Derivatives And Hedging (Narrative) (Details) (USD $)									3 Months Ended		12 Months Ended	3 Months Ended	12 Months Ended
	Mar. 31, 2014	Dec. 31, 2013	Mar. 31, 2013	Dec. 31, 2012	Mar. 31, 2014 Gain (Loss) On Cash Flow Hedges [Member]	Dec. 31, 2013 Gain (Loss) On Cash Flow Hedges [Member]	Mar. 31, 2013 Gain (Loss) On Cash Flow Hedges [Member]	Dec. 31, 2012 Gain (Loss) On Cash Flow Hedges [Member]	Mar. 31, 2014 Interest Rate Contracts [Member] Cash Flow Hedges [Member] contracts	Mar. 31, 2013 Interest Rate Contracts [Member] Cash Flow Hedges [Member]	Dec. 31, 2013 Interest Rate Contracts [Member] Cash Flow Hedges [Member] contracts	Mar. 31, 2014 Interest Rate Contracts [Member] Fair Value Hedges [Member] contracts	Dec. 31, 2013 Interest Rate Contracts [Member] Fair Value Hedges [Member] contracts	Dec. 31, 2013 Forward-Starting Contracts [Member] Cash Flow Hedges [Member] contracts
Derivatives, Fair Value [Line Items]
Number of active interest rate contracts held									3		3	2	4	3
Notional amount of interest rate fair value hedge derivatives									$ 25,700,000		$ 25,800,000	$ 66,400,000	$ 116,700,000	$ 150,000,000
Derivative, maturity date									Sep. 15, 2017		Sep. 15, 2017	Oct. 15, 2017	Oct. 15, 2017
Derivative, lower fixed interest rate range									2.30%		2.30%		4.20%
Derivative, higher fixed interest rate range									5.00%		5.00%	7.50%	7.50%
Derivative, lower variable interest rate range												4.20%	0.20%
Derivative, higher variable interest rate range												4.30%	4.30%
Derivative, forward interest rate														2.40%
Cash received on cash flow hedge														6,100,000
Gain on cash flow hedge									(37,000)	2,107,000				5,900,000
Accumulated other comprehensive loss	(3,621,000)	(4,202,000)	(25,829,000)	(24,743,000)	1,743,000	1,233,000	(8,940,000)	(7,489,000)
Cash flow hedge gain (loss) to be amortized within 12 months									$ (1,800,000)