Use of Derivative Financial Instruments - Cash Flow Hedges and Contingent Features (Details) - Interest Rate Swaps - USD ($)	3 Months Ended		6 Months Ended		12 Months Ended
	Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016	Dec. 31, 2016
Risk Management Objective of Using Derivatives
Gain (Loss) on Cash Flow Hedge Ineffectiveness, Net		$ 0	$ 27,000	$ 0	$ (129,000)
Cash Flow Hedges of Interest Rate Risk
Additional amount reclassified from accumulated other comprehensive income (loss) as an increase to interest expense over the next twelve months	$ 1,300,000		1,300,000
Amount of income (loss) recognized in accumulated other comprehensive income (loss) on interest rate swaps (effective portion)	1,956,000	5,797,000	1,442,000	18,365,000
Amount of loss reclassified from accumulated other comprehensive income (loss) into income (loss) as interest expense (effective portion)	446,000	729,000	1,144,000	1,474,000
Amount of gain (loss) recognized in interest expense (ineffective portion and amount excluded from effectiveness testing)	(129,000)	$ 0	27,000	$ 0
Credit-risk-related Contingent Features
Termination value required to settle obligations under agreements	$ 2,100,000		$ 2,100,000