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Financial Instruments and Fair Values - Summary of the Terms of Agreements and the Fair Value of Derivative Financial Instruments (Details) - USD ($)	3 Months Ended		9 Months Ended
	Sep. 30, 2017	Sep. 30, 2016	Sep. 30, 2017	Sep. 30, 2016	Mar. 31, 2017	Dec. 31, 2016
Derivatives, Fair Value [Line Items]
Loss from derivative financial instruments	$ 0	$ 0	$ 289,000	$ 0
Cash Flow Hedging | Designated as Hedging Instrument
Derivatives, Fair Value [Line Items]
Asset	0		0			$ 614,000
Liability	(13,378,000)		(13,378,000)			(5,591,000)
LIBOR | Cash Flow Hedging | Designated as Hedging Instrument | Interest Rate Swap, One Month LIBOR, 2.1485%
Derivatives, Fair Value [Line Items]
Notional Amount	$ 265,000,000		$ 265,000,000
Pay Rate (as a percent)	2.1485%		2.1485%
Asset	$ 0		$ 0			0
Liability	(3,436,000)		(3,436,000)			(1,634,000)
LIBOR | Cash Flow Hedging | Designated as Hedging Instrument | Two Interest Rate Swaps, Three Month LIBOR, 2.5050%
Derivatives, Fair Value [Line Items]
Notional amount, terminated					$ 180,000,000.0
Deferred losses on terminated hedges	5,900,000		5,900,000
LIBOR | Cash Flow Hedging | Designated as Hedging Instrument | Interest Rate Swap, Three Month LIBOR, 2.5050%
Derivatives, Fair Value [Line Items]
Notional Amount	$ 100,000,000		$ 100,000,000
Pay Rate (as a percent)	2.505%		2.505%
Asset	$ 0		$ 0			0
Liability	0		0			(684,000)
LIBOR | Cash Flow Hedging | Designated as Hedging Instrument | Interest Rate Swap, Three Month LIBOR, 2.5050%, 2
Derivatives, Fair Value [Line Items]
Notional Amount	$ 80,000,000		$ 80,000,000		100,000,000.0
Pay Rate (as a percent)	2.505%		2.505%
Asset	$ 0		$ 0			0
Liability	0		0			(685,000)
Notional amount, terminated					$ 20,000,000
LIBOR | Cash Flow Hedging | Designated as Hedging Instrument | Interest Rate Swap, Three Month LIBOR, 2.4860%
Derivatives, Fair Value [Line Items]
Notional Amount	$ 100,000,000		$ 100,000,000
Pay Rate (as a percent)	2.486%		2.486%
Asset	$ 0		$ 0			224,000
Liability	(1,448,000)		(1,448,000)			0
LIBOR | Cash Flow Hedging | Designated as Hedging Instrument | Interest Rate Swap, Three Month LIBOR, 2.4860%, 2
Derivatives, Fair Value [Line Items]
Notional Amount	$ 100,000,000		$ 100,000,000
Pay Rate (as a percent)	2.486%		2.486%
Asset	$ 0		$ 0			223,000
Liability	(1,448,000)		(1,448,000)			0
LIBOR | Cash Flow Hedging | Designated as Hedging Instrument | Interest Rate Swap, Three Month LIBOR, 2.4860%, 3
Derivatives, Fair Value [Line Items]
Notional Amount	$ 75,000,000		$ 75,000,000
Pay Rate (as a percent)	2.486%		2.486%
Asset	$ 0		$ 0			167,000
Liability	(1,086,000)		(1,086,000)			0
LIBOR | Cash Flow Hedging | Designated as Hedging Instrument | Interest Rate Swap, Three Month LIBOR, 2.7620%
Derivatives, Fair Value [Line Items]
Notional Amount	$ 75,000,000		$ 75,000,000
Pay Rate (as a percent)	2.762%		2.762%
Asset	$ 0		$ 0			0
Liability	(2,592,000)		(2,592,000)			(1,295,000)
LIBOR | Cash Flow Hedging | Designated as Hedging Instrument | Interest Rate Swap, Three Month LIBOR, 2.7620%, 2
Derivatives, Fair Value [Line Items]
Notional Amount	$ 75,000,000		$ 75,000,000
Pay Rate (as a percent)	2.762%		2.762%
Asset	$ 0		$ 0			0
Liability	(2,591,000)		(2,591,000)			(1,293,000)
LIBOR | Cash Flow Hedging | Designated as Hedging Instrument | Interest Rate Swap, Three Month LIBOR, 2.4625%
Derivatives, Fair Value [Line Items]
Notional Amount	$ 100,000,000		$ 100,000,000
Pay Rate (as a percent)	2.46245%		2.46245%
Asset	$ 0		$ 0			0
Liability	(777,000)		(777,000)			$ 0
Other expense | LIBOR | Cash Flow Hedging | Designated as Hedging Instrument | Interest Rate Swap, Three Month LIBOR, 2.5050%, 2
Derivatives, Fair Value [Line Items]
Loss from derivative financial instruments	$ 0	$ 0	$ 300,000	$ 0

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