Derivative Financial Instruments (Details) - USD ($)	3 Months Ended			6 Months Ended		12 Months Ended
	Jun. 30, 2017	Mar. 31, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016	Dec. 31, 2016
Derivative [Line Items]
Expected increase to interest expense	$ 400,000			$ 400,000
Derivatives designated as cash flow hedges in prepaid expenses and other assets [Abstract]
Interest rate swaps	275,000			275,000		$ 7,619,000
Derivatives designated as cash flow hedges in accounts payable, accrued expenses and other liabilities [Abstract]
Interest rate swaps	1,003,000			1,003,000		1,870,000
Amount of unrealized gains/(losses) recognized in accumulated other comprehensive income/(loss) on derivatives (effective portion) [Abstract]
Interest rate swaps	(136,000)		$ (5,760,000)	316,000	$ (9,395,000)
Amount of losses reclassified out of accumulated other comprehensive income/(loss) into contractual interest expense (effective portion) [Abstract]
Interest rate swaps	297,000		$ 783,000	781,000	$ 1,578,000
Forward Starting Swaps [Member]
Derivative [Line Items]
Amount of borrowings, subject to swaps	$ 150,000,000			$ 150,000,000		$ 150,000,000
Underlying treasury rate term (in years)						10 years
Underlying treasury rate locked by forward-starting swaps (in hundredths)	2.44%			2.44%		1.90%
Gain on forward-starting interest rate swaps		$ 7,300,000
Floating to Fixed Interest Rate Swaps [Member]
Derivative [Line Items]
Amount of borrowings, subject to swaps	$ 50,000,000			$ 50,000,000
Underlying treasury rate term (in years)						1 month
3.875% (4.038% effective rate) Notes due 2027 [Member]
Derivative [Line Items]
Principal debt amount		$ 300,000,000
Interest rate (in hundredths)		3.875%
London Interbank Offered Rate (LIBOR) [Member] | Floating to Fixed Interest Rate Swaps [Member]
Derivative [Line Items]
Underlying treasury rate locked by forward-starting swaps (in hundredths)	1.693%			1.693%