Derivative Instruments and Hedging Activities (Narrative) (Details) $ in Thousands	3 Months Ended	6 Months Ended	12 Months Ended
Jun. 30, 2021 USD ($)	Jun. 30, 2021 USD ($) derivative_settled	Dec. 31, 2020 USD ($) derivative_settled
Derivative [Line Items]
Interest rate swap agreements settled \| derivative_settled		0	0
Derivative liability fair value gross	$ 39,827	$ 39,827	$ 51,920
Interest Rate Swap
Derivative [Line Items]
Reduction in interest expense	800	1,500
Interest Rate Swap \| Designated as Hedging Instrument
Derivative [Line Items]
Loss on derivative expected amount to be reclassified	16,900	16,900
Credit Risk Contract
Derivative [Line Items]
Derivative liability fair value gross	$ 50,000	$ 50,000	$ 54,600

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Fair value, before effects of master netting arrangements, of a financial liability or contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes liabilities elected not to be offset. Excludes liabilities not subject to a master netting arrangement.

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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.

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The estimated net amount of unrealized gains or losses on interest rate cash flow hedges as of the balance sheet date expected to be reclassified to earnings within the next twelve months.

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Amount, before tax, of reclassification of gain (loss) from accumulated other comprehensive income (AOCI) for derivative instrument designated and qualifying as cash flow hedge included in assessment of hedge effectiveness.

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