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Interest Rate Derivatives (Details) (USD $)
3 Months Ended9 Months Ended
Sep. 30, 2011
Sep. 30, 2010
Sep. 30, 2011
Sep. 30, 2010
Dec. 31, 2010
Fair values of interest rate swap derivatives     
Fair value of interest rate swaps designated as cash flow hedges$ (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 months3,700,000 3,700,000  
Interest rate derivatives in liability position, fair value30,600,000 30,600,000  
Termination value to settle obligations under interest rate derivative agreements31,800,000 31,800,000  
Interest rate swap, effective date January 2, 2009
     
Fair values of interest rate swap derivatives     
Notional Amount120,000,000 120,000,000  
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 Amount100,000,000 100,000,000  
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 Amount100,000,000 100,000,000  
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 Amount75,000,000 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 Amount50,000,000 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 Amount50,000,000 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 Amount50,000,000 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 Amount40,000,000 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