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Interest Rate Derivatives (Details) (USD $) | 3 Months Ended | 6 Months Ended |
--- | --- | --- | ---
Jun. 30, 2013 | Jun. 30, 2012 | Jun. 30, 2013 | Jun. 30, 2012 | Dec. 31, 2012
Fair values of interest rate swap derivatives |  |  |  |  |  |  |
Fair value of interest rate swaps | $ 3,407,000 |  |  | $ 3,407,000 |  |  | $ (6,185,000)
Fair value of interest rate derivatives and balance sheet classification |  |  |  |  |  |  |
Interest rate derivatives | 6,963,000 |  |  | 6,963,000 |  |  | 0
Effect of interest rate derivatives on consolidated statements of operations and comprehensive income |  |  |  |  |  |  |
Amount of gain (loss) recognized in accumulated other comprehensive income (loss) (“AOCI”) (effective portion) | 7,830,000 |  | (2,639,000) | 8,292,000 |  | (4,626,000) |
Amount of loss reclassified from AOCI into interest expense (effective portion) | 674,000 |  | 928,000 | 1,332,000 |  | 2,402,000 |
Interest rate swaps |  |  |  |  |  |  |
Fair value of interest rate derivatives and balance sheet classification |  |  |  |  |  |  |
Interest rate derivatives | 6,963,000 |  |  | 6,963,000 |  |  | 0
Fair value of Interest rate swaps classified as interest rate derivatives | (3,556,000) |  |  | (3,556,000) |  |  | (6,185,000)
Effect of interest rate derivatives on consolidated statements of operations and comprehensive income |  |  |  |  |  |  |
Approximate amount to be reclassified from AOCI to interest expense over the next 12 months | 2,400,000 |  |  | 2,400,000 |  |  |
Interest rate derivatives in liability position, fair value | 3,600,000 |  |  | 3,600,000 |  |  |
Termination value to settle obligations under interest rate derivative agreements | 3,800,000 |  |  | 3,800,000 |  |  |
Designated | Interest rate swap, effective date January 3, 2012, swap one |  |  |  |  |  |  |
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 | (394,000) |  |  | (394,000) |  |  | (594,000)
Designated | Interest rate swap, effective date January 3, 2012, swap two |  |  |  |  |  |  |
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 | (391,000) |  |  | (391,000) |  |  | (591,000)
Designated | Interest rate swap, effective date January 3, 2012, swap three |  |  |  |  |  |  |
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 | (904,000) |  |  | (904,000) |  |  | (1,313,000)
Designated | Interest rate swap, effective date January 3, 2012, swap four |  |  |  |  |  |  |
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 | (904,000) |  |  | (904,000) |  |  | (1,313,000)
Designated | Interest rate swap, effective date November 2, 2010 |  |  |  |  |  |  |
Fair values of interest rate swap derivatives |  |  |  |  |  |  |
Notional Amount | 38,087,000 | [1] |  | 38,087,000 | [1] |  |
Fixed rate (as a percent) | 3.83% |  |  | 3.83% |  |  |
Floating rate index |  |  |  | One-Month LIBOR + 2.25% |  |  |
Derivative, Basis Spread on Variable Rate | 2.25% |  |  | 2.25% |  |  |
Fair value of interest rate swaps | (963,000) |  |  | (963,000) |  |  | (1,268,000)
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 | 470,000 |  |  | 470,000 |  |  | (263,000)
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 | 458,000 |  |  | 458,000 |  |  | (272,000)
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 | 3,227,000 |  |  | 3,227,000 |  |  | (154,000)
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 | $ 2,808,000 |  |  | $ 2,808,000 |  |  | $ (417,000)
[1] | The notional amount of this instrument is scheduled to amortize to $36.2 million.

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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 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. Reference 2: 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=7476318&loc=SL5624258-113959 + 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 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 Accounting Standards Codification -Topic 815 -SubTopic 30 -Section 50 -Paragraph 1 -Subparagraph (c) -URI http://asc.fasb.org/extlink&oid=7668309&loc=d3e80748-113994 Reference 2: 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. + Details
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