Fair Value (Details) (USD $)	3 Months Ended	9 Months Ended
	Sep. 30, 2013 derivative	Sep. 30, 2013 derivative	Sep. 30, 2012
Derivative instruments and Hedging Activities
Amount of forward interest rate protection agreement	$ 215,000,000	$ 215,000,000
Payment for settlement of forward starting interest rate swap agreement		51,000,000
Charge for the reversal of the deferred loss	53,484,000
Cash Flow Hedges
Derivative instruments and Hedging Activities
Number of derivative instruments held	3	3
Amount of increase in comprehensive loss to adjust hedging derivatives			23,767,000
Hedging losses reclassified from accumulated other comprehensive income into earnings	54,948,000	57,913,000
Estimated hedging losses to be reclassified from accumulated other comprehensive loss into earnings within the next twelve months		5,493,000
Cash Flow Hedges | Interest Rate Caps
Derivative instruments and Hedging Activities
Notional balance	134,315,000	134,315,000
Weighted average interest rate (as a percent)	2.50%	2.50%
Weighted average capped interest rate (as a percent)	4.90%	4.90%
Non-Designated Hedges
Derivative instruments and Hedging Activities
Number of derivative instruments held	14	14
Non-Designated Hedges | Interest Rate Caps
Derivative instruments and Hedging Activities
Notional balance	$ 612,089,000	$ 612,089,000
Weighted average interest rate (as a percent)	2.60%	2.60%
Weighted average capped interest rate (as a percent)	5.90%	5.90%