In 1165, Valdemar the Great, who was himself an honorary Knight of St John, gave the Order land at Antvorskov. The monastery (Danish:kloster) was constructed soon thereafter, during the time of Archbishop Eskil. The mother monastery, on Rhodes, and a monastery on Cyprus were built to house pilgrims to the Holy Land. Daughter houses such as Antvorskov were to forward any profits from properties to the monastery on Rhodes. Over time, however, especially after the collapse of Crusader kingdoms in Palestine, the Order focused more on helping local people, especially those suffering from leprosy, which was not uncommon in medieval Europe.
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In the thirteenth and fourteenth centuries, the monastery became one of Denmark's major landowners. Many persons nearing death and seeking to withdraw from the world into a quasi-religious life donated some or all of their goods to the monastery. Many families seeking heavenly rest for their kinsmen donated property to buy prayers in perpetuity for those deceased relatives, or to buy burial places inside the abbey church.