Aggregate notional amount specified by the derivative(s). Expressed as an absolute value.

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher SEC

-Name Regulation S-X (SX)

-Number 210

-Article 12

-Section 13

-Sentence Column B

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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=35706170&loc=SL5624258-113959

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- Definition

Face (par) amount of debt instrument at time of issuance.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 835

-SubTopic 30

-Section 45

-Paragraph 2

-URI http://asc.fasb.org/extlink&oid=6451184&loc=d3e28551-108399

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-Publisher FASB

-Name Accounting Standards Codification

-Topic 835

-SubTopic 30

-Section 55

-Paragraph 8

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- Definition

Period the derivative contract is outstanding, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.

+ References

No definition available.

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- Definition

Fair value as of the balance sheet date of all interest rate derivative assets designated as cash flow hedging instruments.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 50

-Paragraph 4B

-Subparagraph (c)(1)

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Fair value as of the balance sheet date of all interest rate derivatives designated as cash flow hedging instruments.

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-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 45

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- Definition

The amount of net gains or losses on interest rate cash flow hedges reclassified during the period to earnings from accumulated other comprehensive income upon the hedged transaction affecting earnings.

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-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 50

-Paragraph 4C

-Subparagraph (c)

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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.

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-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 30

-Section 50

-Paragraph 1

-Subparagraph (c)

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- Definition

Fair value as of the balance sheet date of all interest rate derivative liabilities designated as cash flow hedging instruments.

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- Definition

Number of interest rate derivative instruments held by the entity at the reporting date.

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-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 50

-Paragraph 1B

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- Definition

Amount of unrealized gain (loss) related to the increase or decrease in fair value of interest rate derivatives designated as cash flow hedging instruments, which was recorded in accumulated other comprehensive income to the extent that the cash flow hedge was determined to be effective.

+ References

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-SubTopic 10

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-Paragraph 4C

-Subparagraph (b)

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Derivative Instruments (Details) (USD $)	3 Months Ended
Derivative Instruments (Details) (USD $)	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
Derivative [Line Items]
Maximum period of extension term	131 months
Interest Rate Cash Flow Hedge Derivative at Fair Value, Net [Abstract]
Gross derivative assets	$ 520,000		$ 430,000
Gross derivative liabilities	(19,416,000)		(6,417,000)
Net derivative liability	(18,896,000)		(5,987,000)
Loss to be reclassified from accumulated other comprehensive loss to interest expense over next twelve months	5,700,000
Interest Rate Swap [Member] \| Interest Expense [Member]
Interest Rate Cash Flow Hedge Derivative at Fair Value, Net [Abstract]
Amount of gain/(loss) recognized in OCI on derivative	(15,205,000)	(9,886,000)
Amount of previously recorded loss reclassified from accumulated OCI into interest expense	1,467,000	1,170,000
Credit Risk Contract [Member]
Interest Rate Cash Flow Hedge Derivative at Fair Value, Net [Abstract]
Assets needed for immediate settlement, aggregate fair value	20,300,000
Unsecured Debt [Member] \| $500 Million Unsecured Line of Credit [Member]
Derivative [Line Items]
Face amount of debt instrument	500,000,000
Unsecured Debt [Member] \| $170 Million Unsecured Term Loan [Member]
Derivative [Line Items]
Face amount of debt instrument	170,000,000
Unsecured Debt [Member] \| $300 Million 2011 Unsecured Term Loan Maturing 2016 [Member]
Derivative [Line Items]
Face amount of debt instrument	300,000,000
Unsecured Debt [Member] \| $300 million Unsecured 2013 Term Loan Maturing 2019 [Member]
Derivative [Line Items]
Face amount of debt instrument	300,000,000
Debt [Member] \| Interest Rate Swap [Member]
Derivative [Line Items]
Total notional value	1,400,000,000
Debt [Member] \| Forward Starting Interest Rate Swap [Member]
Derivative [Line Items]
Total notional value	500,000,000
Debt [Member] \| Forward Starting Interest Rate Swap 4 through 8 [Member]
Derivative [Line Items]
Total notional value	250,000,000
Number of Swap Agreements	4
Debt [Member] \| Forward Starting Interest Rate Swap 9 through 12 [Member]
Derivative [Line Items]
Total notional value	250,000,000
Number of Swap Agreements	4
Debt [Member] \| Unsecured Debt [Member] \| $300 Million 2011 Unsecured Term Loan Maturing 2016 [Member] \| Interest Rate Swap 1 through 4 [Member]
Derivative [Line Items]
Total notional value	300,000,000
Number of Swap Agreements	4
Debt [Member] \| Unsecured Debt [Member] \| $300 million Unsecured 2013 Term Loan Maturing 2019 [Member] \| Interest Rate Swap 5 through 8 [Member]
Derivative [Line Items]
Total notional value	200,000,000
Number of Swap Agreements	4
Debt [Member] \| Unsecured Debt [Member] \| $300 million Unsecured 2013 Term Loan Maturing 2019 [Member] \| Interest Rate Swap 9 through 10 [Member]
Derivative [Line Items]
Total notional value	100,000,000
Number of Swap Agreements	2
Debt [Member] \| Unsecured Debt [Member] \| $300 Million 2011 Unsecured Term Loan Maturing 2020 [Member] \| Forward Starting Interest Rate Swap 1 through 3 [Member]
Derivative [Line Items]
Total notional value	$ 300,000,000
Number of Swap Agreements	3