Represents the notional amount of interest rate derivatives after scheduled amortization.

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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

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- Definition

The amount of net gains or losses on a cash flow hedge reclassified in the period to interest expense from accumulated other comprehensive income.

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- Definition

The reference rate for the variable rate of the interest rate derivative, such as LIBOR or the US Treasury rate and the maturity of the reference rate used, such as three months or six months LIBOR.

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Fixed interest rate related to the interest rate derivative.

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- Definition

The effective portion of losses on derivative instruments designated and qualifying as hedging instruments that was recognized in other comprehensive income during the current period.

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Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

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- Definition

The aggregate fair value amounts of derivative instruments that contain credit-risk-related contingent features that are in a net liability position at the end of the reporting period. For nonderivative instruments that are designated and qualify as hedging instruments, the fair value amounts are the carrying value of the nonderivative hedging instrument, including the adjustment for the foreign currency transaction gain (loss) on that instrument.

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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.

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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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- Definition

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

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Aggregate notional amount of all interest rate derivatives designated as hedging instruments in cash flow hedges. Notional amount refers to the monetary amount specified in the interest rate derivative contract.

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Interest Rate Derivatives (Details) (USD $)	3 Months Ended		9 Months Ended
Interest Rate Derivatives (Details) (USD $)	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