Derivatives and Hedging Activity (Details)	9 Months Ended	3 Months Ended	9 Months Ended				9 Months Ended
	Sep. 30, 2011	Sep. 30, 2011 Interest rate swaps Derivatives designated as cash flow hedging instruments USD ($) instrument	Sep. 30, 2011 Interest rate swaps Derivatives designated as cash flow hedging instruments USD ($) instrument	Sep. 30, 2011 Interest rate swaps Derivatives not designated as hedging instruments USD ($)	Sep. 30, 2011 Forward contracts Derivatives not designated as hedging instruments GBP GBP (£) instrument	Sep. 30, 2011 Forward contracts Derivatives not designated as hedging instruments EUR EUR (€) instrument	Sep. 30, 2011 Credit spread derivatives Derivatives not designated as hedging instruments USD ($) D
Derivatives
Number of derivative instruments held		5	5		10	15
Notional amount of derivative instruments		$ 187,100,000	$ 187,100,000	$ 265,000,000	£ 98,700,000	€ 67,800,000	$ 25,000,000
Fixed monthly coupons at fixed rate, low end of range (as a percent)		0.722%	0.722%	0.716%
Fixed monthly coupons at fixed rate, high end of range (as a percent)		2.228%	2.228%	3.10%
Floating rate			LIBOR	LIBOR
Losses due to hedge ineffectiveness charged to earnings		0	45,000
Amount expected to be reclassified from other comprehensive income 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	53 months
Derivative trading cycle period (in days)							30
Fair value of derivative asset							$ 200,000