Derivative Financial Instruments (Details) - USD ($)	3 Months Ended				9 Months Ended		12 Months Ended
	Sep. 30, 2017	Jun. 30, 2017	Mar. 31, 2017	Sep. 30, 2016	Sep. 30, 2017	Sep. 30, 2016	Dec. 31, 2016
Derivative [Line Items]
Expected increase to interest expense	$ 100,000				$ 100,000
Derivatives designated as cash flow hedges in prepaid expenses and other assets [Abstract]
Interest rate swaps	306,000				306,000		$ 7,619,000
Derivatives designated as cash flow hedges in accounts payable, accrued expenses and other liabilities [Abstract]
Interest rate swaps	1,059,000				1,059,000		1,870,000
Amount of unrealized gains/(losses) recognized in accumulated other comprehensive income/(loss) on derivatives (effective portion) [Abstract]
Interest rate swaps	(347,000)			$ 1,610,000	(31,000)	$ (7,785,000)
Amount of losses reclassified out of accumulated other comprehensive income/(loss) into contractual interest expense (effective portion) [Abstract]
Interest rate swaps	$ 211,000			$ 758,000	$ 992,000	$ 2,336,000
Forward Starting Swaps [Member]
Derivative [Line Items]
Amount of borrowings, subject to swaps		$ 150,000,000					$ 150,000,000
Underlying treasury rate term (in periods)		10 years					10 years
Underlying treasury rate locked by forward-starting swaps (in hundredths)		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
Underlying treasury rate term (in periods)		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%