,383	)
Between 1 and 2 years		978		(14,378	)		262		(14,927	)
Between 2 and 3 years		396		(15,923	)		275		(13,957	)
Subsequent years		6,509		(286,206	)		3,035		(307,999	)
Total	$	8,230		(329,731	)	$	3,822		(349,266	)