Derivatives and Hedging Activities - Narrative (Details)	Sep. 30, 2020 USD ($) contract	Dec. 31, 2019 USD ($) contract
Derivative Instruments, Gain (Loss) [Line Items]
Losses to be reclassified from accumulated other comprehensive income into earnings over the next twelve months \| $	$ (581,000)
Interest rate swaps \| Cash flow hedging
Derivative Instruments, Gain (Loss) [Line Items]
Number of derivative contracts \| contract	3	0
Aggregate notional amount \| $	$ 120,000,000
Interest rate swaps \| Fair value hedging of interest rate risk
Derivative Instruments, Gain (Loss) [Line Items]
Number of derivative contracts \| contract	2	4
Aggregate notional amount \| $	$ 20,000,000.0	$ 37,900,000
Not designated as hedging instrument, economic hedge \| Interest rate swaps
Derivative Instruments, Gain (Loss) [Line Items]
Number of derivative contracts \| contract	3

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Nominal or face amount used to calculate payment on derivative.

+ References

Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 1B
-URI http://asc.fasb.org/extlink&oid=121590274&loc=SL5580258-113959

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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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Number of interest rate derivative instruments held by the entity at the reporting date.

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