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Interest Rate Derivatives (Details) (USD $) | 3 Months Ended | 6 Months Ended |
--- | --- | --- | ---
Jun. 30, 2011 | Jun. 30, 2010 | Jun. 30, 2011 | Jun. 30, 2010 | Dec. 31, 2010
Fair values of interest rate swap derivatives |  |  |  |  |
Fair value of interest rate swaps designated as cash flow hedges | $ (9,940,000) |  | $ (9,940,000) |  | $ (3,582,000)
Fair value of interest rate swaps designated as cash flow hedges |  |  |  |  |
Fair value of interest rate swaps classified as prepaid expenses and other assets | 80,000 |  | 80,000 |  | 644,000
Fair value of Interest rate swaps classified as interest rate derivatives | (10,020,000) |  | (10,020,000) |  | (4,226,000)
Effect of interest rate derivatives on consolidated statements of operations and comprehensive income |  |  |  |  |
Amount of loss recognized in AOCL (effective portion) | (8,458,000) | (1,929,000) | (8,594,000) | (4,314,000) |
Amount of loss reclassified from AOCL into interest expense (effective portion) | (1,163,000) | (886,000) | (2,267,000) | (1,797,000) |
Approximate amount reclassified from AOCL to interest expense over the next 12 months | 8,100,000 |  | 8,100,000 |  |
Interest rate derivatives in liability position, fair value | 10,000,000 |  | 10,000,000 |  |
Termination value to settle obligations under interest rate derivative agreements | 10,500,000 |  | 10,500,000 |  |
Interest rate swap, effective date January 2, 2009 |  |  |  |  |
Fair values of interest rate swap derivatives |  |  |  |  |
Notional Amount | 120,000,000 |  | 120,000,000 |  |
Fixed rate | 1.76% |  | 1.76% |  |
Floating rate index |  |  | one-month LIBOR |  |
Fair value of interest rate swaps designated as cash flow hedges | (1,465,000) |  | (1,465,000) |  | (2,062,000)
Interest rate swap, effective date January 1, 2010 |  |  |  |  |
Fair values of interest rate swap derivatives |  |  |  |  |
Notional Amount | 100,000,000 |  | 100,000,000 |  |
Fixed rate | 1.975% |  | 1.975% |  |
Floating rate index |  |  | one-month LIBOR |  |
Fair value of interest rate swaps designated as cash flow hedges | (1,402,000) |  | (1,402,000) |  | (2,002,000)
Interest rate swap, effective date September 30, 2011. |  |  |  |  |
Fair values of interest rate swap derivatives |  |  |  |  |
Notional Amount | 100,000,000 |  | 100,000,000 |  |
Fixed rate | 3.8415% |  | 3.8415% |  |
Floating rate index |  |  | three-month LIBOR |  |
Fair value of interest rate swaps designated as cash flow hedges | (3,974,000) |  | (3,974,000) |  |
Interest rate swap, effective date September 30, 2011 |  |  |  |  |
Fair values of interest rate swap derivatives |  |  |  |  |
Notional Amount | 75,000,000 |  | 75,000,000 |  |
Fixed rate | 3.845% |  | 3.845% |  |
Floating rate index |  |  | three-month LIBOR |  |
Fair value of interest rate swaps designated as cash flow hedges | (3,003,000) |  | (3,003,000) |  |
Interest rate swap, effective date January 3, 2011 |  |  |  |  |
Fair values of interest rate swap derivatives |  |  |  |  |
Notional Amount | 50,000,000 |  | 50,000,000 |  |
Fixed rate | 0.5025% |  | 0.5025% |  |
Floating rate index |  |  | one-month LIBOR |  |
Fair value of interest rate swaps designated as cash flow hedges | (64,000) |  | (64,000) |  | (64,000)
Interest rate swap two, effective date January 3, 2011 |  |  |  |  |
Fair values of interest rate swap derivatives |  |  |  |  |
Notional Amount | 50,000,000 |  | 50,000,000 |  |
Fixed rate | 0.5025% |  | 0.5025% |  |
Floating rate index |  |  | one-month LIBOR |  |
Fair value of interest rate swaps designated as cash flow hedges | (64,000) |  | (64,000) |  | (64,000)
Interest rate swap, effective date January 4, 2011 |  |  |  |  |
Fair values of interest rate swap derivatives |  |  |  |  |
Notional Amount | 50,000,000 |  | 50,000,000 |  |
Fixed rate | 0.44% |  | 0.44% |  |
Floating rate index |  |  | one-month LIBOR |  |
Fair value of interest rate swaps designated as cash flow hedges | (48,000) |  | (48,000) |  | (34,000)
Interest rate swap, effective date November 2, 2010 |  |  |  |  |
Fair values of interest rate swap derivatives |  |  |  |  |
Notional Amount | 40,000,000 |  | 40,000,000 |  |
Fixed rate | 3.83% |  | 3.83% |  |
Floating rate index |  |  | one-month LIBOR |  |
Fair value of interest rate swaps designated as cash flow hedges | 80,000 |  | 80,000 |  | 644,000
Notional amount of interest rate derivatives after scheduled amortization |  |  | $ 36,200,000 |  |

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- Definition The aggregate fair value of assets needed to immediately settle the derivative instruments with credit-risk-related contingent features if the credit-risk-related contingent features were triggered at the end of the reporting period. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4H -Subparagraph (f) -URI http://asc.fasb.org/extlink&oid=6935481&loc=SL5624258-113959 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Statement of Financial Accounting Standard (FAS) -Number 133 -Paragraph 44D -Subparagraph c -LegacyDoc This reference is SUPERSEDED by the Accounting Standards Codification effective for interim and annual periods ending after September 15, 2009. This reference is included to help users transition from the previous accounting hierarchy and will be removed from future versions of this taxonomy. + Details
