Aggregate notional amount specified by the derivative(s). Expressed as an absolute value.

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher SEC
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Face (par) amount of debt instrument at time of issuance.

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Contractual interest rate for funds borrowed, under the debt agreement.

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Fair value, after offset of derivative liability, of financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset, before offset against an obligation to return collateral under a master netting arrangement. Includes assets elected not to be offset. Excludes assets not subject to a master netting arrangement.

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Fair value, after offset of derivative asset, of financial liability or contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset, elected not to be and before offset against a right to receive collateral under a master netting arrangement. Includes liabilities elected not to be offset. Excludes liabilities not subject to a master netting arrangement.

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Fixed interest rate related to the interest rate derivative.

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The effective portion of net gain (loss) reclassified from accumulated other comprehensive income into income on derivative instruments designated and qualifying as hedging instruments.

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The effective portion of gains and losses (net) on derivative instruments designated and qualifying as hedging instruments that was recognized in other comprehensive income during the current period.

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The effective portion of gains on derivative instruments designated and qualifying as hedging instruments that was recognized in other comprehensive income during the current period.

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-Publisher FASB
-Name Accounting Standards Codification
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Date the derivative contract matures, in CCYY-MM-DD format.

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Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

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The estimated net amount of unrealized gains or losses on interest rate cash flow hedges as of the balance sheet date expected to be reclassified to earnings within the next twelve months.

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-Publisher FASB
-Name Accounting Standards Codification
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-SubTopic 30
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Maximum length of time over which the entity is hedging its exposure to the variability in future cash flows for forecasted transactions, excluding those forecasted transactions related to the payment of variable interest on existing financial instruments, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.

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Derivative Financial Instruments (Details) - USD ($)	12 Months Ended
Derivative Financial Instruments (Details) - USD ($)	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Derivatives, Fair Value [Line Items]
Expected increase/(decrease) to interest expense	$ (900,000)
Derivatives designated as cash flow hedges in prepaid expenses and other assets [Abstract]
Interest rate swaps	1,286,000	$ 7,619,000
Derivatives designated as cash flow hedges in accounts payable, accrued expenses and other liabilities [Abstract]
Interest rate swaps	0	1,870,000
Amount of unrealized gains/(losses) recognized in accumulated other comprehensive income/(loss) on derivatives (effective portion) [Abstract]
Interest rate swaps	1,732,000	5,703,000	$ (4,040,000)
Amount of net losses reclassified out of accumulated other comprehensive income/(loss) into contractual interest expense (effective portion) [Abstract]
Interest rate swaps	1,157,000	3,057,000	$ 3,696,000
Forward Starting Swaps [Member]
Derivatives, Fair Value [Line Items]
Amount of borrowings outstanding, subject to swaps	$ 150,000,000	$ 150,000,000
Underlying treasury rate term (in years)	10 years	10 years
Weighted average interest rate under derivative instruments (in hundredths)	2.44%	1.90%
Gain on forward starting interest rate swaps	$ 7,300,000
Floating to Fixed Interest Rate Swaps (2017) [Member]
Derivatives, Fair Value [Line Items]
Amount of borrowings outstanding, subject to swaps	$ 50,000,000
Underlying treasury rate term (in years)	1 month
Floating to Fixed Interest Rate Swaps [Member]
Derivatives, Fair Value [Line Items]
Amount of borrowings outstanding, subject to swaps	$ 225,000,000
Derivative maturity date	Jan. 31, 2019
Weighted average interest rate under derivative instruments (in hundredths)	1.678%
London Interbank Offered Rate (LIBOR) [Member] \| Floating to Fixed Interest Rate Swaps (2017) [Member]
Derivatives, Fair Value [Line Items]
Weighted average interest rate under derivative instruments (in hundredths)	1.693%
3.875% (4.038% effective rate) Notes due 2027 [Member]
Derivatives, Fair Value [Line Items]
Principal amount of debt	$ 300,000,000
Stated interest rate (in hundredths)	3.875%