Derivative Instruments (Tables)

6 Months Ended

Jun. 30, 2020

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of Fair Values of Interest Rate Swaps

The fair values of the interest rate swaps as of June 30, 2020 and December 31, 2019, are as follows (in thousands):

					Fair Value
					Derivative Assets (Liabilities)
Derivative Instrument	Aggregate Notional Amount		Effective Date	Maturity Date	June 30, 2020		December 31, 2019
Interest rate swaps	$	150,000	October 15, 2015	March 15, 2021	$	(1,553)	$	(62)
Interest rate swaps	150,000		March 31, 2017	July 21, 2023	(4,874)		1,825
Interest rate swaps	100,000		June 29, 2018	July 21, 2023	(7,504)		(3,664)
Interest rate swaps	200,000		April 1, 2020	April 1, 2030	(20,602)		3,724
	$	600,000			$	(34,533)	$	1,823

Schedule of Net Gains or Losses on the Effective Swaps

The net unrealized gains or losses on the effective swaps are recognized in other comprehensive loss, as follows (in thousands):

	Three Months Ended June 30,				Six Months Ended June 30,
	2020		2019		2020		2019
Unrealized loss on interest rate hedges	$	(1,789)	$	(6,942)	$	(36,356)	$	(11,111)