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- Definition The amount of net gains or losses on a cash flow hedge reclassified in the period to interest expense from accumulated other comprehensive income. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Statement of Financial Accounting Standard (FAS) -Number 133 -Paragraph 45 -Subparagraph b(1) -LegacyDoc This reference is SUPERSEDED by the Accounting Standards Codification effective for interim and annual periods ending after September 15, 2009. This reference is included to help users transition from the previous accounting hierarchy and will be removed from future versions of this taxonomy. Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4C -Subparagraph (c) -URI http://asc.fasb.org/extlink&oid=6935481&loc=SL5624171-113959 Reference 3: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 30 -Section 50 -Paragraph 2 -Subparagraph (c) -URI http://asc.fasb.org/extlink&oid=6887037&loc=d3e80784-113994 + Details
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- Definition The reference rate for the variable rate of the interest rate derivative, such as LIBOR or the US Treasury rate and the maturity of the reference rate used, such as three months or six months LIBOR. + Details
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- Definition The effective portion of losses on derivative instruments designated and qualifying as hedging instruments that was recognized in other comprehensive income during the current period. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4C -Subparagraph (b) -URI http://asc.fasb.org/extlink&oid=6935481&loc=SL5624171-113959 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Statement of Financial Accounting Standard (FAS) -Number 133 -Paragraph 205G -LegacyDoc This reference is SUPERSEDED by the Accounting Standards Codification effective for interim and annual periods ending after September 15, 2009. This reference is included to help users transition from the previous accounting hierarchy and will be removed from future versions of this taxonomy. Reference 3: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Statement of Financial Accounting Standard (FAS) -Number 133 -Paragraph 44C -Subparagraph b -Clause 2 -LegacyDoc This reference is SUPERSEDED by the Accounting Standards Codification effective for interim and annual periods ending after September 15, 2009. This reference is included to help users transition from the previous accounting hierarchy and will be removed from future versions of this taxonomy. + Details
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- Definition The aggregate fair value amounts of derivative instruments that contain credit-risk-related contingent features that are in a net liability position at the end of the reporting period. For nonderivative instruments that are designated and qualify as hedging instruments, the fair value amounts are the carrying value of the nonderivative hedging instrument, including the adjustment for the foreign currency transaction gain (loss) on that instrument. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4H -Subparagraph (c) -URI http://asc.fasb.org/extlink&oid=6935481&loc=SL5624258-113959 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Statement of Financial Accounting Standard (FAS) -Number 133 -Paragraph 44D -Subparagraph b -LegacyDoc This reference is SUPERSEDED by the Accounting Standards Codification effective for interim and annual periods ending after September 15, 2009. This reference is included to help users transition from the previous accounting hierarchy and will be removed from future versions of this taxonomy. + Details
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- Definition Fair value as of the balance sheet date of all interest rate derivative assets designated as cash flow hedging instruments. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Statement of Financial Accounting Standard (FAS) -Number 133 -Paragraph 17 -LegacyDoc This reference is SUPERSEDED by the Accounting Standards Codification effective for interim and annual periods ending after September 15, 2009. This reference is included to help users transition from the previous accounting hierarchy and will be removed from future versions of this taxonomy. Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4B -Subparagraph (c)(1) -URI http://asc.fasb.org/extlink&oid=6935481&loc=SL5624163-113959 + Details
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- Definition The estimated net amount of unrealized gains or losses on interest rate cash flow hedges as of the balance sheet date expected to be reclassified to earnings within the next twelve months. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Statement of Financial Accounting Standard (FAS) -Number 133 -Paragraph 45 -Subparagraph b(2) -LegacyDoc This reference is SUPERSEDED by the Accounting Standards Codification effective for interim and annual periods ending after September 15, 2009. This reference is included to help users transition from the previous accounting hierarchy and will be removed from future versions of this taxonomy. Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 30 -Section 50 -Paragraph 1 -Subparagraph (c) -URI http://asc.fasb.org/extlink&oid=6887037&loc=d3e80748-113994 + Details
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