Use of Derivative Financial Instruments - Cash Flow Hedges of Interest Rate Risk (Details)	3 Months Ended		9 Months Ended
	Sep. 30, 2015 USD ($) derivative	Sep. 30, 2014 USD ($)	Sep. 30, 2015 USD ($) derivative	Sep. 30, 2014 USD ($)
Cash Flow Hedges of Interest Rate Risk
Gain (loss) on hedge ineffectiveness	$ (100,000)	$ 0	$ 0	$ 0
Additional amount reclassified from accumulated other comprehensive income (loss) as an increase to interest expense over the next twelve months	3,100,000		3,100,000
Amount of (gain)/loss recognized in accumulated other comprehensive income (loss) on interest rate swaps (effective portion)	8,564,000	(656,000)	9,540,000	3,825,000
Amount of loss reclassified from accumulated other comprehensive income (loss) into income as interest expense (effective portion)	928,000	644,000	2,521,000	1,866,000
Amount of loss recognized in interest expense (ineffective portion and amount excluded from effectiveness testing)	$ 92,000	$ 0	$ 0	$ 0
Interest Rate Swaps
Credit-risk-related Contingent Features
Number of interest rate swaps in liability position | derivative	18		18
Fair values of the interest rate swaps in a liability position	$ 7,200,000		$ 7,200,000
Value of adjustment for nonperformance risk related to net liability position	200,000		200,000
Accrued interest expense	300,000		300,000
Termination value required to settle obligations under agreements	$ 7,500,000		$ 7,500,000