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Derivatives and Hedging Activities (Tables)
 6 Months Ended
Jun. 30, 2018
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of Interest Rate Derivative
The following is a summary of our interest rate swaps that were designated as cash flow hedges of interest rate risk as of June 30, 2018 and December 31, 2017 (notional amount in thousands):
 
2018
 
2017
Count
5
 
5
Notional Amount
$
570,000

 
$
570,000

Fixed LIBOR
0.7%-2.2%
 
0.7%-2.2%
Maturity Date
2019-2024
 
2019-2024
Schedule of Derivative Instruments, Effect on Other Comprehensive Income (Loss)
The table below details the location of the gain or loss recognized on interest rate derivatives designated as cash flow hedges in the consolidated statements of operations and comprehensive income for the three and six months ended June 30, 2018 and 2017 (in thousands):
  
Three Months Ended June 30,
 
Six Months Ended June 30,
  
2018
 
2017
 
2018
 
2017
Amount of gain (loss) recognized in OCI on derivative
$
2,567

 
$
(771
)
 
$
8,818

 
$
(136
)
Amount of gain (loss) reclassified from AOCI into
   interest expense
702

 
(16
)
 
940

 
(238
)