Derivatives (Tables)

6 Months Ended

Jun. 30, 2012

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of Derivative Instruments [Table Text Block]

The table below provides additional information related to the forward-starting swaps that are included in the preceding table:

Forward-Start Date	Notional Amount		Weighted-Average Fixed Rate Swapped
March 25, 2013	$	100,000	1.89	%
April 15, 2013	25,000		1.70	%
January 8, 2013	150,000		0.77	%
	$	275,000	1.62	%

The tables below summarize information about the Company’s derivative financial instruments on the balance sheet as of the dates indicated:  

		June 30, 2012							December 31, 2011
Accounting Designation:	Balance Sheet Location:	Fair Value			Cumulative Notional Amount		Weighted-average Fixed Rate Swapped		Fair Value			Cumulative Notional Amount		Weighted-average Fixed Rate Swapped
Hedging instruments		$	(36,551	)	$	1,485,000	1.50	%	$	(25,512	)	$	1,065,000	1.55	%
Trading instruments		(2,716		)	27,000		2.88	%	(2,485		)	27,000		2.88	%
	Derivative liabilities	$	(39,267	)					$	(27,997	)

Schedule of Notional Amounts of Outstanding Derivative Positions [Table Text Block]

The following table summarizes the contractual maturities remaining for the Company’s outstanding interest rate swap agreements as of June 30, 2012:

Remaining Maturity	Notional Amount: Trading		Notional Amount: Hedging		Notional Amount: Total		Number of Swaps	Weighted-Average Fixed Rate Swapped
0-12 months	$	—	$	75,000	$	75,000	2	1.30	%
13-36 months	—		565,000		565,000		10	1.44	%
37-60 months	27,000		260,000		287,000		11	2.04	%
Over 60 months	—		585,000		585,000		19	1.39	%
	$	27,000	$	1,485,000	$	1,512,000	42	1.53	%

Schedule of Derivative Instruments Included in Trading Activities [Table Text Block]

The table below presents the effect of the derivatives designated as trading instruments on the Company’s consolidated statements of income for the periods indicated.

Type of Derivative Designated as Trading	Location On Income Statement	Amount of Loss Recognized in Net Income
		Three Months Ended						Six Months Ended
		June 30, 2012			June 30, 2011			June 30, 2012			June 30, 2011
Interest rate swaps	Fair value adjustments, net	$	(500	)	$	(871	)	$	(574	)	$	(1,204	)

Schedule of Derivative Instruments, Effect on Other Comprehensive Income (Loss) [Table Text Block]

The table below presents the effect of the derivatives designated as hedging instruments on the Company’s consolidated statement of comprehensive income for the periods indicated:

Type of Derivative Designated as Cash Flow Hedge	Amount of Gain (Loss) Recognized in OCI (Effective Portion)	Location of Amount Reclassified from OCI into Net Income (Effective Portion)	Amount Reclassified from OCI into Net Income (Effective Portion)	Location of Loss Recognized in Net Income (Ineffective Portion)	Amount of Gain (Loss) Recognized in Net Income (Ineffective Portion)
For the three months ended June 30, 2012:
Interest rate swaps	$(14,693)	Interest expense	$3,509	Other income, net	$131
For the three months ended June 30, 2011:
Interest rate swaps	$(14,810)	Interest expense	$3,072	Other income, net	$(25)
For the six months ended June 30, 2012:
Interest rate swaps	$(17,780)	Interest expense	$6,775	Other income, net	$69
For the six months ended June 30, 2011:
Interest rate swaps	$(13,722)	Interest expense	$4,941	Other income, net	$(24)

The table below presents a rollforward of the activity in the Company’s AOCI related to its derivatives designated as hedging instruments for the periods presented:

	Three Months Ended						Six Months Ended
	June 30, 2012			June 30, 2011			June 30, 2012			June 30, 2011
Balance as of beginning of period	$	(25,265	)	$	137		$	(25,444	)	$	(2,820	)
Change in fair value of interest rate swaps	(14,693		)	(14,810		)	(17,780		)	(13,722		)
Reclassification adjustment for amounts included in statement of income	3,509			3,072			6,775			4,941
Balance as of end of period	$	(36,449	)	$	(11,601	)	$	(36,449	)	$	(11,601	)