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Derivative Financial Instruments - Additional Information (Detail) - USD ($)						12 Months Ended
	Mar. 02, 2020	May 09, 2019	Oct. 17, 2018	Nov. 17, 2017	Jun. 24, 2016	Dec. 31, 2020	Dec. 31, 2019	Dec. 31, 2018	Nov. 30, 2018	Jan. 04, 2018	Apr. 17, 2017
Derivative Instruments Gain Loss [Line Items]
Derivative, strike rate for the interest rate swap contract					1.145%						1.1325%
Realized gains (losses) on interest rate hedges reclassified to earnings						$ (5,352,000)	$ 1,139,000	$ 1,372,000
Cash Flow Hedge
Derivative Instruments Gain Loss [Line Items]
Derivative, notional amount						400,000,000	400,000,000
Derivative, strike rate for the forward interest rate swap contract	0.985%	2.176%
Interest Rate Swap
Derivative Instruments Gain Loss [Line Items]
Derivative, notional amount					$ 150,000,000
Derivative, maturity date					Jun. 17, 2021
Recognition of hedge ineffectiveness						0
Interest Rate Swap | Cash Flow Hedge
Derivative Instruments Gain Loss [Line Items]
Derivative, notional amount						150,000,000	150,000,000
Interest Rate Collar | Cash Flow Hedge
Derivative Instruments Gain Loss [Line Items]
Derivative, notional amount			$ 100,000,000	$ 100,000,000		250,000,000	$ 250,000,000		$ 150,000,000
Derivative, maturity date			Jan. 17, 2024	Nov. 17, 2024
Interest rate cap strike rate			2.50%	2.00%
Floor interest rate			2.25%	1.25%
Interest Rate Collar | Cash Flow Hedge | Designated
Derivative Instruments Gain Loss [Line Items]
Derivative, notional amount				$ 50,000,000
Interest Rate Collar | Cash Flow Hedge
Derivative Instruments Gain Loss [Line Items]
Derivative, notional amount				$ 50,000,000
Interest Rate Collar | Cash Flow Hedge | Designated
Derivative Instruments Gain Loss [Line Items]
Derivative, notional amount										$ 50,000,000
Forward Interest Rate Swap | Cash Flow Hedge
Derivative Instruments Gain Loss [Line Items]
Derivative, notional amount	$ 150,000,000	$ 150,000,000
Derivative, maturity date	May 17, 2027	Jun. 17, 2026
Derivative, effective date	May 17, 2022	Jun. 17, 2021
Interest Rate Swaps and Collars | Cash Flow Hedge
Derivative Instruments Gain Loss [Line Items]
Amount expect to be reclassified out of accumulated other comprehensive income (loss) to earnings in future						$ (7,934,000)
Estimated time for reclassification out of accumulated other comprehensive income (loss) to earnings						12 months

X

- Definition

Derivative effective date.

+ References

No definition available.

+ Details

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X

- Definition

Interest rate cash flow hedge gain loss reclassified to earnings net of mark to market.

+ References

No definition available.

+ Details

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X

- Definition

Cap rate on an interest rate derivative such as an interest rate cap or collar. If market rates exceed the cap rate, a payment or receipt is triggered on the contract.

+ References

No definition available.

+ Details

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X

- Definition

Floor rate on an interest rate derivative such as an interest rate floor or collar. If market rates falls below the floor rate, a payment or receipt is triggered on the contract.

+ References

No definition available.

+ Details

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X

- Definition

Stated rate on an interest rate forward or futures contract.

+ References

No definition available.

+ Details

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- Definition

Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

+ References

No definition available.

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- Definition

Estimated period for the anticipated transfer of gain (loss), net, from accumulated other comprehensive income into earnings, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.

+ References

No definition available.

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- Definition

The estimated value of gains (losses), net anticipated to be transferred in the future from accumulated other comprehensive income into earnings.

+ References

Reference 1: http://www.xbrl.org/2003/role/disclosureRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 30
-Section 50
-Paragraph 6
-URI http://asc.fasb.org/extlink&oid=121549185&loc=d3e80845-113994

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- Definition

Date the derivative contract matures, in CCYY-MM-DD format.

+ References

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- Definition

Nominal or face amount used to calculate payment on derivative.

+ References

Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 1B
-URI http://asc.fasb.org/extlink&oid=121590274&loc=SL5580258-113959

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-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
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-Section 50
-Paragraph 1A
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-URI http://asc.fasb.org/extlink&oid=121590274&loc=SL5579245-113959

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X

- Definition

Fixed interest rate that will be received or paid upon exercise of the interest rate swaption contract.

+ References

No definition available.

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- Definition

The net gain (loss) during the reporting period due to ineffectiveness in interest rate cash flow hedges. Recognized in earnings.

+ References

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- Details

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