Derivatives and Hedging (Narrative) (Details)	1 Months Ended	3 Months Ended	12 Months Ended
	Aug. 31, 2016 USD ($)	Mar. 31, 2017 USD ($) derivative_contract	Dec. 31, 2016 USD ($) derivative_contract	Jun. 24, 2016 USD ($) derivative_contract
Derivatives, Fair Value [Line Items]
Accumulated other comprehensive loss		$ (7,958,000)	$ (9,161,000)
Gain (Loss) On Cash Flow Hedges [Member]
Derivatives, Fair Value [Line Items]
Accumulated other comprehensive loss		$ 6,900,000	$ 6,400,000
Interest Rate Swap [Member] | Cash Flow Hedges [Member]
Derivatives, Fair Value [Line Items]
Derivative, remaining maturity			10 years
Derivative, forward interest rate			1.50%
Interest Rate Contracts [Member] | Cash Flow Hedges [Member]
Derivatives, Fair Value [Line Items]
Number of active interest rate contracts held | derivative_contract		3	3
Notional amount of interest rate fair value hedge derivatives		$ 200,000,000	$ 200,000,000
Derivative, fixed Interest rate		1.50%	1.492%
Cash flow hedge gain (loss) to be amortized within 12 months		$ 400,000
Interest Rate Contracts [Member] | Fair Value Hedges [Member]
Derivatives, Fair Value [Line Items]
Notional amount of interest rate fair value hedge derivatives				$ 62,900,000
Number of interest rate contracts terminated | derivative_contract				2
Derivative, gain (loss) on derivative, net		$ 2,200,000
Forward Starting Interest Contract [Member] | Cash Flow Hedges [Member]
Derivatives, Fair Value [Line Items]
Notional amount of interest rate fair value hedge derivatives			$ 200,000,000
Payments for derivative instrument	$ 2,100,000
Derivative instrument, loss recognized	$ 2,000,000