Derivatives (Tables)

9 Months Ended

Sep. 30, 2012

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of Derivative Instruments in Statement of Financial Position, Fair Value [Table Text Block]

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

		September 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		$	(43,802	)	$	1,485,000	1.50	%	$	(25,512	)	$	1,065,000	1.55	%
Trading instruments		(2,694		)	27,000		2.88	%	(2,485		)	27,000		2.88	%
	Derivative liabilities	$	(46,496	)					$	(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 September 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		445,000		472,000		16	1.60	%
Over 60 months	—		400,000		400,000		14	1.60	%
	$	27,000	$	1,485,000	$	1,512,000	42	1.53	%

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 September 30, 2012:
Interest rate swaps	$(11,073)	Interest expense	$3,827	Other income, net	$(107)
For the three months ended September 30, 2011:
Interest rate swaps	$(18,251)	Interest expense	$3,383	Other income, net	$(31)
For the nine months ended September 30, 2012:
Interest rate swaps	$(28,853)	Interest expense	$10,602	Other income, net	$(38)
For the nine months ended September 30, 2011:
Interest rate swaps	$(31,974)	Interest expense	$8,325	Other income, net	$(55)

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						Nine Months Ended
		September 30, 2012			September 30, 2011			September 30, 2012			September 30, 2011
Interest rate swaps	Fair value adjustments, net	$	(333	)	$	(1,446	)	$	(907	)	$	(2,649	)