Derivatives And Hedging (Narrative) (Details)	1 Months Ended
	May. 31, 2015 USD ($) derivative_contract	Mar. 31, 2016 USD ($) derivative_contract	Dec. 31, 2015 USD ($) derivative_contract
Derivatives, Fair Value [Line Items]
Other comprehensive income (loss), realized gain (loss)	$ 5,000,000
Accumulated other comprehensive loss		$ (11,309,000)	$ (7,644,000)
Derivative, net liability position, aggregate fair value		3,500,000
Assets needed for immediate settlement, aggregate fair value		3,500,000
Gain (Loss) On Cash Flow Hedges [Member]
Derivatives, Fair Value [Line Items]
Accumulated other comprehensive loss		$ 4,100,000	$ 8,200,000
Interest Rate Contracts [Member] | Cash Flow Hedges [Member]
Derivatives, Fair Value [Line Items]
Number of active interest rate contracts held | derivative_contract	2	3	3
Notional amount of interest rate fair value hedge derivatives	$ 215,000,000	$ 200,000,000	$ 200,000,000
Derivative, fixed Interest rate		1.50%	1.492%
Cash flow hedge gain (loss) to be amortized within 12 months		$ (1,100,000)
Interest Rate Contracts [Member] | Fair Value Hedges [Member]
Derivatives, Fair Value [Line Items]
Number of active interest rate contracts held | derivative_contract		2	2
Notional amount of interest rate fair value hedge derivatives		$ 63,300,000	$ 63,700,000
Derivative, fixed Interest rate		7.50%	7.50%
Derivative, lower variable interest rate range		4.52%	4.41%
Derivative, higher variable interest rate range		4.54%	4.44%
Interest Rate Swap [Member] | Cash Flow Hedges [Member]
Derivatives, Fair Value [Line Items]
Derivative, remaining maturity	10 years
Derivative, forward interest rate	2.00%