Quarterly report pursuant to Section 13 or 15(d)

Interest Rate Derivatives (Details)

v2.3.0.15
Interest Rate Derivatives (Details) (USD $)
 3 Months Ended 9 Months Ended
Sep. 30, 2011
Sep. 30, 2010
Sep. 30, 2011
Sep. 30, 2010
Dec. 31, 2010
Fair values of interest rate swap derivatives          
Fair value of interest rate swaps designated as cash flow hedges $ (30,629,000)   $ (30,629,000)   $ (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         644,000
Fair value of Interest rate swaps classified as interest rate derivatives (30,629,000)   (30,629,000)   (4,226,000)
Effect of interest rate derivatives on consolidated statements of operations and comprehensive income          
Amount of loss recognized in AOCL (effective portion) (21,869,000) (1,530,000) (30,463,000) (5,844,000)  
Amount of loss reclassified from AOCL into interest expense (effective portion) (1,179,000) (887,000) (3,446,000) (2,684,000)  
Approximate amount to be reclassified from AOCL to interest expense over the next 12 months 3,700,000   3,700,000    
Interest rate derivatives in liability position, fair value 30,600,000   30,600,000    
Termination value to settle obligations under interest rate derivative agreements 31,800,000   31,800,000    
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 (as a percent) 1.76%   1.76%    
Floating rate index     one-month LIBOR    
Fair value of interest rate swaps designated as cash flow hedges (981,000)   (981,000)   (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 (as a percent) 1.975%   1.975%    
Floating rate index     one-month LIBOR    
Fair value of interest rate swaps designated as cash flow hedges (943,000)   (943,000)   (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 (as a percent) 3.8415%   3.8415%    
Floating rate index     three-month LIBOR    
Fair value of interest rate swaps designated as cash flow hedges (15,766,000)   (15,766,000)    
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 (as a percent) 3.845%   3.845%    
Floating rate index     three-month LIBOR    
Fair value of interest rate swaps designated as cash flow hedges (11,847,000)   (11,847,000)    
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 (as a percent) 0.5025%   0.5025%    
Floating rate index     one-month LIBOR    
Fair value of interest rate swaps designated as cash flow hedges (26,000)   (26,000)   (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 (as a percent) 0.5025%   0.5025%    
Floating rate index     one-month LIBOR    
Fair value of interest rate swaps designated as cash flow hedges (26,000)   (26,000)   (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 (as a percent) 0.44%   0.44%    
Floating rate index     one-month LIBOR    
Fair value of interest rate swaps designated as cash flow hedges (18,000)   (18,000)   (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 (as a percent) 3.83%   3.83%    
Floating rate index     one-month LIBOR    
Fair value of interest rate swaps designated as cash flow hedges (1,022,000)   (1,022,000)   644,000
Notional amount of interest rate derivatives after scheduled amortization     $ 36,200,000