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Interest Rate Derivatives (Details) - USD ($) $ in Thousands |  | 3 Months Ended | 6 Months Ended |
--- | --- | --- | --- | ---
May 01, 2017 | Jun. 30, 2017 | Jun. 30, 2016 | Jun. 30, 2017 | Jun. 30, 2016 | Dec. 31, 2016
Effect of interest rate derivatives on consolidated statements of operations and comprehensive income |  |  |  |  |  |
Unrealized loss recognized in AOCL (effective portion) |  | $ (1,800) | $ (5,704) | $ (1,576) | $ (16,988) |
Interest rate swaps |  |  |  |  |  |
Effect of interest rate derivatives on consolidated statements of operations and comprehensive income |  |  |  |  |  |
Approximate loss amount to be reclassified from AOCI to interest expense over the next 12 months |  | 1,900 |  | 1,900 |  |
Interest rate derivatives in liability position, fair value |  | 591 |  | 591 |  |
Termination value to settle obligations under interest rate derivative agreements |  | 822 |  | 822 |  |
Interest rate swaps | Interest Expense |  |  |  |  |  |
Effect of interest rate derivatives on consolidated statements of operations and comprehensive income |  |  |  |  |  |
Loss reclassified from AOCL into interest expense (effective portion) |  | (853) | (850) | (2,037) | (1,720) |
(Loss) gain on derivatives recognized in interest expense (ineffective portion) |  | (356) | (319) | 98 | (1,870) |
Loss reclassified from AOCL into interest expense (ineffective portion) |  | (88) | $ 0 | (88) | $ 0 |
Interest rate swaps | Prepaid expenses and other current assets |  |  |  |  |  |
Fair value of interest rate derivatives and balance sheet classification |  |  |  |  |  |
Interest rate swaps designated as cash flow hedges |  | 117 |  | 117 |  | $ 158
Interest rate swaps | Other Liabilities |  |  |  |  |  |
Fair value of interest rate derivatives and balance sheet classification |  |  |  |  |  |
Interest rate swaps designated as cash flow hedges |  | (601) |  | (601) |  | (1,572)
Designated |  |  |  |  |  |
Fair values of interest rate swap derivatives |  |  |  |  |  |
Fair value of interest rate swaps |  | (484) |  | (484) |  | (1,414)
Designated | Interest rate swap, effective date September 1, 2015, swap two |  |  |  |  |  |
Fair values of interest rate swap derivatives |  |  |  |  |  |
Notional Amount |  | $ 100,000 |  | $ 100,000 |  |
Fixed rate (as a percent) |  | 1.73% |  | 1.73% |  |
Fair value of interest rate swaps |  | $ (408) |  | $ (408) |  | (848)
Designated | Interest rate swap, effective October 13, 2015 |  |  |  |  |  |
Fair values of interest rate swap derivatives |  |  |  |  |  |
Notional Amount |  | $ 13,402 |  | $ 13,402 |  |
Fixed rate (as a percent) |  | 1.39% |  | 1.39% |  |
Fair value of interest rate swaps |  | $ 117 |  | $ 117 |  | 100
Notional amount of interest rate derivatives after scheduled amortization |  | 12,100 |  | 12,100 |  |
Designated | Interest rate swap, effective September 1, 2016, swap one |  |  |  |  |  |
Fair values of interest rate swap derivatives |  |  |  |  |  |
Notional Amount |  | $ 100,000 |  | $ 100,000 |  |
Fixed rate (as a percent) |  | 1.9013% |  | 1.9013% |  |
Fair value of interest rate swaps |  | $ (79) |  | $ (79) |  | (23)
Designated | Interest rate swap, effective September 1, 2016, swap two |  |  |  |  |  |
Fair values of interest rate swap derivatives |  |  |  |  |  |
Notional Amount |  | $ 100,000 |  | $ 100,000 |  |
Fixed rate (as a percent) |  | 1.905% |  | 1.905% |  |
Fair value of interest rate swaps |  | $ (68) |  | $ (68) |  | 48
Designated | Interest rate swap, effective September 1, 2016, swap three |  |  |  |  |  |
Fair values of interest rate swap derivatives |  |  |  |  |  |
Notional Amount |  | $ 50,000 |  | $ 50,000 |  |
Fixed rate (as a percent) |  | 1.9079% |  | 1.9079% |  |
Fair value of interest rate swaps |  | $ (46) |  | $ (46) |  | 10
Designated | Interest rate swap, effective date September 1, 2015, swap one |  |  |  |  |  |
Fair values of interest rate swap derivatives |  |  |  |  |  |
Notional Amount |  | $ 100,000 |  | $ 100,000 |  |
Fixed rate (as a percent) |  | 1.673% |  | 1.673% |  |
Fair value of interest rate swaps |  | $ 0 |  | $ 0 |  | $ (701)
Interest rate swap cash settled | $ 460 |  |  |  |  |

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- Definition Aggregate notional amount specified by the derivative(s). Expressed as an absolute value. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher SEC -Name Regulation S-X (SX) -Number 210 -Article 12 -Section 13 -Sentence Column B + Details
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- Definition Represents the notional amount of interest rate derivatives after scheduled amortization. + References No definition available. + Details
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- Definition The aggregate fair value of assets needed to immediately settle the derivative instruments with credit-risk-related contingent features if the credit-risk-related contingent features were triggered at the end of the reporting period. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4H -Subparagraph (f) -URI http://asc.fasb.org/extlink&oid=64837297&loc=SL5624258-113959 + Details
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- Definition The premium (cost) of a hedge, net of any cash received on settlement during the period. + References No definition available. + Details
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- Definition The portion of gains and losses (net) on derivative instruments designated and qualifying as hedging instruments representing (a) the amount of the hedge ineffectiveness and (b) the amount, if any, excluded from the assessment of hedge effectiveness. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4C -Subparagraph (d) -URI http://asc.fasb.org/extlink&oid=64837297&loc=SL5624171-113959 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 25 -Section 50 -Paragraph 1 -Subparagraph (a)(1),(2) -URI http://asc.fasb.org/extlink&oid=6886632&loc=d3e76258-113986 + Details
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- Definition The effective portion of loss reclassified from accumulated other comprehensive income into income on derivative instruments designated and qualifying as hedging instruments. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4C -Subparagraph (c) -URI http://asc.fasb.org/extlink&oid=64837297&loc=SL5624171-113959 + Details
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- Definition The aggregate fair value amounts of derivative instruments that contain credit-risk-related contingent features that are in a net liability position at the end of the reporting period. For nonderivative instruments that are designated and qualify as hedging instruments, the fair value amounts are the carrying value of the nonderivative hedging instrument, including the adjustment for the foreign currency transaction gain (loss) on that instrument. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4H -Subparagraph (c) -URI http://asc.fasb.org/extlink&oid=64837297&loc=SL5624258-113959 + Details
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- Definition The estimated net amount of unrealized gains or losses on interest rate cash flow hedges as of the balance sheet date expected to be reclassified to earnings within the next twelve months. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 30 -Section 50 -Paragraph 1 -Subparagraph (c) -URI http://asc.fasb.org/extlink&oid=35736893&loc=d3e80748-113994 + Details
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