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Derivatives and Hedging Activities (Tables)
 9 Months Ended
Sep. 30, 2022
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of Interest Rate Derivatives
The following is a summary of our interest rate swaps that were designated as cash flow hedges of interest rate risk as of September 30, 2022 and December 31, 2021 (dollars in thousands):
September 30, 2022December 31, 2021
SOFR SwapsLIBOR SwapsLIBOR Swaps
Count2 2 5 
Notional amount$430,000 $325,000 $930,000 
Fixed interest rate
1.2% - 2.1%
2.2% - 2.9%
1.3% - 2.9%
Maturity date2023-20242024-20252022-2025
Weighted-average term (in years)1.42.41.9
Schedule of Cash Flow Hedges Included in Accumulated Other Comprehensive Income (Loss)
The table below details the nature of the gain and loss recognized on interest rate derivatives designated as cash flow hedges in the consolidated statements of operations (in thousands):
Three Months Ended September 30,Nine Months Ended September 30,
  2022202120222021
Amount of gain (loss) recognized in
   Other Comprehensive Income
$14,084 $(417)$44,063 $5,397 
Amount of (gain) loss reclassified from
   AOCI into Interest Expense, Net
(76)4,905 7,352 14,584