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Interest Rate Derivatives (Details) (USD $) | 0 Months Ended | 3 Months Ended | 9 Months Ended |
--- | --- | --- | --- | ---
Jan. 05, 2012 | Sep. 30, 2012 | Sep. 30, 2011 | Sep. 30, 2012 | Sep. 30, 2011 | Dec. 31, 2011
Fair values of interest rate swap derivatives |  |  |  |  |  |  |  |
Fair value of interest rate swaps |  | $ (6,543,000) |  |  | $ (6,543,000) |  |  | $ (30,147,000)
Settlement of the forward starting swaps and interest accrued thereon | 29,700,000 |  |  |  | 29,738,000 |  | 0 |
Effect of interest rate derivatives on consolidated statements of operations and comprehensive income |  |  |  |  |  |  |  |
Amount of loss recognized in accumulated other comprehensive loss (AOCL) (effective portion) |  | (2,760,000) |  | (21,869,000) | (7,386,000) |  | (30,463,000) |
Amount of loss reclassified from AOCL into interest expense (effective portion) |  | (632,000) |  | (1,179,000) | (3,034,000) |  | (3,446,000) |
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 |  | 0 |  |  | 0 |  |  | 111,000
Fair value of interest rate swaps not designated as hedge classified as prepaid expenses and other assets |  | 0 |  |  | 0 |  |  | 605,000
Fair value of Interest rate swaps classified as interest rate derivatives |  | (6,543,000) |  |  | (6,543,000) |  |  | (2,255,000)
Fair value of interest rate swaps not designated as hedge classified as interest rate derivatives |  | 0 |  |  | 0 |  |  | (28,608,000)
Approximate amount to be reclassified from AOCL to interest expense over the next 12 months |  | 2,600,000 |  |  | 2,600,000 |  |  |
Interest rate derivatives in liability position, fair value |  | 6,500,000 |  |  | 6,500,000 |  |  |
Termination value to settle obligations under interest rate derivative agreements |  | 7,100,000 |  |  | 7,100,000 |  |  |
Designated | Interest rate swap, effective date January 3, 2012 |  |  |  |  |  |  |  |
Fair values of interest rate swap derivatives |  |  |  |  |  |  |  |
Notional Amount |  | 100,000,000 |  |  | 100,000,000 |  |  |
Fixed rate (as a percent) |  | 0.6123% |  |  | 0.6123% |  |  |
Floating rate index |  |  |  |  | One-Month LIBOR |  |  |
Fair value of interest rate swaps |  | (671,000) |  |  | (671,000) |  |  | 55,000
Designated | Interest rate swap one, effective date January 3, 2012 |  |  |  |  |  |  |  |
Fair values of interest rate swap derivatives |  |  |  |  |  |  |  |
Notional Amount |  | 100,000,000 |  |  | 100,000,000 |  |  |
Fixed rate (as a percent) |  | 0.61% |  |  | 0.61% |  |  |
Floating rate index |  |  |  |  | One-Month LIBOR |  |  |
Fair value of interest rate swaps |  | (667,000) |  |  | (667,000) |  |  | 56,000
Designated | Interest rate swap two, effective date January 3, 2012 |  |  |  |  |  |  |  |
Fair values of interest rate swap derivatives |  |  |  |  |  |  |  |
Notional Amount |  | 100,000,000 |  |  | 100,000,000 |  |  |
Fixed rate (as a percent) |  | 0.832% |  |  | 0.832% |  |  |
Floating rate index |  |  |  |  | One-Month LIBOR |  |  |
Fair value of interest rate swaps |  | (1,447,000) |  |  | (1,447,000) |  |  | (66,000)
Designated | Interest rate swap three, effective date January 3, 2012 |  |  |  |  |  |  |  |
Fair values of interest rate swap derivatives |  |  |  |  |  |  |  |
Notional Amount |  | 100,000,000 |  |  | 100,000,000 |  |  |
Fixed rate (as a percent) |  | 0.832% |  |  | 0.832% |  |  |
Floating rate index |  |  |  |  | One-Month LIBOR |  |  |
Fair value of interest rate swaps |  | (1,447,000) |  |  | (1,447,000) |  |  | (49,000)
Designated | Interest rate swap, effective date November 2, 2010 |  |  |  |  |  |  |  |
Fair values of interest rate swap derivatives |  |  |  |  |  |  |  |
Notional Amount |  | 38,671,000 | [1] |  | 38,671,000 | [1] |  |
Fixed rate (as a percent) |  | 3.83% |  |  | 3.83% |  |  |
Floating rate index |  |  |  |  | One-Month LIBOR |  |  |
Fair value of interest rate swaps |  | (1,393,000) |  |  | (1,393,000) |  |  | (1,054,000)
Notional amount of interest rate derivatives after scheduled amortization |  |  |  |  | 36,200,000 |  |  |
Designated | Interest rate swap, effective date September 2, 2014, swap one |  |  |  |  |  |  |  |
Fair values of interest rate swap derivatives |  |  |  |  |  |  |  |
Notional Amount |  | 100,000,000 |  |  | 100,000,000 |  |  |
Fixed rate (as a percent) |  | 0.8055% |  |  | 0.8055% |  |  |
Floating rate index |  |  |  |  | One-Month LIBOR |  |  |
Fair value of interest rate swaps |  | (262,000) |  |  | (262,000) |  |  | 0
