Derivatives and Hedging Activities (Tables)

3 Months Ended

Mar. 31, 2022

Derivative Instruments And Hedging Activities Disclosure [Abstract]

Schedule of Key Terms and Fair Values of Our Interest Rate Swap Derivatives

The following table sets forth the key terms and fair values of our interest rate swap derivatives, each of which was designated as a cash flow hedge as of March 31, 2022 (amounts in thousands):

Notional Amount		Fixed Rate			Floating Rate Index	Effective Date	Expiration Date	Fair Value
$	100,000		1.41	%	One-Month LIBOR	March 29, 2017	September 29, 2023	$	1,136
$	150,000		2.71	%	One-Month LIBOR	December 13, 2018	June 19, 2023	$	(1,330	)

Schedule of Fair Value of Our Interest Rate Derivatives as Well as Their Classification on Our Consolidated Balance Sheets

The table below sets forth the fair value of our interest rate derivatives as well as their classification on our Consolidated Balance Sheet (amounts in thousands):

Balance Sheet Line Item	As of March 31, 2022
Interest rate swaps - Asset	$	1,136
Interest rate swaps - Liability	$	(1,330	)

Schedule Of Effects of Our Interest Rate Derivatives on our Consolidated Statements of Operations and Comprehensive Income (Loss)

The table below presents the effects of our interest rate derivatives on our Consolidated Statements of Operations and Comprehensive Income (Loss) (amounts in thousands):

	For the three months ended March 31,
	2022			2021
Unrealized gain recognized in AOCI	$	4,239		$	547
Loss reclassified from AOCI into interest expense		(1,268	)		(1,291	)