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Derivative Instruments and Hedging Activities - Cash Flow Derivatives (Details) - Cash Flow Hedging - Designated as Hedging Instrument - USD ($) $ in Thousands	3 Months Ended		9 Months Ended		12 Months Ended
	Sep. 30, 2024	Sep. 30, 2023	Sep. 30, 2024	Sep. 30, 2023	Dec. 31, 2023
Cash Flow Hedging Derivatives
Amount expected to be reclassified from AOCI into earnings			$ 5,100
Interest Rate Swap
Cash Flow Hedging Derivatives
Notional Amount	$ 183,000		$ 183,000		$ 183,000
Weighted Average Pay Rate	2.18%		2.18%		2.00%
Weighted Average Receive Rate	5.31%		5.31%		5.48%
Weighted Average Maturity (Years)			4 years 1 month 24 days		4 years 14 days
Net Unrealized Gain			$ 1,342		$ 5,271
Interest Rate Cap
Cash Flow Hedging Derivatives
Notional Amount	$ 125,000		$ 125,000		$ 125,000
Weighted Average Maturity (Years)			5 years 7 months 2 days		6 years 4 months 2 days
Unamortized Premium Paid	$ 4,481		$ 4,481		$ 5,081
Weighted Average Strike Rate	0.96%		0.96%		0.96%
Amortization of interest rate cap premiums	$ 204	$ 198	$ 600	$ 593

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Amount of amortization of premium paid incurred by the lessor for derivative instruments.

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Weighted average pay rate in effect as of the balance sheet date related to the interest rate derivative.

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Weighted average receive rate in effect as of the balance sheet date related to the interest rate derivative.

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Weighted average strike rate in effect as of the balance sheet date related to the interest rate derivative.

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Amount, after accumulated amortization, of debt premium.

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Average remaining period until maturity of the derivative contract, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.

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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 value of gains (losses), net anticipated to be transferred in the future from accumulated other comprehensive income into earnings.

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Nominal or face amount used to calculate payment on derivative.

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The net change in the difference between the fair value and the carrying value, or in the comparative fair values, of derivative instruments, including options, swaps, futures, and forward contracts, held at each balance sheet date, that was included in earnings for the period.

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