Designated | Interest rate swap, effective date September 2, 2014, swap two |  |  |  |  |  |  |  |
Fair values of interest rate swap derivatives |  |  |  |  |  |  |  |
Notional Amount |  | 100,000,000 |  |  | 100,000,000 |  |  |
Fixed rate (as a percent) |  | 0.81% |  |  | 0.81% |  |  |
Floating rate index |  |  |  |  | One-Month LIBOR |  |  |
Fair value of interest rate swaps |  | (272,000) |  |  | (272,000) |  |  | 0
Designated | Interest rate swap, effective date September 1, 2015, swap one |  |  |  |  |  |  |  |
Fair values of interest rate swap derivatives |  |  |  |  |  |  |  |
Notional Amount |  | 100,000,000 |  |  | 100,000,000 |  |  |
Fixed rate (as a percent) |  | 1.673% |  |  | 1.673% |  |  |
Floating rate index |  |  |  |  | One-Month LIBOR |  |  |
Fair value of interest rate swaps |  | (123,000) |  |  | (123,000) |  |  | 0
Designated | Interest rate swap, effective date September 1, 2015, swap two |  |  |  |  |  |  |  |
Fair values of interest rate swap derivatives |  |  |  |  |  |  |  |
Notional Amount |  | 100,000,000 |  |  | 100,000,000 |  |  |
Fixed rate (as a percent) |  | 1.73% |  |  | 1.73% |  |  |
Floating rate index |  |  |  |  | One-Month LIBOR |  |  |
Fair value of interest rate swaps |  | (261,000) |  |  | (261,000) |  |  | 0
Designated | 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 (as a percent) |  | 0.5025% |  |  | 0.5025% |  |  |
Floating rate index |  |  |  |  | One-Month LIBOR |  |  |
Fair value of interest rate swaps |  | 0 |  |  | 0 |  |  | (1,000)
Designated | 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 (as a percent) |  | 0.5025% |  |  | 0.5025% |  |  |
Floating rate index |  |  |  |  | One-Month LIBOR |  |  |
Fair value of interest rate swaps |  | 0 |  |  | 0 |  |  | (1,000)
Designated | 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 (as a percent) |  | 1.76% |  |  | 1.76% |  |  |
Floating rate index |  |  |  |  | One-Month LIBOR |  |  |
Fair value of interest rate swaps |  | 0 |  |  | 0 |  |  | (552,000)
Designated | 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 (as a percent) |  | 1.975% |  |  | 1.975% |  |  |
Floating rate index |  |  |  |  | One-Month LIBOR |  |  |
Fair value of interest rate swaps |  | 0 |  |  | 0 |  |  | (532,000)
Not-designated | Interest rate swap, effective date September 30, 2011 |  |  |  |  |  |  |  |
Fair values of interest rate swap derivatives |  |  |  |  |  |  |  |
Notional Amount |  | 100,000,000 | [2] |  | 100,000,000 | [2] |  |
Fixed rate (as a percent) |  | 3.8415% |  |  | 3.8415% |  |  |
Floating rate index |  |  |  |  | Three-Month LIBOR |  |  |
Fair value of interest rate swaps |  | 0 |  |  | 0 |  |  | (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 | [2] |  | 75,000,000 | [2] |  |
Fixed rate (as a percent) |  | 3.845% |  |  | 3.845% |  |  |
Floating rate index |  |  |  |  | Three-Month LIBOR |  |  |
Fair value of interest rate swaps |  | 0 |  |  | 0 |  |  | (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 | [2] |  | 100,000,000 | [2] |  |
Fixed rate (as a percent) |  | 2.0525% |  |  | 2.0525% |  |  |
Floating rate index |  |  |  |  | Three-Month LIBOR-Reverse |  |  |
Fair value of interest rate swaps |  | 0 |  |  | 0 |  |  | 345,000
Not-designated | Interest rate swap two, effective date December 30, 2011 |  |  |  |  |  |  |  |
Fair values of interest rate swap derivatives |  |  |  |  |  |  |  |
Notional Amount |  | 75,000,000 | [2] |  | 75,000,000 | [2] |  |
Fixed rate (as a percent) |  | 2.0525% |  |  | 2.0525% |  |  |
Floating rate index |  |  |  |  | Three-Month LIBOR-Reverse |  |  |
Fair value of interest rate swaps |  | $ 0 |  |  | $ 0 |  |  | $ 260,000
[1] | The notional amount of this instrument is scheduled to amortize to $36.2 million.
[2] | As described further in our 2011 Annual Report on Form 10-K, on January 5, 2012, we settled these instruments, along with interest accrued thereon, for an aggregate of $29.7 million. Our policy is to present payments to terminate interest rate swaps entered into in order to hedge forecasted interest payments as operating activities on our consolidated statement of cash flows. Accordingly, the payments to settle these instruments were included in net cash provided by operating activities on our consolidated statement of cash flows.

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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 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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Data Type: | xbrli:stringItemType
Balance Type: | na
Period Type: | duration