Interest Rate Swaps (Details) (USD $)	12 Months Ended
	Dec. 31, 2011		Dec. 31, 2010		Dec. 31, 2009
Derivative Instruments, Gain (Loss) [Line Items]
Interest rate swaps, combined notional amount			$ 5,300,000,000
Settlement amount of forward-starting interest rate swaps	0		697,821,000		36,670,000
Gain (loss) recognized in OCI (effective portion)	(973,000)	[1]	(125,850,000)	[1]	140,056,000	[1]
Gain (loss) reclassified from accumulated OCI into income (effective portion)	(71,707,000)	[1]	(54,169,000)	[1]	(19,158,000)	[1]
Amount of gain (loss) recognized in income (ineffective portion excluded from effectiveness testing)	0	[1]	0	[1]	(3,920,000)	[1]
Gain (loss) recognized in income	0	[1]	(286,435,000)	[1],[2]	(89,046,000)	[1],[3]
Interest Rate Swap [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Forward-starting Derivative Interest Rate Swap Maturity Period	5 years
Interest Rate Swap [Member] | Refinancings of Debt [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Loss recognized in income discontinuation of hedge accounts			3,400,000		132,900,000
Interest Rate Contract [Member] | Cash Flow Hedging [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Estimated amount expected to be reclassified into earnings from accumulated other comprehensive income (loss) during next twelve months	$ 65,000,000
Weighted-Average Actual Five Year LIBOR Upon Issuance of the Anticpated Refinancings [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Derivative, average variable interest rate	2.40%
Weighted-Average Hedged Five Year LIBOR on the Anticipated Refinancings [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Derivative, average variable interest rate	5.20%

[1] Exclusive of benefit (provision) for income taxes.

[2] Inclusive of $3.4 million related to the discontinuation of amortization into interest expense of an interest rate swap that previously qualified for hedge accounting as a result of early repayment of debt in 2010 and the remainder is related to losses due to the decrease in fair value of interest rate swaps not designated as hedging instruments.

[3] Inclusive of losses of $132.9 million related to the hedged forecasted transaction not occurring with respect to the refinancing of 2006 Mortgage Loan, partially offset by gains related to the increase in the fair value of interest rate swaps not designated as hedging instruments.