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Interest Rate Derivatives (Details) (USD $) | 1 Months Ended | 3 Months Ended |
--- | --- | --- | ---
Jan. 31, 2012 | Mar. 31, 2012 | Mar. 31, 2011 | Dec. 31, 2011
Fair values of interest rate swap derivatives |  |  |  |
Fair value of interest rate swaps |  | $ (2,673,000) |  | $ (30,147,000)
Cash settlement of the forward starting swaps and interest accrued thereon | 29,700,000 | 29,738,000 |  |
Effect of interest rate derivatives on consolidated statements of operations and comprehensive income |  |  |  |
Amount of loss recognized in AOCL (effective portion) |  | (1,987,000) | (136,000) |
Amount of loss reclassified from AOCL into interest expense (effective portion) |  | (1,474,000) | (1,104,000) |
Interest rate swaps |  |  |  |
Fair value of interest rate derivatives and balance sheet classification |  |  |  |
Fair value of interest rate swaps classified as prepaid expenses and other assets |  |  |  | 111,000
Fair value of Interest rate swaps classified as interest rate derivatives |  | (2,673,000) |  | (2,255,000)
Fair value of interest rate swaps not designated as hedge classified as prepaid expenses and other assets |  |  |  | 605,000
Fair value of interest rate swaps not designated as hedge classified as interest rate derivatives |  |  |  | (28,608,000)
Approximate amount to be reclassified from AOCL to interest expense over the next 12 months |  | 2,500,000 |  |
Interest rate derivatives in liability position, fair value |  | 2,700,000 |  |
Termination value to settle obligations under interest rate derivative agreements |  | 3,300,000 |  |
Designated | Interest rate swap, effective date January 3, 2011 |  |  |  |
Fair values of interest rate swap derivatives |  |  |  |
Notional Amount |  | 50,000,000 |  |
Fixed rate (as a percent) |  | 0.5025% |  |
Floating rate index |  | One-Month LIBOR |  |
Fair value of interest rate swaps |  |  |  | (1,000)
Designated | Interest rate swap two, effective date January 3, 2011 |  |  |  |
Fair values of interest rate swap derivatives |  |  |  |
Notional Amount |  | 50,000,000 |  |
Fixed rate (as a percent) |  | 0.5025% |  |
Floating rate index |  | One-Month LIBOR |  |
Fair value of interest rate swaps |  |  |  | (1,000)
Designated | Interest rate swap, effective date January 2, 2009 |  |  |  |
Fair values of interest rate swap derivatives |  |  |  |
Notional Amount |  | 120,000,000 |  |
Fixed rate (as a percent) |  | 1.76% |  |
Floating rate index |  | One-Month LIBOR |  |
Fair value of interest rate swaps |  | (152,000) |  | (552,000)
Designated | Interest rate swap, effective date January 1, 2010 |  |  |  |
Fair values of interest rate swap derivatives |  |  |  |
Notional Amount |  | 100,000,000 |  |
Fixed rate (as a percent) |  | 1.975% |  |
Floating rate index |  | One-Month LIBOR |  |
Fair value of interest rate swaps |  | (144,000) |  | (532,000)
Designated | Interest rate swap, effective date January 3, 2012 |  |  |  |
Fair values of interest rate swap derivatives |  |  |  |
Notional Amount |  | 100,000,000 |  |
Fixed rate (as a percent) |  | 0.6123% |  |
Floating rate index |  | One-Month LIBOR |  |
Fair value of interest rate swaps |  | (282,000) |  | 55,000
Designated | Interest rate swap one, effective date January 3, 2012 |  |  |  |
Fair values of interest rate swap derivatives |  |  |  |
Notional Amount |  | 100,000,000 |  |
Fixed rate (as a percent) |  | 0.61% |  |
Floating rate index |  | One-Month LIBOR |  |
Fair value of interest rate swaps |  | (277,000) |  | 56,000
Designated | Interest rate swap two, effective date January 3, 2012 |  |  |  |
Fair values of interest rate swap derivatives |  |  |  |
Notional Amount |  | 100,000,000 |  |
Fixed rate (as a percent) |  | 0.832% |  |
Floating rate index |  | One-Month LIBOR |  |
Fair value of interest rate swaps |  | (365,000) |  | (66,000)
Designated | Interest rate swap three, effective date January 3, 2012 |  |  |  |
Fair values of interest rate swap derivatives |  |  |  |
Notional Amount |  | 100,000,000 |  |
Fixed rate (as a percent) |  | 0.832% |  |
Floating rate index |  | One-Month LIBOR |  |
