Interest Rate Derivatives (Details) (USD $)	0 Months Ended	3 Months Ended			6 Months Ended
	Jan. 05, 2012	Jun. 30, 2012		Jun. 30, 2011	Jun. 30, 2012		Jun. 30, 2011	Dec. 31, 2011
Fair values of interest rate swap derivatives
Fair value of interest rate swaps		$ (4,400,000)			$ (4,400,000)			$ (30,147,000)
Cash settlement of the forward starting swaps and interest accrued thereon	29,700,000				29,738,000		0
Effect of interest rate derivatives on consolidated statements of operations and comprehensive income
Amount of loss recognized in accumulated other comprehensive loss (AOCL) (effective portion)		(2,639,000)		(8,458,000)	(4,626,000)		(8,594,000)
Amount of loss reclassified from AOCL into interest expense (effective portion)		(928,000)		(1,163,000)	(2,402,000)		(2,267,000)
Interest rate swaps
Fair value of interest rate derivatives and balance sheet classification
Fair value of interest rate swaps classified as prepaid expenses and other assets		0			0			111,000
Fair value of interest rate swaps not designated as hedge classified as prepaid expenses and other assets		0			0			605,000
Fair value of Interest rate swaps classified as interest rate derivatives		(4,400,000)			(4,400,000)			(2,255,000)
Fair value of interest rate swaps not designated as hedge classified as interest rate derivatives		0			0			(28,608,000)
Approximate amount to be reclassified from AOCL to interest expense over the next 12 months		2,200,000			2,200,000
Interest rate derivatives in liability position, fair value		4,400,000			4,400,000
Termination value to settle obligations under interest rate derivative agreements		4,700,000			4,700,000
Designated | Interest rate swap, effective date January 3, 2012
Fair values of interest rate swap derivatives
Notional Amount		100,000,000			100,000,000
Fixed rate (as a percent)		0.6123%			0.6123%
Floating rate index					One-Month LIBOR
Fair value of interest rate swaps		(490,000)			(490,000)			55,000
Designated | Interest rate swap one, effective date January 3, 2012
Fair values of interest rate swap derivatives
Notional Amount		100,000,000			100,000,000
Fixed rate (as a percent)		0.61%			0.61%
Floating rate index					One-Month LIBOR
Fair value of interest rate swaps		(486,000)			(486,000)			56,000
Designated | Interest rate swap two, effective date January 3, 2012
Fair values of interest rate swap derivatives
Notional Amount		100,000,000			100,000,000
Fixed rate (as a percent)		0.832%			0.832%
Floating rate index					One-Month LIBOR
Fair value of interest rate swaps		(1,062,000)			(1,062,000)			(66,000)
Designated | Interest rate swap three, effective date January 3, 2012
Fair values of interest rate swap derivatives
Notional Amount		100,000,000			100,000,000
Fixed rate (as a percent)		0.832%			0.832%
Floating rate index					One-Month LIBOR
Fair value of interest rate swaps		(1,058,000)			(1,058,000)			(49,000)
Designated | Interest rate swap, effective date November 2, 2010
Fair values of interest rate swap derivatives
Notional Amount		38,844,000	[1]		38,844,000	[1]
Fixed rate (as a percent)		3.83%			3.83%
Floating rate index					One-Month LIBOR
Fair value of interest rate swaps		(1,304,000)			(1,304,000)			(1,054,000)
Notional amount of interest rate derivatives after scheduled amortization					36,200,000
Designated | 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		0			0			(1,000)
Designated | 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		0			0			(1,000)
Designated | 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		0			0			(552,000)
Designated | 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		0			0			(532,000)
Not-designated | Interest rate swap, effective date September 30, 2011
Fair values of interest rate swap derivatives
Notional Amount		100,000,000	[2]		100,000,000	[2]
Fixed rate (as a percent)		3.8415%			3.8415%
Floating rate index					Three-Month LIBOR
Fair value of interest rate swaps		0			0			(16,333,000)
Not-designated | Interest rate swap two, effective date September 30, 2011
Fair values of interest rate swap derivatives
Notional Amount		75,000,000	[2]		75,000,000	[2]
Fixed rate (as a percent)		3.845%			3.845%
Floating rate index					Three-Month LIBOR
Fair value of interest rate swaps		0			0			(12,275,000)
Not-designated | Interest rate swap, effective date December 30, 2011
Fair values of interest rate swap derivatives
Notional Amount		100,000,000	[2]		100,000,000	[2]
Fixed rate (as a percent)		2.0525%			2.0525%
Floating rate index					Three-Month LIBOR-Reverse
Fair value of interest rate swaps		0			0			345,000
Not-designated | Interest rate swap two, effective date December 30, 2011
Fair values of interest rate swap derivatives
Notional Amount		75,000,000	[2]		75,000,000	[2]
Fixed rate (as a percent)		2.0525%			2.0525%
Floating rate index					Three-Month LIBOR-Reverse
Fair value of interest rate swaps		$ 0			$ 0			$ 260,000

[1] The notional amount of this instrument is scheduled to amortize to $36.2 million.

[2] As described further in our 2011 Annual Report on Form 10-K, on January 5, 2012, we cash settled these instruments, along with interest accrued thereon, for an aggregate of $29.7 million. Our policy is to present payments to terminate interest rate swaps entered into in order to hedge forecasted interest payments as operating activities on our consolidated statement of cash flows. Accordingly, the payments to cash settle these instruments were included in net cash provided by operating activities on our consolidated statement of cash flows.