Derivatives and Hedging (Narrative) (Details)	1 Months Ended	3 Months Ended	9 Months Ended	12 Months Ended
	Aug. 31, 2016 USD ($)	Sep. 30, 2016 USD ($)	Sep. 30, 2016 USD ($)	Dec. 31, 2016 USD ($) derivative_contract	Sep. 30, 2017 USD ($) derivative_contract	Jun. 30, 2016 derivative_contract	Jun. 24, 2016 USD ($)
Derivatives, Fair Value [Line Items]
Accumulated other comprehensive loss				$ (9,161,000)	$ (7,327,000)
Gain (Loss) On Cash Flow Hedges [Member]
Derivatives, Fair Value [Line Items]
Accumulated other comprehensive loss				$ 6,400,000	$ 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%	1.50%
Cash flow hedge gain (loss) to be amortized within 12 months					$ 800,000
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	$ 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