v3.7.0.1
Interest Rate Swaps (Tables)
6 Months Ended
Jun. 30, 2017
Derivative Instruments And Hedging Activities Disclosure [Abstract]  
Summary of Company's Outstanding Interest-rate Swap Agreement

The following is a summary of the Company’s outstanding interest-rate swap agreements at June 30, 2017:

 

(in thousands, except interest rates)

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Counterparty

 

Maturity Date

 

Fixed Rate

 

 

Variable Rate Index

 

Notional Amount

 

 

Fair Value

 

Bank of America, N.A.

 

November 2023

 

 

2.80%

 

 

1 month LIBOR

 

$

25,000

 

 

$

(1,234

)

Bank of Montreal

 

July 2024

 

 

1.16%

 

 

1 month LIBOR

 

 

40,000

 

 

 

2,223

 

Bank of Montreal

 

January 2025

 

 

1.91%

 

 

1 month LIBOR

 

 

25,000

 

 

 

204

 

Bank of Montreal

 

July 2025

 

 

2.32%

 

 

1 month LIBOR

 

 

25,000

 

 

 

(493

)

Bank of Montreal

 

January 2026

 

 

1.92%

 

 

1 month LIBOR

 

 

25,000

 

 

 

322

 

Bank of Montreal

 

January 2026

 

 

2.05%

 

 

1 month LIBOR

 

 

40,000

 

 

 

112

 

Bank of Montreal

 

December 2026

 

 

2.33%

 

 

1 month LIBOR

 

 

10,000

 

 

 

(171

)

Capital One, N.A.

 

December 2021

 

 

1.05%

 

 

1 month LIBOR

 

 

15,000

 

 

 

498

 

Capital One, N.A.

 

December 2024

 

 

1.58%

 

 

1 month LIBOR

 

 

15,000

 

 

 

478

 

Capital One, N.A.

 

January 2026

 

 

2.08%

 

 

1 month LIBOR

 

 

35,000

 

 

 

50

 

Capital One, N.A.

 

July 2026

 

 

1.32%

 

 

1 month LIBOR

 

 

35,000

 

 

 

2,365

 

M&T Bank

 

September 2017

 

 

1.09%

 

 

1 month LIBOR

 

 

25,000

 

 

 

5

 

M&T Bank (a)

 

September 2022

 

 

2.83%

 

 

1 month LIBOR

 

 

25,000

 

 

 

(1,151

)

M&T Bank

 

November 2023

 

 

2.65%

 

 

1 month LIBOR

 

 

25,000

 

 

 

(1,064

)

Regions Bank

 

March 2018

 

 

1.77%

 

 

1 month LIBOR

 

 

25,000

 

 

 

(78

)

Regions Bank

 

March 2019

 

 

1.91%

 

 

3 month LIBOR

 

 

25,000

 

 

 

(159

)

Regions Bank

 

May 2020

 

 

2.12%

 

 

1 month LIBOR

 

 

50,000

 

 

 

(697

)

Regions Bank

 

March 2022

 

 

2.43%

 

 

3 month LIBOR

 

 

25,000

 

 

 

(631

)

Regions Bank

 

December 2023

 

 

1.18%

 

 

1 month LIBOR

 

 

25,000

 

 

 

1,227

 

SunTrust Bank

 

April 2024

 

 

1.99%

 

 

1 month LIBOR

 

 

25,000

 

 

 

(84

)

SunTrust Bank

 

April 2025

 

 

2.20%

 

 

1 month LIBOR

 

 

25,000

 

 

 

(359

)

SunTrust Bank

 

July 2025

 

 

1.99%

 

 

1 month LIBOR

 

 

25,000

 

 

 

57

 

SunTrust Bank

 

January 2026

 

 

1.93%

 

 

1 month LIBOR

 

 

25,000

 

 

 

240

 

Wells Fargo Bank, N.A.

 

February 2021

 

 

2.39%

 

 

1 month LIBOR

 

 

35,000

 

 

 

(847

)

Wells Fargo Bank, N.A.

 

October 2024

 

 

2.72%

 

 

1 month LIBOR

 

 

15,000

 

 

 

(723

)

 

Schedule of Fair Value of Interest Rate Swaps

(a)

The swap is a forward starting swap which becomes effective September 2017.

 

The fair value of the interest rate swaps are reported on the Condensed Consolidated Balance Sheets at June 30, 2017 and December 31, 2016 as follows:

 

(in thousands)

 

June 30,

2017

 

 

December 31,

2016

 

Interest rate swaps, asset

 

$

7,781

 

 

$

9,598

 

Interest rate swaps, liability

 

 

(7,691

)

 

 

(10,217

)

Interest rate swap

 

$

90

 

 

$

(619

)

 

Total Loss Recognized and Location of Loss in Condensed Consolidated Statement of Income and Comprehensive Income (Loss) from Converting from Variable Rates to Fixed Rates

The total loss recognized, and the location of the loss in the accompanying Condensed Consolidated Statements of Income and Comprehensive Income (Loss), from converting from variable rates to fixed rates under these agreements is as follows for the three months ended June 30, 2017 and 2016:

 

 

 

Effective Portion

 

 

Ineffective Portion

 

(in thousands)

 

Location of Loss

Reclassified from

Accumulated Other

Comprehensive

Income into Income

 

Amount of Loss

Reclassified from

Accumulated Other

Comprehensive

Income into Income

 

 

Location of Loss

Recognized in Income on

Derivatives

 

Amount of Loss

Recognized in Income on

Derivatives

 

Interest rate swaps

 

 

 

 

 

 

 

 

 

 

 

 

2017

 

Interest expense

 

$

802

 

 

Interest expense

 

$

332

 

2016

 

Interest expense

 

 

2,313

 

 

Interest expense

 

 

1,668

 

 

The total loss recognized, and the location of the loss in the accompanying Condensed Consolidated Statements of Income and Comprehensive Income (Loss), from converting from variable rates to fixed rates under these agreements is as follows for the six months ended June 30, 2017 and 2016:

 

 

 

Effective Portion

 

 

Ineffective Portion

 

(in thousands)

 

Location of Loss

Reclassified from

Accumulated Other

Comprehensive

Income into Income

 

Amount of Loss

Reclassified from

Accumulated Other

Comprehensive

Income into Income

 

 

Location of Loss

Recognized in Income on

Derivatives

 

Amount of Loss

Recognized in Income on

Derivatives

 

Interest rate swaps

 

 

 

 

 

 

 

 

 

 

 

 

2017

 

Interest expense

 

$

2,704

 

 

Interest expense

 

$

332

 

2016

 

Interest expense

 

 

4,604

 

 

Interest expense

 

 

5,210