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Financial Instruments and Fair Values (Tables)
 6 Months Ended
Jun. 30, 2022
Fair Value Disclosures [Abstract]  
Schedule of the Terms of Agreements and the Fair Value of Derivative Financial Instruments The table below summarizes the terms of agreements and the fair values of our derivative financial instruments as of June 30, 2022 and December 31, 2021 (amounts in thousands):     
June 30, 2022December 31, 2021
DerivativeNotional AmountReceive RatePay RateEffective DateExpiration DateAssetLiabilityAssetLiability
Interest rate swap$265,000 1 Month LIBOR2.1485%August 31, 2017August 24, 2022$— $(98)$— $(3,184)
Interest rate swap36,820 
70% of 1 Month LIBOR
2.5000%December 1, 2021November 1, 2030— (1,208)— (4,527)
Interest rate swap103,790 
70% of 1 Month LIBOR
2.5000%December 1, 2021November 1, 2033— (4,306)— (15,945)
Interest rate swap10,710 
70% of 1 Month LIBOR
1.7570%December 1, 2021November 1, 2033236  — (754)
Interest rate swap19,008 1 Month LIBOR2.2540%December 1, 2021November 1, 2030492 — — (898)
Interest rate cap6,780 
70% of 1 Month LIBOR
4.5000%December 1, 2021October 1, 202411 — 5 — 
Interest rate cap9,188 1 Month LIBOR5.5000%December 1, 2021October 1, 202426 — 8 — 
Interest rate swap175,000 1 Month SOFR2.5620%August 31, 2022December 31, 20261,703 — — — 
Interest rate swap107,500 1 Month SOFR2.6260%August 19, 2022March 19, 2025828 — — — 
Interest rate swap107,500 1 Month SOFR2.6280%August 19, 2022March 19, 2025824 — — — 
$4,120 $(5,612)$13 $(25,308)
Schedule of Effect of Derivative Financial Instruments Designated as Cash Flow Hedges on Accumulated Other Comprehensive Income (Loss) The table below shows the effect of our derivative financial instruments designated as cash flow hedges on accumulated other comprehensive income (loss) for the three and six months ended June 30, 2022 and 2021 (amounts in thousands):    
Three Months EndedSix Months Ended
Effects of Cash Flow HedgesJune 30, 2022June 30, 2021June 30, 2022June 30, 2021
Amount of gain (loss) recognized in other comprehensive income (loss)$10,057 $(95)$19,819 $(36)
Amount of loss reclassified from accumulated other comprehensive loss into interest expense(2,741)(2,898)(6,036)(5,767)
    The table below shows the effect of our derivative financial instruments designated as cash flow hedges on the condensed consolidated statements of operations for the three and six months ended June 30, 2022 and 2021 (amounts in thousands):
Three Months EndedSix Months Ended
Effects of Cash Flow HedgesJune 30, 2022June 30, 2021June 30, 2022June 30, 2021
Total interest expense presented in the condensed consolidated statements of operations in which the effects of cash flow hedges are recorded$(25,042)$(23,422)$(50,056)$(46,976)
Amount of loss reclassified from accumulated other comprehensive income into interest expense(2,741)(2,898)(6,036)(5,767)
Schedule of the Carrying and Estimated Fair Values of Financial Instruments The following tables summarize the carrying and estimated fair values of our financial instruments as of June 30, 2022 and December 31, 2021 (amounts in thousands):
June 30, 2022
Estimated Fair Value
Carrying
Value		TotalLevel 1Level 2Level 3
Interest rate swaps included in prepaid expenses and other assets$4,082 $4,082 $— $4,082 $— 
Interest rate swap included in accounts payable and accrued expenses5,612 5,612 — 5,612 — 
Mortgage notes payable916,657 844,706 — — 844,706 
Senior unsecured notes - Series A, B, C, D, E, F, G and H973,555 906,567 — — 906,567 
Unsecured term loan facilities388,507 390,000 — — 390,000 
December 31, 2021
Estimated Fair Value
Carrying
Value		TotalLevel 1Level 2Level 3
Interest rate swap 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