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Derivatives and Hedging Activities - Narrative (Details) $ in Millions	9 Months Ended
	Sep. 30, 2022 USD ($) interest_rate_swap	Dec. 31, 2021 USD ($)
Reclassification Adjustment out of Accumulated Other Comprehensive Income on Derivatives [Line Items]
Amount estimated to be reclassified as a reduction to interest expense over next 12 months | $	$ (25.2)
Derivative notional amount | $	$ 1,522.0	$ 1,533.6
Interest Rate Swap | Derivatives in cash flow hedging relationships
Reclassification Adjustment out of Accumulated Other Comprehensive Income on Derivatives [Line Items]
Number of interest rate swaps	9
Derivative notional amount | $	$ 1,200.0
Three Pay-fixed Interest Rate Swaps Subject To Minimum Of 0.75% | Derivatives in cash flow hedging relationships
Reclassification Adjustment out of Accumulated Other Comprehensive Income on Derivatives [Line Items]
Number of interest rate swaps	3
Derivative notional amount | $	$ 1,200.0
Three Pay-fixed Interest Rate Swaps Subject To Minimum Of 0.75% | Derivatives in cash flow hedging relationships | LIBOR | Minimum
Reclassification Adjustment out of Accumulated Other Comprehensive Income on Derivatives [Line Items]
Variable interest rate of derivative instrument (percent)	0.75%
Six Undersigned Interest Rate Swaps | Derivatives in cash flow hedging relationships
Reclassification Adjustment out of Accumulated Other Comprehensive Income on Derivatives [Line Items]
Number of interest rate swaps	6
Three Pay-fixed Interest Rate Swaps Subject To Minimum Of 1.00% | Derivatives in cash flow hedging relationships
Reclassification Adjustment out of Accumulated Other Comprehensive Income on Derivatives [Line Items]
Number of interest rate swaps	3
Three Pay-fixed Interest Rate Swaps Subject To Minimum Of 1.00% | Derivatives in cash flow hedging relationships | LIBOR | Minimum
Reclassification Adjustment out of Accumulated Other Comprehensive Income on Derivatives [Line Items]
Variable interest rate of derivative instrument (percent)	1.00%
Three Interest Rate Swaps That Pay 1-Month LIBOR Subject To Minimum Of 1.00% | Derivatives in cash flow hedging relationships
Reclassification Adjustment out of Accumulated Other Comprehensive Income on Derivatives [Line Items]
Number of interest rate swaps	3
Three Interest Rate Swaps That Pay 1-Month LIBOR Subject To Minimum Of 1.00% | Derivatives in cash flow hedging relationships | LIBOR | Minimum
Reclassification Adjustment out of Accumulated Other Comprehensive Income on Derivatives [Line Items]
Variable interest rate of derivative instrument (percent)	1.00%
Interest Rate Cap | Derivatives in cash flow hedging relationships
Reclassification Adjustment out of Accumulated Other Comprehensive Income on Derivatives [Line Items]
Number of interest rate swaps	2
Derivative notional amount | $	$ 322.0

X

- Definition

The estimated net amount of existing gains or losses on cash flow hedges at the reporting date expected to be reclassified to earnings within the next 12 months.

+ References

Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 30
-Section 50
-Paragraph 1
-Subparagraph (c)
-URI https://asc.fasb.org/extlink&oid=121549185&loc=d3e80748-113994

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- Definition

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 https://asc.fasb.org/extlink&oid=125515794&loc=SL5580258-113959

Reference 2: http://www.xbrl.org/2009/role/commonPracticeRef
-Publisher FASB
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-Section 50
-Paragraph 1A
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-Topic 815
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