Derivative Instruments - Hedge Derivatives (Details) - USD ($)	12 Months Ended
Dec. 31, 2017	Dec. 31, 2016
Derivative [Line Items]
Gain contract termination	$ 3,100,000.0
Interest Rate Swap April 2016 - October 2022
Derivative [Line Items]
Forecasted Notional Amount	200,000,000
Liabilities	4,583,000	$ 6,732,000
Unrealized Gain (Loss) in Accumulated Other Comprehensive Income	(2,785,000)	(4,091,000)
Interest Rate Swap April 2016 - April 2020
Derivative [Line Items]
Forecasted Notional Amount	$ 33,000,000
Receive Rate	3 month LIBOR
Pay Rate (as percent)	2.265%
Liabilities	$ 146,000	727,000
Unrealized Gain (Loss) in Accumulated Other Comprehensive Income	(89,000)	(442,000)
Interest Rate Swap April 2016 - April 2022
Derivative [Line Items]
Forecasted Notional Amount	$ 33,000,000
Receive Rate	3 month LIBOR
Pay Rate (as percent)	2.646%
Liabilities	$ 647,000	1,304,000
Unrealized Gain (Loss) in Accumulated Other Comprehensive Income	(393,000)	(792,000)
Interest Rate Swap October 2016 - October 2020
Derivative [Line Items]
Forecasted Notional Amount	$ 33,000,000
Receive Rate	3 month LIBOR
Pay Rate (as percent)	2.523%
Liabilities	$ 382,000	1,081,000
Unrealized Gain (Loss) in Accumulated Other Comprehensive Income	(232,000)	(657,000)
Interest Rate Swap October 2017 - October 2021
Derivative [Line Items]
Forecasted Notional Amount	$ 33,000,000
Receive Rate	3 month LIBOR
Pay Rate (as percent)	2.992%
Liabilities	$ 998,000	1,200,000
Unrealized Gain (Loss) in Accumulated Other Comprehensive Income	(606,000)	(729,000)
Interest Rate Swap April 2018 - July 2022
Derivative [Line Items]
Forecasted Notional Amount	$ 34,000,000
Receive Rate	3 month LIBOR
Pay Rate (as percent)	3.118%
Liabilities	$ 1,205,000	1,222,000
Unrealized Gain (Loss) in Accumulated Other Comprehensive Income	(732,000)	(743,000)
Interest Rate Swap July 2018 - October 2022
Derivative [Line Items]
Forecasted Notional Amount	$ 34,000,000
Receive Rate	3 month LIBOR
Pay Rate (as percent)	3.158%
Liabilities	$ 1,205,000	1,198,000
Unrealized Gain (Loss) in Accumulated Other Comprehensive Income	(733,000)	(728,000)
Interest Rate Swap July 2014 - August 2020
Derivative [Line Items]
Forecasted Notional Amount	0
Asset	0
Liabilities		2,704,000
Unrealized Gain (Loss) in Accumulated Other Comprehensive Income	0	1,643,000
Interest Rate Swap July 2014 - July 2021
Derivative [Line Items]
Forecasted Notional Amount	$ 0
Receive Rate	1 month LIBOR
Pay Rate (as percent)	2.09%
Asset	$ 0	395,000
Unrealized Gain (Loss) in Accumulated Other Comprehensive Income	0	240,000
Interest Rate Swap July 2014 - July 2022
Derivative [Line Items]
Forecasted Notional Amount	$ 0
Receive Rate	1 month LIBOR
Pay Rate (as percent)	2.27%
Asset	$ 0	610,000
Unrealized Gain (Loss) in Accumulated Other Comprehensive Income	0	371,000
Interest Rate Swap July 2014 - July 2023
Derivative [Line Items]
Forecasted Notional Amount	$ 0
Receive Rate	1 month LIBOR
Pay Rate (as percent)	2.42%
Asset	$ 0	874,000
Unrealized Gain (Loss) in Accumulated Other Comprehensive Income	0	531,000
Interest Rate Swap July 2014 - July 2024
Derivative [Line Items]
Forecasted Notional Amount	$ 0
Receive Rate	1 month LIBOR
Pay Rate (as percent)	2.50%
Asset	$ 0	900,000
Unrealized Gain (Loss) in Accumulated Other Comprehensive Income	0	547,000
Interest Rate Swap August 2015 - August 2020
Derivative [Line Items]
Forecasted Notional Amount	$ 0
Receive Rate	1 month LIBOR
Pay Rate (as percent)	1.47%
Asset	$ 0
Liabilities		(75,000)
Unrealized Gain (Loss) in Accumulated Other Comprehensive Income	$ 0	$ (46,000)
Hedging derivative \| Interest Rate Swap April 2016 - April 2020 \| Minimum
Derivative [Line Items]
Lower maturity range date term	Apr. 01, 2016
Hedging derivative \| Interest Rate Swap April 2016 - April 2020 \| Maximum
Derivative [Line Items]
Higher maturity range date term	Apr. 30, 2020
Hedging derivative \| Interest Rate Swap April 2016 - April 2022 \| Minimum
Derivative [Line Items]
Lower maturity range date term	Apr. 01, 2016
Hedging derivative \| Interest Rate Swap April 2016 - April 2022 \| Maximum
Derivative [Line Items]
Higher maturity range date term	Apr. 30, 2022
Hedging derivative \| Interest Rate Swap October 2016 - October 2020 \| Minimum
Derivative [Line Items]
Lower maturity range date term	Oct. 01, 2016
Hedging derivative \| Interest Rate Swap October 2016 - October 2020 \| Maximum
Derivative [Line Items]
Higher maturity range date term	Oct. 31, 2020
Hedging derivative \| Interest Rate Swap October 2017 - October 2021 \| Minimum
Derivative [Line Items]
Lower maturity range date term	Oct. 01, 2017
Hedging derivative \| Interest Rate Swap October 2017 - October 2021 \| Maximum
Derivative [Line Items]
Higher maturity range date term	Oct. 31, 2021
Hedging derivative \| Interest Rate Swap April 2018 - July 2022 \| Minimum
Derivative [Line Items]
Lower maturity range date term	Apr. 01, 2018
Hedging derivative \| Interest Rate Swap April 2018 - July 2022 \| Maximum
Derivative [Line Items]
Higher maturity range date term	Jul. 31, 2022
Hedging derivative \| Interest Rate Swap July 2018 - October 2022 \| Minimum
Derivative [Line Items]
Lower maturity range date term	Jul. 01, 2018
Hedging derivative \| Interest Rate Swap July 2018 - October 2022 \| Maximum
Derivative [Line Items]
Higher maturity range date term	Oct. 31, 2022
Hedging derivative \| Interest Rate Swap July 2014 - July 2021 \| Minimum
Derivative [Line Items]
Lower maturity range date term	Jul. 01, 2014
Hedging derivative \| Interest Rate Swap July 2014 - July 2021 \| Maximum
Derivative [Line Items]
Higher maturity range date term	Jul. 31, 2021
Hedging derivative \| Interest Rate Swap July 2014 - July 2022 \| Minimum
Derivative [Line Items]
Lower maturity range date term	Jul. 01, 2014
Hedging derivative \| Interest Rate Swap July 2014 - July 2022 \| Maximum
Derivative [Line Items]
Higher maturity range date term	Jul. 31, 2022
Hedging derivative \| Interest Rate Swap July 2014 - July 2023 \| Minimum
Derivative [Line Items]
Lower maturity range date term	Jul. 01, 2014
Hedging derivative \| Interest Rate Swap July 2014 - July 2023 \| Maximum
Derivative [Line Items]
Higher maturity range date term	Jul. 31, 2023
Hedging derivative \| Interest Rate Swap July 2014 - July 2024 \| Minimum
Derivative [Line Items]
Lower maturity range date term	Jul. 01, 2014
Hedging derivative \| Interest Rate Swap July 2014 - July 2024 \| Maximum
Derivative [Line Items]
Higher maturity range date term	Jul. 31, 2024
Hedging derivative \| Interest Rate Swap August 2015 - August 2020 \| Minimum
Derivative [Line Items]
Lower maturity range date term	Aug. 01, 2015
Hedging derivative \| Interest Rate Swap August 2015 - August 2020 \| Maximum
Derivative [Line Items]
Higher maturity range date term	Aug. 31, 2020

