Fair Value (Details) (USD $)	12 Months Ended					1 Months Ended		12 Months Ended
	Dec. 31, 2012	Dec. 31, 2012 Cash Flow Hedges derivative	Dec. 31, 2011 Cash Flow Hedges	Dec. 31, 2010 Cash Flow Hedges	Dec. 31, 2012 Cash Flow Hedges Interest Rate Caps	Sep. 30, 2012 Cash Flow Hedges Interest Rate Swaps	Dec. 31, 2012 Cash Flow Hedges Interest Rate Swaps	Dec. 31, 2011 Fair Value Hedges derivative	Dec. 31, 2012 Non-Designated Hedges derivative	Dec. 31, 2012 Non-Designated Hedges Interest Rate Caps
Derivative instruments and Hedging Activities
Notional balance					$ 179,851,000		$ 215,000,000			$ 39,347,000
Weighted average interest rate (as a percent)					2.40%		4.60%			1.10%
Weighted average capped interest rate (as a percent)					5.30%					7.40%
Number of derivative instruments held		5						2	3
Payment for settlement of forward starting interest rate swap agreement						54,930,000
Amount of increase in comprehensive loss to adjust hedging derivatives		22,876,000	85,845,000	108,000
Estimated hedging losses to be reclassified from accumulated other comprehensive loss into earnings within the next twelve months		5,493,000
Fair value hedge derivative fair value decrease								1,498,000
Hedging losses reclassified from accumulated other comprehensive loss into earnings	$ 1,889,000