Derivatives and Hedging Activity (Details)	12 Months Ended		3 Months Ended	12 Months Ended						12 Months Ended
	Dec. 31, 2011	Dec. 31, 2011 Interest rate contracts USD ($) instrument	Dec. 31, 2011 Interest rate contracts Derivatives designated as cash flow hedging instruments USD ($) instrument	Dec. 31, 2011 Interest rate contracts Derivatives designated as cash flow hedging instruments USD ($) instrument	Dec. 31, 2010 Interest rate contracts Derivatives designated as cash flow hedging instruments USD ($)	Dec. 31, 2009 Interest rate contracts Derivatives designated as cash flow hedging instruments USD ($)	Dec. 31, 2011 Interest rate contracts Derivatives not designated as hedging instruments USD ($)	Dec. 31, 2011 Foreign exchange contracts Derivatives not designated as hedging instruments GBP GBP (£) instrument	Dec. 31, 2011 Foreign exchange contracts Derivatives not designated as hedging instruments EUR EUR (€) instrument	Dec. 31, 2011 Credit spread derivatives Derivatives not designated as hedging instruments USD ($) D
Derivatives
Number of derivative instruments held		9	6	6				12	13
Notional amount of derivative instruments		$ 108,300,000	$ 297,300,000	$ 297,300,000			$ 265,000,000	£ 99,100,000	€ 64,700,000	$ 108,300,000
Fixed monthly coupons at fixed rate, low end of range (as a percent)		2.86%	0.722%	0.722%			0.716%
Fixed monthly coupons at fixed rate, high end of range (as a percent)		6.28%	2.228%	2.228%			3.10%
Floating rate				LIBOR			LIBOR
Derivative acquired position cost			7,500,000
Losses due to hedge ineffectiveness charged to earnings				45,000	46,000	0
Amount expected to be reclassified from other comprehensive income (loss) to interest expense over the next twelve months			1,500,000	1,500,000
Hedging period for covering exposure to the variability in future cash flows	59 months
Derivative trading cycle period (in days)										30
Gain (Loss) on sale of derivatives										$ 2,400,000