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Derivative Instruments (Details) - USD ($)
 3 Months Ended 12 Months Ended
Mar. 31, 2017
Dec. 31, 2016
Not Designated as Hedging Instrument [Member]    
Interest rate swap agreements [Abstract]    
Notional amount of interest rate swap $ 1,329,892,000 $ 1,333,144,000
Estimated fair value of interest rate swap $ (122,000) (134,000)
Designated as Hedging Instrument [Member]    
Forward Cash Flow Hedge Relationship [Abstract]    
Lower maturity range date term Jul. 01, 2014  
Higher maturity range date term Jul. 31, 2021  
Pay Fixed / Receive Variable Swaps [Member] | Not Designated as Hedging Instrument [Member]    
Interest rate swap agreements [Abstract]    
Notional amount of interest rate swap $ 664,946,000 666,572,000
Estimated fair value of interest rate swap 14,856,000 16,004,000
Pay Variable / Receive Fixed Swaps [Member] | Not Designated as Hedging Instrument [Member]    
Interest rate swap agreements [Abstract]    
Notional amount of interest rate swap 664,946,000 666,572,000
Estimated fair value of interest rate swap (14,978,000) (16,138,000)
Interest Rate Swap April 2016 - October 2022 [Member] | Designated as Hedging Instrument [Member]    
Forward Cash Flow Hedge Relationship [Abstract]    
Forecasted notional amount 200,000,000 200,000,000
Interest rate derivative liabilities, at fair value (6,151,000) (6,732,000)
Unrealized (loss) gain in accumulated other comprehensive income (3,738,000) (4,091,000)
Interest Rate Swap April 2016 - April 2020 [Member] | Designated as Hedging Instrument [Member]    
Forward Cash Flow Hedge Relationship [Abstract]    
Forecasted notional amount $ 33,000,000 $ 33,000,000
Receive rate 3 month LIBOR 3 month LIBOR
Pay rate 2.265% 2.265%
Lower maturity range date term [1] Apr. 01, 2016 Apr. 01, 2016
Higher maturity range date term [1] Apr. 30, 2020 Apr. 30, 2020
Interest rate derivative liabilities, at fair value $ (579,000) $ (727,000)
Unrealized (loss) gain in accumulated other comprehensive income (351,900) (442,000)
Interest Rate Swap April 2016 - April 2022 [Member] | Designated as Hedging Instrument [Member]    
Forward Cash Flow Hedge Relationship [Abstract]    
Forecasted notional amount $ 33,000,000 $ 33,000,000
Receive rate 3 month LIBOR 3 month LIBOR
Pay rate 2.646% 2.646%
Lower maturity range date term [1] Apr. 01, 2016 Apr. 01, 2016
Higher maturity range date term [1] Apr. 30, 2022 Apr. 30, 2022
Interest rate derivative liabilities, at fair value $ (1,140,000) $ (1,304,000)
Unrealized (loss) gain in accumulated other comprehensive income (692,800) (792,000)
Interest Rate Swap October 2016 - October 2020 [Member] | Designated as Hedging Instrument [Member]    
Forward Cash Flow Hedge Relationship [Abstract]    
Forecasted notional amount $ 33,000,000 $ 33,000,000
Receive rate 3 month LIBOR 3 month LIBOR
Pay rate 2.523% 2.523%
Lower maturity range date term [1] Oct. 01, 2016 Oct. 01, 2016
Higher maturity range date term [1] Oct. 31, 2020 Oct. 31, 2020
Interest rate derivative liabilities, at fair value $ (910,000) $ (1,081,000)
Unrealized (loss) gain in accumulated other comprehensive income (553,000) (657,000)
Interest Rate Swap October 2017 - October 2021 [Member] | Designated as Hedging Instrument [Member]    
Forward Cash Flow Hedge Relationship [Abstract]    
Forecasted notional amount $ 33,000,000 $ 33,000,000
Receive rate 3 month LIBOR 3 month LIBOR
Pay rate 2.992% 2.992%
Lower maturity range date term [1] Oct. 01, 2017 Oct. 01, 2017
Higher maturity range date term [1] Oct. 31, 2021 Oct. 31, 2021
Interest rate derivative liabilities, at fair value $ (1,160,000) $ (1,200,000)
Unrealized (loss) gain in accumulated other comprehensive income (704,900) (729,000)
Interest Rate Swap April 2018 - July 2022 [Member] | Designated as Hedging Instrument [Member]    
Forward Cash Flow Hedge Relationship [Abstract]    
Forecasted notional amount $ 34,000,000 $ 34,000,000
Receive rate 3 month LIBOR 3 month LIBOR
Pay rate 3.118% 3.118%
Lower maturity range date term [1] Apr. 01, 2018 Apr. 01, 2018
Higher maturity range date term [1] Jul. 31, 2022 Jul. 31, 2022
Interest rate derivative liabilities, at fair value $ (1,201,000) $ (1,222,000)
Unrealized (loss) gain in accumulated other comprehensive income (729,800) (743,000)
Interest Rate Swap July 2018 - October 2022 [Member] | Designated as Hedging Instrument [Member]    
Forward Cash Flow Hedge Relationship [Abstract]    
Forecasted notional amount $ 34,000,000 $ 34,000,000
