Annual report pursuant to Section 13 and 15(d)

Interest Rate Derivatives (Details)

v2.4.0.6
Interest Rate Derivatives (Details) (USD $)
 0 Months Ended 12 Months Ended 12 Months Ended 12 Months Ended 12 Months Ended 12 Months Ended 12 Months Ended 12 Months Ended 12 Months Ended 12 Months Ended 12 Months Ended 12 Months Ended 12 Months Ended 12 Months Ended 0 Months Ended 12 Months Ended 12 Months Ended 12 Months Ended 12 Months Ended 0 Months Ended 1 Months Ended
Jan. 05, 2012
Dec. 31, 2012
Dec. 31, 2011
Dec. 31, 2010
Dec. 31, 2012
Interest rate swaps
Dec. 31, 2011
Interest rate swaps
Dec. 31, 2010
Interest rate swaps
Dec. 31, 2012
Designated
Interest rate swap, effective date January 3, 2012
Dec. 31, 2011
Designated
Interest rate swap, effective date January 3, 2012
Dec. 31, 2012
Designated
Interest rate swap one, effective date January 3, 2012
Dec. 31, 2011
Designated
Interest rate swap one, effective date January 3, 2012
Dec. 31, 2012
Designated
Interest rate swap two, effective date January 3, 2012
Dec. 31, 2011
Designated
Interest rate swap two, effective date January 3, 2012
Dec. 31, 2012
Designated
Interest rate swap three, effective date January 3, 2012
Dec. 31, 2011
Designated
Interest rate swap three, effective date January 3, 2012
Dec. 31, 2012
Designated
Interest rate swap, effective date November 2, 2010
Dec. 31, 2011
Designated
Interest rate swap, effective date November 2, 2010
Dec. 31, 2012
Designated
Interest rate swap, effective date September 2, 2014, swap one
Dec. 31, 2011
Designated
Interest rate swap, effective date September 2, 2014, swap one
Dec. 31, 2012
Designated
Interest rate swap, effective date September 2, 2014, swap two
Dec. 31, 2011
Designated
Interest rate swap, effective date September 2, 2014, swap two
Dec. 31, 2012
Designated
Interest rate swap, effective date September 1, 2015, swap one
Dec. 31, 2011
Designated
Interest rate swap, effective date September 1, 2015, swap one
Dec. 31, 2012
Designated
Interest rate swap, effective date September 1, 2015, swap two
Dec. 31, 2011
Designated
Interest rate swap, effective date September 1, 2015, swap two
Dec. 31, 2012
Designated
Interest rate swap, effective date January 3, 2011
Dec. 31, 2011
Designated
Interest rate swap, effective date January 3, 2011
Dec. 31, 2012
Designated
Interest rate swap, two, effective date January 3, 2011
Dec. 31, 2011
Designated
Interest rate swap, two, effective date January 3, 2011
Dec. 31, 2012
Designated
Interest rate swap, effective date January 2, 2009
Dec. 31, 2011
Designated
Interest rate swap, effective date January 2, 2009
Dec. 31, 2012
Designated
Interest rate swap, effective date January 1, 2010
Dec. 31, 2011
Designated
Interest rate swap, effective date January 1, 2010
Dec. 22, 2012
Not-designated
Interest rate swap, effective date September 30, 2011
Apr. 05, 2012
Not-designated
Interest rate swap, effective date September 30, 2011
Dec. 31, 2012
Not-designated
Interest rate swap, effective date September 30, 2011
Dec. 31, 2011
Not-designated
Interest rate swap, effective date September 30, 2011
Dec. 22, 2011
Not-designated
Interest rate swap, effective date September 30, 2011
Swap
Apr. 05, 2011
Not-designated
Interest rate swap, effective date September 30, 2011
Swap
Dec. 31, 2012
Not-designated
Interest rate swap two, effective date September 30, 2011
Dec. 31, 2011
Not-designated
Interest rate swap two, effective date September 30, 2011
Dec. 31, 2012
Not-designated
Interest rate swap, effective date December 30, 2011
Dec. 31, 2011
Not-designated
Interest rate swap, effective date December 30, 2011
Dec. 31, 2012
Not-designated
Interest rate swap two, effective date December 30, 2011
Dec. 31, 2011
Not-designated
Interest rate swap two, effective date December 30, 2011
Jan. 05, 2012
Not-designated
Forward starting swaps entered into on April 5, 2011 and December 22, 2011
Dec. 31, 2011
Not-designated
Forward starting swaps entered into on April 5, 2011 and December 22, 2011
Fair values of interest rate swap derivatives                                                                                              
Notional Amount               $ 100,000,000   $ 100,000,000   $ 100,000,000   $ 100,000,000   $ 38,475,000 [1]   $ 100,000,000   $ 100,000,000   $ 100,000,000   $ 100,000,000   $ 50,000,000   $ 50,000,000   $ 120,000,000   $ 100,000,000           $ 175,000,000 $ 175,000,000                
Notional Amount                                                                       100,000,000 [2]       75,000,000 [2]   100,000,000 [2]   75,000,000 [2]      
