Financial Instruments: Derivatives and Hedging (Details) - USD ($) $ in Thousands	12 Months Ended
Dec. 31, 2019	Nov. 30, 2021
Financial Instruments: Derivatives and Hedging
Hedged amount of portion of the future LIBOR-based rate risk	$ 7,700
Amount estimated to be reclassified into earnings within next 12 months	1,300
JPM Term Loan
Financial Instruments: Derivatives and Hedging
Hedged amount of portion of the future LIBOR-based rate risk	$ 100,000
BMO Term Loan \| BAML Term Loan
Financial Instruments: Derivatives and Hedging
Percentage floor of spread payable to the counterparty	0.00%
2017 Interest Rate Swap
Financial Instruments: Derivatives and Hedging
Fair Value	$ 3,000
2017 Interest Rate Swap \| Cash flow hedges
Financial Instruments: Derivatives and Hedging
Notional Value	$ 400,000
Strike Rate (as a percent)	1.12%
Fair Value	$ 3,022
2013 BMO Interest Rate Swap \| Cash flow hedges
Financial Instruments: Derivatives and Hedging
Notional Value	$ 220,000
Strike Rate (as a percent)	2.32%
Fair Value	$ (963)
2019 JPM Interest Rate Swap \| Cash flow hedges
Financial Instruments: Derivatives and Hedging
Notional Value	$ 100,000
Strike Rate (as a percent)	2.44%
Fair Value	$ (1,634)
2019 BMO Interest Rate Swap \| Cash flow hedges
Financial Instruments: Derivatives and Hedging
Notional Value	$ 220,000
Strike Rate (as a percent)	2.39%
Fair Value	$ (5,107)
2019 BMO Interest Rate Swap \| Cash flow hedges \| Forecast
Financial Instruments: Derivatives and Hedging
Notional Value		$ 165,000

Represents the percentage floor of the spread payable to the counterparty should the base rate be negative.

No definition available.

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- Definition

Fixed interest rate related to the interest rate derivative.

+ References

No definition available.

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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

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=109980867&loc=SL5580258-113959

Reference 2: http://www.xbrl.org/2009/role/commonPracticeRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 1A
-Subparagraph (d)
-URI http://asc.fasb.org/extlink&oid=109980867&loc=SL5579245-113959

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- Definition

Amount of liability hedged in fair value hedging relationship.

+ References

Reference 1: http://www.xbrl.org/2003/role/disclosureRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 4EE
-Subparagraph (a)
-URI http://asc.fasb.org/extlink&oid=109980867&loc=SL109999712-113959

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- Definition

Fair value as of the balance sheet date of all interest rate derivatives designated as cash flow hedging instruments.

+ References

Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 45
-Paragraph 5
-URI http://asc.fasb.org/extlink&oid=117331979&loc=d3e41228-113958

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- Definition

The estimated net amount of unrealized gains or losses on interest rate cash flow hedges as of the balance sheet date expected to be reclassified to earnings within the next twelve months.

+ References

Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 30
-Section 50
-Paragraph 1
-Subparagraph (c)
-URI http://asc.fasb.org/extlink&oid=112277219&loc=d3e80748-113994

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