Receive rate 3 month LIBOR 3 month LIBOR
Pay rate 3.158% 3.158%
Lower maturity range date term [1] Jul. 01, 2018 Jul. 01, 2018
Higher maturity range date term [1] Oct. 31, 2022 Oct. 31, 2022
Interest rate derivative liabilities, at fair value $ (1,161,000) $ (1,198,000)
Unrealized (loss) gain in accumulated other comprehensive income (705,500) (728,000)
Interest Rate Swap July 2014 - August 2020 [Member] | Designated as Hedging Instrument [Member]    
Forward Cash Flow Hedge Relationship [Abstract]    
Forecasted notional amount 125,000,000 125,000,000
Interest rate derivative assets, at fair value 2,080,000 2,704,000
Unrealized (loss) gain in accumulated other comprehensive income 1,264,000 1,643,000
Interest Rate Swap July 2014 - July 2021 [Member] | Designated as Hedging Instrument [Member]    
Forward Cash Flow Hedge Relationship [Abstract]    
Forecasted notional amount $ 27,500,000 $ 27,500,000
Receive rate 1 month LIBOR 1 month LIBOR
Pay rate 2.09% 2.09%
Lower maturity range date term   Jul. 01, 2014
Higher maturity range date term   Jul. 31, 2021
Interest rate derivative assets, at fair value $ 274,000 $ 395,000
Unrealized (loss) gain in accumulated other comprehensive income 167,000 240,000
Interest Rate Swap July 2014 - July 2022 [Member] | Designated as Hedging Instrument [Member]    
Forward Cash Flow Hedge Relationship [Abstract]    
Forecasted notional amount $ 25,000,000 $ 25,000,000
Receive rate 1 month LIBOR 1 month LIBOR
Pay rate 2.27% 2.27%
Lower maturity range date term Jul. 01, 2014 Jul. 01, 2014
Higher maturity range date term Jul. 31, 2022 Jul. 31, 2022
Interest rate derivative assets, at fair value $ 468,000 $ 610,000
Unrealized (loss) gain in accumulated other comprehensive income 284,000 371,000
Interest Rate Swap July 2014 - July 2023 [Member] | Designated as Hedging Instrument [Member]    
Forward Cash Flow Hedge Relationship [Abstract]    
Forecasted notional amount $ 27,500,000 $ 27,500,000
Receive rate 1 month LIBOR 1 month LIBOR
Pay rate 2.42% 2.42%
Lower maturity range date term Jul. 01, 2014 Jul. 01, 2014
Higher maturity range date term Jul. 31, 2023 Jul. 31, 2023
Interest rate derivative assets, at fair value $ 713,000 $ 874,000
Unrealized (loss) gain in accumulated other comprehensive income 433,000 531,000
Interest Rate Swap July 2014 - July 2024 [Member] | Designated as Hedging Instrument [Member]    
Forward Cash Flow Hedge Relationship [Abstract]    
Forecasted notional amount $ 30,000,000 $ 30,000,000
Receive rate 1 month LIBOR 1 month LIBOR
Pay rate 2.50% 2.50%
Lower maturity range date term Jul. 01, 2014 Jul. 01, 2014
Higher maturity range date term Jul. 31, 2024 Jul. 31, 2024
Interest rate derivative assets, at fair value $ 750,000 $ 900,000
Unrealized (loss) gain in accumulated other comprehensive income 456,000 547,000
Interest Rate Swap August 2015 - August 2018 [Member] | Designated as Hedging Instrument [Member]    
Forward Cash Flow Hedge Relationship [Abstract]    
Forecasted notional amount $ 0 $ 0
Receive rate 1 month LIBOR 1 month LIBOR
Pay rate 1.048% 1.048%
Lower maturity range date term Aug. 01, 2015 Aug. 01, 2015
Higher maturity range date term Aug. 31, 2018 Aug. 31, 2018
Interest rate derivative assets, at fair value $ 0  
Interest rate derivative liabilities, at fair value   $ 0
Unrealized (loss) gain in accumulated other comprehensive income 0 0
Interest Rate Swap August 2015 - August 2019 [Member] | Designated as Hedging Instrument [Member]    
Forward Cash Flow Hedge Relationship [Abstract]    
Forecasted notional amount $ 0 $ 0
Receive rate 1 month LIBOR 1 month LIBOR
Pay rate 1.281% 1.281%
Lower maturity range date term Aug. 01, 2015 Aug. 01, 2015
Higher maturity range date term Aug. 31, 2019 Aug. 31, 2019
Interest rate derivative assets, at fair value $ 0  
Interest rate derivative liabilities, at fair value   $ 0
Unrealized (loss) gain in accumulated other comprehensive income 0 0
Interest Rate Swap August 2015 - August 2020 [Member] | Designated as Hedging Instrument [Member]    
Forward Cash Flow Hedge Relationship [Abstract]    
Forecasted notional amount $ 15,000,000 $ 15,000,000
Receive rate 1 month LIBOR 1 month LIBOR
Pay rate 1.47% 1.47%
Lower maturity range date term Aug. 01, 2015 Aug. 01, 2015
Higher maturity range date term Aug. 31, 2020 Aug. 31, 2020
Interest rate derivative liabilities, at fair value $ (125,000) $ (75,000)
Unrealized (loss) gain in accumulated other comprehensive income $ (76,000) $ (46,000)
[1] No cash will be exchanged prior to the beginning of the term.