Derivative Instruments and Hedging Activity (Details) - USD ($) $ in Thousands	1 Months Ended					9 Months Ended	12 Months Ended
	May 31, 2019	Dec. 31, 2018	Sep. 30, 2017	Jul. 31, 2014	Sep. 30, 2013	Sep. 30, 2019	Dec. 31, 2018	Jun. 30, 2019	Mar. 31, 2019
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Realized gain (loss) on settlement of interest rate swaps						$ 802
Derivative, Net Liability Position, Aggregate Fair Value						14,300
Derivative Instruments, Gain (Loss) Reclassification from Accumulated OCI to Income, Estimated Net Amount to be Transferred						(1,300)
Interest Rate Swap Agreement One [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative, Notional Amount					$ 35,000
Derivative, Inception Date					Oct. 03, 2013
Derivative, Maturity Date					Sep. 29, 2020
Description of Interest Rate Cash Flow Hedge Activities					the Company receives from the counterparty interest on the notional amount based on one month LIBOR and pays to the counterparty a fixed rate of 2.20%.
Fixed interest rate					2.20%
Derivative, Amount of Hedged Item					$ 35,000
Fair Value, Net Asset (Liability)						(200)
Interest Rate Swap Agreement Two [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative, Notional Amount				$ 65,000
Derivative, Inception Date				Jul. 21, 2014
Derivative, Maturity Date				Jul. 21, 2021
Description of Interest Rate Cash Flow Hedge Activities				the Company receives from the counterparty interest on the notional amount based on one month LIBOR and pays to the counterparty a fixed rate of 2.09%.
Fixed interest rate				2.09%
Derivative, Amount of Hedged Item				$ 65,000
Fair Value, Net Asset (Liability)						(700)
Interest Rate Swap Agreement Three [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative, Notional Amount			$ 40,000
Derivative, Inception Date			Aug. 01, 2016
Derivative, Maturity Date			Jul. 01, 2023
Description of Interest Rate Cash Flow Hedge Activities			the Company receives from the counterparty interest on the notional amount based on one month LIBOR and pays to the counterparty a fixed rate of 1.40%.
Fixed interest rate			1.40%
Derivative, Amount of Hedged Item			$ 40,000
Fair Value, Net Asset (Liability)						0
Interest Rate Swap Agreement Four [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative, Notional Amount		$ 100,000					$ 100,000
Derivative, Inception Date		Dec. 27, 2018
Derivative, Maturity Date		Jan. 15, 2026
Description of Interest Rate Cash Flow Hedge Activities							the Company receives from the counterparty interest on the notional amount based on one month LIBOR and pays to the counterparty a fixed rate of 2.66%
Fixed interest rate		2.66%					2.66%
Derivative, Amount of Hedged Item		$ 100,000					$ 100,000
Fair Value, Net Asset (Liability)						(7,600)
Interest Rate Swap Agreement Five [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative, Notional Amount									$ 100,000
Realized gain (loss) on settlement of interest rate swaps	$ 800
Interest Rate Swap Agreement Six [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative, Notional Amount								$ 100,000
Fair Value, Net Asset (Liability)						$ (5,500)