Fixed rate (as a percent)               0.6123%   0.61%   0.832%   0.832%   3.83%   0.8055%   0.81%   1.673%   1.73%   0.5025%   0.5025%   1.76%   1.975%       3.8415%       3.845%   2.0525%   2.0525%      
Floating rate index               One-Month LIBOR   One-Month LIBOR   One-Month LIBOR   One-Month LIBOR   One-Month LIBOR + 2.25%   One-Month LIBOR   One-Month LIBOR   One-Month LIBOR   One-Month LIBOR   One-Month LIBOR   One-Month LIBOR   One-Month LIBOR   One-Month LIBOR   reverse three-month LIBOR three-month LIBOR Three-Month LIBOR       Three-Month LIBOR   Three-Month LIBOR-Reverse   Three-Month LIBOR-Reverse      
Fair value of interest rate swaps   (6,185,000) (30,147,000)         (594,000) 55,000 (591,000) 56,000 (1,313,000) (66,000) (1,313,000) (49,000) (1,268,000) (1,054,000) (263,000) 0 (272,000) 0 (154,000) 0 (417,000) 0 0 (1,000) 0 (1,000) 0 (552,000) 0 (532,000)     0 (16,333,000)     0 (12,275,000) 0 345,000 0 260,000    
Notional amount of interest rate derivatives after scheduled amortization                               36,200,000                                                              
Settlement of the forward starting swaps and interest accrued thereon 29,700,000 29,738,000 0 0                                                                                      
Number of swaps                                                                           2 2                
Term of fixed-rate borrowings associated with interest rate derivative (in years)                                                                     10 years                        
Loss on interest rate derivatives   0 29,805,000 0                                                                                     29,800,000
Payments for Hedge, Financing Activities                                                                                           29,700,000  
Fair value of interest rate derivatives and balance sheet classification                                                                                              
Fair value of interest rate swaps classified as prepaid expenses and other assets         0 111,000                                                                                  
Fair value of interest rate swaps not designated as hedge classified as prepaid expenses and other assets         0 605,000                                                                                  
Fair value of Interest rate swaps classified as interest rate derivatives         (6,185,000) (2,255,000)                                                                                  
Fair value of interest rate swaps not designated as hedge classified as interest rate derivatives         0 (28,608,000)                                                                                  
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)         (7,676,000) (31,531,000) (5,473,000)                                                                                
Amount of loss reclassified from AOCL into interest expense (effective portion)         (3,697,000) (4,601,000) (3,689,000)                                                                                
Amount of loss reclassified from AOCL to loss on interest rate derivatives upon discontinuing hedge accounting           28,430,000                                                                                  
Loss on interest rate derivatives           1,375,000                                                                                  
Approximate amount to be reclassified from AOCL to interest expense over the next 12 months         2,600,000                                                                                    
Interest rate derivatives in liability position, fair value         6,200,000                                                                                    
Termination value to settle obligations under interest rate derivative agreements         $ 6,400,000                                                                                    
Derivative, Basis Spread on Variable Rate                               2.25%                                                              
[1] The notional amount of this instrument is scheduled to amortize to $36.2 million.
[2] As described below, we settled these instruments on January 5, 2012, 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.