Aggregate notional amount specified by the derivative(s). Expressed as an absolute value.

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

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Accumulated change in equity from transactions and other events and circumstances from non-owner sources, net of tax effect, at period end. Excludes Net Income (Loss), and accumulated changes in equity from transactions resulting from investments by owners and distributions to owners. Includes foreign currency translation items, certain pension adjustments, unrealized gains and losses on certain investments in debt and equity securities, other than temporary impairment (OTTI) losses related to factors other than credit losses on available-for-sale and held-to-maturity debt securities that an entity does not intend to sell and it is not more likely than not that the entity will be required to sell before recovery of the amortized cost basis, as well as changes in the fair value of derivatives related to the effective portion of a designated cash flow hedge.

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Reference 1: http://www.xbrl.org/2003/role/presentationRef
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-SubTopic 10
-Section 45
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-Name Regulation S-X (SX)
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- Definition

The aggregate fair value of assets needed to immediately settle the derivative instruments with credit-risk-related contingent features if the credit-risk-related contingent features were triggered at the end of the reporting period.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
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-SubTopic 10
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Fixed interest rate related to the interest rate derivative.

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Stated rate on an interest rate forward or futures contract.

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High end of the range of variable interest rates when a range is presented for a group of interest rate derivatives.

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Low end of the range of variable interest rates when a range is presented for a group of interest rate derivatives.

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The aggregate fair value amounts of derivative instruments that contain credit-risk-related contingent features that are in a net liability position at the end of the reporting period. For nonderivative instruments that are designated and qualify as hedging instruments, the fair value amounts are the carrying value of the nonderivative hedging instrument, including the adjustment for the foreign currency transaction gain (loss) on that instrument.

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Period remaining until the derivative contract matures, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.

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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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Number of interest rate derivative instruments held by the entity at the reporting date.

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-Name Accounting Standards Codification
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The cash inflow provided by derivative instruments during the period, which are classified as financing activities, excluding those designated as hedging instruments.

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Number of Interest Rate Derivatives Terminated

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Amount after tax of increase (decrease) in accumulated gain (loss) from derivative instruments designated and qualifying as the effective portion of cash flow hedges and an entity's share of an equity investee's increase (decrease) in realized deferred hedging gain (loss).

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Derivatives and Hedging (Narrative) (Details)	1 Months Ended		3 Months Ended	6 Months Ended
Derivatives and Hedging (Narrative) (Details)	Jun. 30, 2016 USD ($) derivative_contract	May 31, 2015 USD ($) derivative_contract	Jun. 30, 2016 USD ($) derivative_contract	Jun. 30, 2016 USD ($) derivative_contract	Jun. 24, 2016 USD ($)	Dec. 31, 2015 USD ($) derivative_contract
Derivatives, Fair Value [Line Items]
Other comprehensive income (loss), realized gain (loss)		$ 5,000,000
Accumulated other comprehensive loss	$ (14,633,000)		$ (14,633,000)	$ (14,633,000)		$ (7,644,000)
Derivative, net liability position, aggregate fair value	7,100,000		7,100,000	7,100,000
Assets needed for immediate settlement, aggregate fair value	7,100,000		7,100,000	7,100,000
Gain (Loss) On Cash Flow Hedges [Member]
Derivatives, Fair Value [Line Items]
Accumulated other comprehensive loss	$ 300,000		$ 300,000	$ 300,000		$ 8,200,000
Interest Rate Contracts [Member] \| Cash Flow Hedges [Member]
Derivatives, Fair Value [Line Items]
Number of active interest rate contracts held \| derivative_contract	3		3	3		3
Notional amount of interest rate fair value hedge derivatives	$ 200,000,000		$ 200,000,000	$ 200,000,000		$ 200,000,000
Derivative, fixed Interest rate	1.492%		1.492%	1.492%		1.492%
Cash flow hedge gain (loss) to be amortized within 12 months	$ 2,300,000		$ 2,300,000	$ 2,300,000
Interest Rate Contracts [Member] \| Fair Value Hedges [Member]
Derivatives, Fair Value [Line Items]
Number of active interest rate contracts held \| derivative_contract						2
Notional amount of interest rate fair value hedge derivatives					$ 62,900,000	$ 63,700,000
Derivative, fixed Interest rate						7.50%
Number of interest rate contracts terminated \| derivative_contract	2		2	2
Derivative, gain (loss) on derivative, net			$ 2,200,000	$ 2,200,000
Derivative, lower variable interest rate range						4.41%
Derivative, higher variable interest rate range						4.44%
Forward Starting Interest Contract [Member] \| Cash Flow Hedges [Member]
Derivatives, Fair Value [Line Items]
Number of active interest rate contracts held \| derivative_contract		2
Notional amount of interest rate fair value hedge derivatives	$ 200,000,000	$ 215,000,000	$ 200,000,000	$ 200,000,000
Interest Rate Swap [Member] \| Cash Flow Hedges [Member]
Derivatives, Fair Value [Line Items]
Derivative, remaining maturity	10 years	10 years
Derivative, forward interest rate	1.543%	2.00%	1.543%	1.543%