Derivative Instruments (Details) (USD $)	3 Months Ended			0 Months Ended	1 Months Ended	12 Months Ended
	Mar. 31, 2015		Mar. 31, 2014	Jan. 13, 2015	Jan. 31, 2014	Dec. 31, 2014
Derivative [Line Items]
Notional Amount	$ 548,975,000					$ 703,870,000
Fair Value at Significant Other Observable Inputs (Level 2)	402,000					(2,409,000)
Interest Expense	45,466,000		47,374,000
Reclassification out of Accumulated Other Comprehensive Income [Member] | Cash flow hedge adjustments
Derivative [Line Items]
Interest Expense	2,100,000
Cash Flow Hedging | Designated as Hedging Instrument
Derivative [Line Items]
Term of contract					5 years
Loss on hedge						1,600,000
Cash settlement				5,700,000
SGD
Derivative [Line Items]
Exchange rate	0.73					0.75
Currently-paying contracts
Derivative [Line Items]
Notional Amount	548,975,000					553,870,000
Fair Value at Significant Other Observable Inputs (Level 2)	402,000					428,000
Currently-paying contracts | Swap 1
Derivative [Line Items]
Notional Amount	410,905,000	[1]				410,905,000	[1]
Type of Derivative	Swap
Strike Rate	0.717%
Fair Value at Significant Other Observable Inputs (Level 2)	(1,145,000)					(241,000)
Currently-paying contracts | Swap 2
Derivative [Line Items]
Notional Amount	138,070,000	[2]				142,965,000	[2]
Type of Derivative	Swap
Strike Rate	0.925%
Effective Date	Jul. 17, 2012
Expiration Date	Apr. 18, 2017
Fair Value at Significant Other Observable Inputs (Level 2)	1,547,000					669,000
Forward-starting contracts
Derivative [Line Items]
Notional Amount	0	[3]			150,000,000
Type of Derivative	Forward-starting Swap
Strike Rate	2.091%
Effective Date	Jul. 15, 2014
Expiration Date	Jul. 15, 2019
Fair Value at Significant Other Observable Inputs (Level 2)	$ 0					$ (2,837,000)

[1] Represents the U.S. dollar tranche of the unsecured term loan.

[2] Represents a portion of the Singapore dollar tranche of the unsecured term loan. Translation to U.S. dollars is based on exchange rate of $0.73 to 1.00 SGD as of March 31, 2015 and $0.75 to 1.00 SGD as of December 31, 2014.

[3] In January 2014, we entered into a forward-starting five-year swap contract to protect against adverse fluctuations in interest rates by reducing our exposure to variability in cash flows relating to interest payments on a forecasted issuance of debt. The accrual period of the swap contract was designed to match the tenor of the planned debt issuance. In the fourth quarter of 2014, changes in the forecasted transaction resulted in the discontinuation of cash flow hedge accounting. As such, changes in the fair value of the forward starting swap were recognized in earnings, within the other income (expense) line item. During the three months ended March 31, 2015, the total net loss recognized on the forward starting swap was approximately $1.6 million, and on January 13, 2015, we cash settled the forward starting swap for approximately $5.7 million, including accrued interest.