Fair value of interest rate swaps |  | (363,000) |  | (49,000)
Designated | Interest rate swap, effective date November 2, 2010 |  |  |  |
Fair values of interest rate swap derivatives |  |  |  |
Notional Amount |  | 39,027,000 |  |
Fixed rate (as a percent) |  | 3.83% |  |
Floating rate index |  | One-Month LIBOR |  |
Fair value of interest rate swaps |  | (1,090,000) |  | (1,054,000)
Notional amount of interest rate derivatives after scheduled amortization |  | 36,200,000 |  |
Not-designated | Interest rate swap two, effective date December 30, 2011 |  |  |  |
Fair values of interest rate swap derivatives |  |  |  |
Notional Amount |  | 75,000,000 |  |
Fixed rate (as a percent) |  | 2.0525% |  |
Floating rate index |  | Three-Month LIBOR-Reverse |  |
Fair value of interest rate swaps |  |  |  | 260,000
Not-designated | Interest rate swap, effective date September 30, 2011 |  |  |  |
Fair values of interest rate swap derivatives |  |  |  |
Notional Amount |  | 100,000,000 |  |
Fixed rate (as a percent) |  | 3.8415% |  |
Floating rate index |  | Three-Month LIBOR |  |
Fair value of interest rate swaps |  |  |  | (16,333,000)
Not-designated | Interest rate swap two, effective date September 30, 2011 |  |  |  |
Fair values of interest rate swap derivatives |  |  |  |
Notional Amount |  | 75,000,000 |  |
Fixed rate (as a percent) |  | 3.845% |  |
Floating rate index |  | Three-Month LIBOR |  |
Fair value of interest rate swaps |  |  |  | (12,275,000)
Not-designated | Interest rate swap, effective date December 30, 2011 |  |  |  |
Fair values of interest rate swap derivatives |  |  |  |
Notional Amount |  | 100,000,000 |  |
Fixed rate (as a percent) |  | 2.0525% |  |
Floating rate index |  | Three-Month LIBOR-Reverse |  |
Fair value of interest rate swaps |  |  |  | $ 345,000

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- Definition The cash outflow for derivative instruments during the period, which are classified as operating activities, excluding those designated as hedging instruments. + References No definition available. + Details
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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. + References No definition available. + 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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- Definition Fair value as of the balance sheet date of all interest rate derivative liabilities 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 Fair value as of the balance sheet date of interest rate derivative assets, net of interest rate derivative liabilities, which includes all such derivative instruments in hedging and nonhedging relationships that are recognized on the balance sheet. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Statement of Financial Accounting Standard (FAS) -Number 107 -Paragraph 10 -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 825 -SubTopic 10 -Section 50 -Paragraph 10 -Subparagraph (a) -URI http://asc.fasb.org/extlink&oid=6947722&loc=d3e13433-108611 Reference 3: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 825 -SubTopic 10 -Section 50 -Paragraph 15 -URI http://asc.fasb.org/extlink&oid=6947722&loc=d3e13495-108611 + Details
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- Definition Aggregate notional amount of all derivatives. The notional amount relates to a number of currency units, shares, bushels, pounds, or other units specified in a derivative instrument. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Glossary Notional Amount -URI http://asc.fasb.org/extlink&oid=6519104 + Details
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- Definition Aggregate notional amount of all interest rate derivatives designated as hedging instruments in cash flow hedges. Notional amount refers to the monetary amount specified in the interest rate derivative contract. + References Reference 1: 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=6935481&loc=SL5580258-113959 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 1A -Subparagraph (d) -URI http://asc.fasb.org/extlink&oid=6935481&loc=SL5579245-113959 + Details
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