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Financial Instruments and Fair Values (Tables)
 12 Months Ended
Dec. 31, 2021
Fair Value Disclosures [Abstract]  
Schedule of the Terms of Agreements and Fair Values of Derivative Financial Instruments The table below summarizes the terms of agreement and the fair value of our derivative financial instruments as of December 31, 2021 and 2020 (dollar amounts in thousands):     
December 31, 2021December 31, 2020
DerivativeNotional AmountReceive RatePay RateEffective DateExpiration DateAssetLiabilityAssetLiability
Interest rate swap$265,000 1 Month LIBOR2.1485 %August 31, 2017August 24, 2022$— $(3,184)$— $(8,849)
Interest rate swap36,820 
70% of 1 Month LIBOR
2.5000 %December 1, 2021November 1, 2030— (4,527)— — 
Interest rate swap103,790 
70% of 1 Month LIBOR
2.5000 %December 1, 2021November 1, 2033— (15,945)— — 
Interest rate swap10,710 
70% of 1 Month LIBOR
1.7570 %December 1, 2021November 1, 2033— (754)— — 
Interest rate swap19,008 1 Month LIBOR2.2540 %December 1, 2021November 1, 2030— (898)— — 
Interest rate cap6,780 
70% of 1 Month LIBOR
4.5000 %December 1, 2021October 1, 20245 — — — 
Interest rate cap9,188 1 Month LIBOR5.5000 %December 1, 2021October 1, 20248 — — — 
$13 $(25,308)$— $(8,849)
Schedule of Effect of Derivative Financial Instruments Designated as Cash Flow Hedges
The table below shows the effect of our derivative financial instruments designated as cash flow hedges on accumulated other comprehensive income (loss) for the years ended December 31, 2021, 2020 and 2019 (amounts in thousands):    
Effects of Cash Flow HedgesDecember 31, 2021December 31, 2020December 31, 2019
Amount of gain (loss) recognized in other comprehensive income (loss) $348 $(19,322)$(21,813)
Amount of loss reclassified from accumulated other comprehensive income (loss) into interest expense(11,653)(8,870)(1,231)

    The table below shows the effect of our derivative financial instruments designated as cash flow hedges on the consolidated statements of operations for the years ended December 31, 2021, 2020 and 2019 (amounts in thousands):
Effects of Cash Flow HedgesDecember 31, 2021December 31, 2020December 31, 2019
Total interest expense presented on the consolidated
statements of income in which the effects of cash flow hedges are recorded
$(94,394)$(89,907)$(79,246)
Amount of loss reclassified from accumulated other comprehensive income (loss) into interest expense(11,653)(8,870)(1,231)
Schedule of the Aggregate Carrying Value of Debt and Estimates of Fair Value of Financial Instruments The following tables summarize the carrying and estimated fair values of our financial instruments as of December 31, 2021 and 2020 (amounts in thousands):
December 31, 2021
Carrying ValueEstimated Fair Value
 TotalLevel 1Level 2Level 3
Interest rate swaps included in accounts payable and accrued expenses$25,308 $25,308 $— $25,308 $— 
Mortgage notes payable948,769 960,933 — — 960,933 
Senior unsecured notes - Series A, B, C, D, E, F, G and H973,373 994,389 — — 994,389 
Unsecured term loan facilities388,223 390,000 — — 390,000 
December 31, 2020
Carrying ValueEstimated Fair Value
 TotalLevel 1Level 2Level 3
Interest rate swaps included in accounts payable and accrued expenses8,849 8,849 — 8,849 — 
Mortgage notes payable775,929 808,294 — — 808,294 
Senior unsecured notes - Series A, B, C, D, E and F973,159 1,039,857 — — 1,039,857 
Unsecured term loan facility387,561 390,000 — — 390,000