When the derivative or group of derivatives presented is a swap, the type of interest rate (fixed, variable, stepped, etc.) paid on the swap.

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher SEC
-Name Regulation S-X (SX)
-Number 210
-Article 12
-Section 13
-Sentence Column A
-Footnote 1

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- Definition

Last date the derivative contract matures, in CCYY-MM-DD format.

+ References

No definition available.

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- Definition

First date the derivative contract matures, in CCYY-MM-DD format.

+ References

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- Definition

Aggregate forecasted notional amount of interest rate derivatives, which relates to the currency amount specified in the interest rate derivative instruments.

+ References

No definition available.

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- Definition

Fixed interest rate related to the interest rate derivative.

+ References

No definition available.

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- Definition

Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

+ References

No definition available.

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- Definition

Gain (loss) related to the termination of a contract between the parties. The termination may be due to many causes including early termination of a lease by a lessee, a breach of contract by one party, or a failure to perform.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 420
-SubTopic 10
-Section 50
-Paragraph 1
-Subparagraph (b)(1)
-URI http://asc.fasb.org/extlink&oid=6394359&loc=d3e17939-110869

Reference 2: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 230
-SubTopic 10
-Section 45
-Paragraph 28
-URI http://asc.fasb.org/extlink&oid=66902209&loc=d3e3602-108585

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- Definition

Fair value as of the balance sheet date of interest rate derivative assets, which includes all such derivative instruments in hedging and nonhedging relationships that are recognized as assets.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 825
-SubTopic 10
-Section 50
-Paragraph 10
-Subparagraph (a)
-URI http://asc.fasb.org/extlink&oid=73719730&loc=d3e13433-108611

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- Definition

Fair value as of the balance sheet date of interest rate derivative liabilities, which includes all such derivative instruments in hedging and nonhedging relationships that are recognized as liabilities.

+ References

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- Definition

Amount of unrealized gain (loss) related to the increase or decrease in fair value of interest rate derivatives designated as cash flow hedging instruments, which was recorded in accumulated other comprehensive income to the extent that the cash flow hedge was determined to be effective.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 4C
-Subparagraph (b)
-URI http://asc.fasb.org/extlink&oid=64837297&loc=SL5624171-113959

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