Derivative Financial Instruments (Tables)

6 Months Ended

Jun. 30, 2013

Summary of Derivative Instruments [Abstract]

Schedule of Notional Amounts of Outstanding Derivative Positions [Table Text Block]

The following table summarizes the terms of the Company's outstanding interest rate swap agreements entered into to manage the Company's exposure to changes in interest rates on its variable rate debt (dollars in thousands):

		Notional Amount
Effective Date	Expiration Date	Date	Amount		Pay Fixed Rate	Receive Variable Rate
10/6/2008	9/30/2013	10/6/2008	$	120,000	3.88%	1-month LIBOR
10/4/2012	9/30/2013	10/4/2012	$	1,450,000	0.25%	1-month LIBOR
		12/31/2012	$	1,350,000	0.25%	1-month LIBOR
		3/28/2013	$	1,300,000	0.25%	1-month LIBOR
		6/28/2013	$	1,250,000	0.25%	1-month LIBOR
9/30/2013	9/30/2014	9/30/2013	$	1,350,000	0.35%	1-month LIBOR
		12/31/2013	$	1,300,000	0.35%	1-month LIBOR
		3/31/2014	$	1,250,000	0.35%	1-month LIBOR
		6/30/2014	$	1,200,000	0.35%	1-month LIBOR
9/30/2014	9/30/2015	9/30/2014	$	1,150,000	0.54%	1-month LIBOR
		12/31/2014	$	1,100,000	0.54%	1-month LIBOR
		3/31/2015	$	1,050,000	0.54%	1-month LIBOR
		6/30/2015	$	1,000,000	0.54%	1-month LIBOR
9/30/2015	9/30/2016	9/30/2015	$	350,000	0.93%	1-month LIBOR
9/30/2016	9/30/2026	9/30/2026	$	100,000	2.79%	3-month LIBOR
9/30/2016	9/30/2026	9/30/2026	$	100,000	2.79%	3-month LIBOR
9/30/2016	9/30/2026	9/30/2026	$	100,000	2.80%	3-month LIBOR

Schedule of Derivative Instruments in Statement of Financial Position, Fair Value [Table Text Block]

nt. The following table summarizes the fair value of the Company's derivative instruments recorded in the consolidated balance sheets as of June 30, 2013 and December 31, 2012 (dollars in thousands

Schedule of Derivative Instruments, Effect on Other Comprehensive Income (Loss) [Table Text Block]

:

		Fair Value
	Balance Sheet Location	June 30, 2013		December 31, 2012
Asset Derivatives:
Derivatives designated as hedges:
Interest rate swap agreements	Other assets, net	$	29,327	$	4,227
Derivatives not designated as hedges:
Cross-currency swap agreement	Prepaid expenses and other	$	17,117	$	255
Liability Derivatives:
Derivatives designated as hedges:
Interest rate swap agreements	Accrued expenses	$	1,759	$	3,777
Interest rate swap agreements	Other long-term liabilities	148		882
Total liability derivatives designated as hedges		$	1,907	$	4,659
Derivatives not designated as hedges:
Cross-currency swap agreement	Other long-term liabilities	$	3,827	$	143

The following table shows the effect of the Company’s derivative instruments designated as cash flow hedges for the three and six months ended June 30, 2013 and 2012 in other comprehensive income (OCI) (dollars in thousands)

Schedule of Derivative Instruments, Gain (Loss) in Consolidated Statement of Operations [Table Text Block]

The following table shows the effect of the Company’s derivative instrument not designated as hedges for the three and six months ended June 30, 2013 and 2012 in the consolidated statements of operations (dollars in thousands):

		Amount Recognized in Earnings
Derivative Instrument Not Designated as Hedges:		Three Months Ended						Six Months Ended
	Location of Amount Recognized in Earnings	June 30,						June 30,
		2013			2012			2013			2012
Cross-currency swap agreement	Interest expense, net	$	(717	)	$	(1,203	)	$	(1,532	)	$	(2,521	)
Cross-currency swap agreement	Other income, net	26			115			22			288
		$	(691	)	$	(1,088	)	$	(1,510	)	$	(2,233	)