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Derivative Financial Instruments (Tables)
 6 Months Ended
Jun. 30, 2020
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of Derivative Instruments [Table Text Block]
The following table summarizes the Company’s outstanding interest rate swaps as of June 30, 2020. All of the Company’s interest rate swaps are designated as qualifying cash flow hedges.

Interest Rate
Derivative Counterparty		Trade Date    Effective DateNotional Amount
(in thousands)		Fair Value
(in thousands)		Pay Fixed Interest RateReceive Variable Interest RateMaturity Date
The Toronto-Dominion BankOct-14-2015Sep-29-2016$25,000  $(76) 1.3830 %One-month LSep-29-2020
PNC Bank, N.A.Oct-14-2015Sep-29-2016$50,000  $(153) 1.3906 %One-month LSep-29-2020
Regions BankOct-14-2015Sep-29-2016$35,000  $(106) 1.3858 %One-month LSep-29-2020
U.S. Bank, N.A.Oct-14-2015Sep-29-2016$25,000  $(77) 1.3950 %One-month LSep-29-2020
Capital One, N.A.Oct-14-2015Sep-29-2016$15,000  $(46) 1.3950 %One-month LSep-29-2020
Royal Bank of CanadaJan-08-2015Mar-20-2015$25,000  $(280) 1.7090 %One-month LMar-21-2021
The Toronto-Dominion BankJan-08-2015Mar-20-2015$25,000  $(280) 1.7105 %One-month LMar-21-2021
The Toronto-Dominion BankJan-08-2015Sep-10-2017$100,000  $(1,493) 2.2255 %One-month LMar-21-2021
Wells Fargo, N.A.Jan-08-2015Mar-20-2015$25,000  $(750) 1.8280 %One-month LMar-31-2022
The Toronto-Dominion BankJan-08-2015Feb-14-2020$25,000  $(1,027) 2.4535 %One-month LMar-31-2022
Regions BankJan-08-2015Feb-14-2020$50,000  $(2,072) 2.4750 %One-month LMar-31-2022
Capital One, N.A.Jan-08-2015Feb-14-2020$50,000  $(2,121) 2.5300 %One-month LMar-31-2022
The Toronto-Dominion BankJul-20-2017Oct-30-2017$25,000  $(1,093) 1.8485 %One-month LJan-04-2023
Royal Bank of CanadaJul-20-2017Oct-30-2017$25,000  $(1,094) 1.8505 %One-month LJan-04-2023
Wells Fargo, N.A.Jul-20-2017Oct-30-2017$25,000  $(1,094) 1.8505 %One-month LJan-04-2023
PNC Bank, N.A.Jul-20-2017Oct-30-2017$25,000  $(1,093) 1.8485 %One-month LJan-04-2023
PNC Bank, N.A.Jul-20-2017Oct-30-2017$50,000  $(2,184) 1.8475 %One-month LJan-04-2023
The Toronto-Dominion BankApr-20-2020Sep-29-2020$75,000  $(290) 0.2750 %One-month LApr-18-2023
Wells Fargo, N.A.Apr-20-2020Sep-29-2020$75,000  $(298) 0.2790 %One-month LApr-18-2023
The Toronto-Dominion BankApr-20-2020Mar-19-2021$75,000  $(251) 0.2750 %One-month LApr-18-2023
Wells Fargo, N.A.Apr-20-2020Mar-19-2021$75,000  $(258) 0.2800 %One-month LApr-18-2023
The Toronto-Dominion BankJul-24-2018Jul-26-2019$50,000  $(4,932) 2.9180 %One-month LJan-12-2024
PNC Bank, N.A.Jul-24-2018Jul-26-2019$50,000  $(4,932) 2.9190 %One-month LJan-12-2024
Bank of Montreal Jul-24-2018Jul-26-2019$50,000  $(4,932) 2.9190 %One-month LJan-12-2024
U.S. Bank, N.A.Jul-24-2018Jul-26-2019$25,000  $(2,466) 2.9190 %One-month LJan-12-2024
Wells Fargo, N.A.May-02-2019Jul-15-2020$50,000  $(4,633) 2.2460 %One-month LJan-15-2025
U.S. Bank, N.A.May-02-2019Jul-15-2020$50,000  $(4,632) 2.2459 %One-month LJan-15-2025
Regions BankMay-02-2019Jul-15-2020$50,000  $(4,632) 2.2459 %One-month LJan-15-2025
Bank of MontrealJul-16-2019Jul-15-2020$50,000  $(3,436) 1.7165 %One-month LJan-15-2025
Schedule of interest rate swaps
The following table summarizes the fair value of the interest rate swaps outstanding as of June 30, 2020 and December 31, 2019.
Balance Sheet Line Item (in thousands)Notional Amount June 30, 2020Fair Value June 30, 2020Notional Amount December 31, 2019Fair Value December 31, 2019
Interest rate swaps-Asset$—  $—  $250,000  $303  
Interest rate swaps-Liability$1,275,000  $(50,731) $850,000  $(18,819) 
Schedule of the location in the financial statements of the gain or loss recognized on interest rate swaps
The following table summarizes the effect of cash flow hedge accounting and the location in the consolidated financial statements for the three and six months ended June 30, 2020 and 2019.
 Three months ended June 30,Six months ended June 30,
Effect of Cash Flow Hedge Accounting (in thousands)2020201920202019
Loss recognized in accumulated other comprehensive loss on interest rate swaps$5,249  $14,946  $36,336  $20,802  
Income (loss) reclassified from accumulated other comprehensive loss into income as interest expense$(3,240) $1,082  $(4,136) $2,204  
Total interest expense presented in the Consolidated Statements of Operations in which the effects of cash flow hedges are recorded$15,333  $12,193  $30,197  $25,027  
Schedule of financial instruments accounted for at fair value on a recurring basis
The following table summarizes the Company’s financial instruments that are accounted for at fair value on a recurring basis as of June 30, 2020 and December 31, 2019. 
  Fair Value Measurements as of June 30, 2020 Using
Balance Sheet Line Item (in thousands)Fair Value June 30, 2020Level 1Level 2Level 3
Interest rate swaps-Asset$—  $—  $—  $—  
Interest rate swaps-Liability$(50,731) $—  $(50,731) $—  

  Fair Value Measurements as of December 31, 2019 Using
Balance Sheet Line Item (in thousands)Fair Value December 31, 2019Level 1Level 2Level 3
Interest rate swaps-Asset$303  $—  $303  $—  
Interest rate swaps-Liability$(18,819) $—  $(18,819) $—