v3.20.2
Interest Rate Swaps
6 Months Ended
Jun. 30, 2020
Derivative Instruments And Hedging Activities Disclosure [Abstract]  
Interest Rate Swaps

 


11. Interest Rate Swaps

Interest rate swaps were entered into with certain financial institutions in order to mitigate the impact of interest rate variability over the term of the related debt agreements. The interest rate swaps are considered cash flow hedges. In order to reduce counterparty concentration risk, the Company has a diversification policy for institutions that serve as swap counterparties. Under these agreements, the Company receives monthly payments from the counterparties on these interest rate swaps equal to the related variable interest rates multiplied by the outstanding notional amounts. Certain interest rate swaps amortize on a monthly basis. In turn, the Company pays the counterparties each month an amount equal to a fixed rate multiplied by the related outstanding notional amounts. The intended net impact of these transactions is that the Company pays a fixed interest rate on its variable-rate borrowings.

The following is a summary of the Company’s outstanding interest rate swap agreements:

 

(in thousands, except interest rates)

 

 

 

 

 

 

 

 

 

 

 

Fair Value

 

 

Counterparty

 

Maturity Date

 

Fixed

Rate

 

 

Variable Rate Index

 

Notional

Amount

 

 

June 30,

2020

 

 

December 31,

2019

 

 

Bank of America, N.A.

 

November 2023

 

 

2.80

%

 

one-month LIBOR

 

$

25,000

 

 

$

(2,194

)

 

$

(1,136

)

 

Bank of Montreal

 

July 2024

 

 

1.16

%

 

one-month LIBOR

 

 

40,000

 

 

 

(1,635

)

 

 

740

 

 

Bank of Montreal

 

January 2025

 

 

1.91

%

 

one-month LIBOR

 

 

25,000

 

 

 

(1,988

)

 

 

(402

)

 

Bank of Montreal

 

July 2025

 

 

2.32

%

 

one-month LIBOR

 

 

25,000

 

 

 

(2,688

)

 

 

(970

)

 

Bank of Montreal

 

January 2026

 

 

1.92

%

 

one-month LIBOR

 

 

25,000

 

 

 

(2,346

)

 

 

(448

)

 

Bank of Montreal

 

January 2026

 

 

2.05

%

 

one-month LIBOR

 

 

40,000

 

 

 

(4,040

)

 

 

(1,014

)

 

Bank of Montreal

 

December 2026

 

 

2.33

%

 

one-month LIBOR

 

 

10,000

 

 

 

(1,328

)

 

 

(460

)

 

Bank of Montreal

 

December 2026

 

 

1.99

%

 

one-month LIBOR

 

 

25,000

 

 

 

(2,760

)

 

 

(577

)

 

Bank of Montreal

 

December 2027

 

 

2.37

%

 

one-month LIBOR

 

 

25,000

 

 

 

(3,760

)

 

 

(1,306

)

 

Bank of Montreal

 

May 2029

 

 

2.09

%

 

one-month LIBOR

 

 

25,000

 

 

 

(3,633

)

 

 

(799

)

 

Capital One, National Association

 

December 2021

 

 

1.05

%

 

one-month LIBOR

 

 

15,000

 

 

 

(213

)

 

 

143

 

 

Capital One, National Association

 

December 2024

 

 

1.58

%

 

one-month LIBOR

 

 

15,000

 

 

 

(935

)

 

 

10

 

 

Capital One, National Association

 

January 2026

 

 

2.08

%

 

one-month LIBOR

 

 

35,000

 

 

 

(3,549

)

 

 

(911

)

 

Capital One, National Association

 

April 2026

 

 

2.68

%

 

one-month LIBOR

 

 

15,000

 

 

 

(2,102

)

 

 

(944

)

 

Capital One, National Association

 

July 2026

 

 

1.32

%

 

one-month LIBOR

 

 

35,000

 

 

 

(2,182

)

 

 

720

 

 

Capital One, National Association

 

December 2027

 

 

2.37

%

 

one-month LIBOR

 

 

25,000

 

 

 

(3,738

)

 

 

(1,278

)

 

M&T Bank

 

August 2021

 

 

1.02

%

 

one-month LIBOR

 

 

4,841

 

 

 

(46

)

 

 

41

 

(a), (b)

M&T Bank

 

September 2022

 

 

2.83

%

 

one-month LIBOR

 

 

25,000

 

 

 

(1,490

)

 

 

(862

)

 

M&T Bank

 

November 2023

 

 

2.65

%

 

one-month LIBOR

 

 

25,000

 

 

 

(2,125

)

 

 

(1,038

)

 

Regions Bank

 

May 2020

 

 

2.12

%

 

one-month LIBOR

 

 

50,000

 

 

 

 

 

 

(104

)

 

Regions Bank

 

December 2023

 

 

1.18

%

 

one-month LIBOR

 

 

25,000

 

 

 

(962

)

 

 

376

 

 

Regions Bank

 

May 2029

 

 

2.11

%

 

one-month LIBOR

 

 

25,000

 

 

 

(3,753

)

 

 

(827

)

 

Regions Bank

 

June 2029

 

 

2.03

%

 

one-month LIBOR

 

 

25,000

 

 

 

(3,579

)

 

 

(651

)

 

Truist Financial Corporation

 

April 2024

 

 

1.99

%

 

one-month LIBOR

 

 

25,000

 

 

 

(1,749

)

 

 

(451

)

 

Truist Financial Corporation

 

April 2025

 

 

2.20

%

 

one-month LIBOR

 

 

25,000

 

 

 

(2,403

)

 

 

(781

)

 

Truist Financial Corporation

 

July 2025

 

 

1.99

%

 

one-month LIBOR

 

 

25,000

 

 

 

(2,244

)

 

 

(524

)

 

Truist Financial Corporation

 

December 2025

 

 

2.30

%

 

one-month LIBOR

 

 

25,000

 

 

 

(2,848

)

 

 

(993

)

 

Truist Financial Corporation

 

January 2026

 

 

1.93

%

 

one-month LIBOR

 

 

25,000

 

 

 

(2,339

)

 

 

(458

)

 

U.S. Bank National Association

 

June 2029

 

 

2.03

%

 

one-month LIBOR

 

 

25,000

 

 

 

(3,553

)

 

 

(681

)

 

U.S. Bank National Association

 

August 2029

 

 

1.35

%

 

one-month LIBOR

 

 

25,000

 

 

 

(2,021

)

 

 

881

 

 

Wells Fargo Bank, N.A.

 

February 2021

 

 

2.39

%

 

one-month LIBOR

 

 

35,000

 

 

 

(466

)

 

 

(302

)

 

Wells Fargo Bank, N.A.

 

October 2024

 

 

2.72

%

 

one-month LIBOR

 

 

15,000

 

 

 

(1,642

)

 

 

(795

)

 

Wells Fargo Bank, N.A.

 

April 2027

 

 

2.72

%

 

one-month LIBOR

 

 

25,000

 

 

 

(4,075

)

 

 

(1,845

)

 

Wells Fargo Bank, N.A.

 

January 2028

 

 

2.37

%

 

one-month LIBOR

 

 

75,000

 

 

 

(11,292

)

 

 

(3,914

)

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

$

(85,678

)

 

$

(21,560

)

 

(a)

Notional amount at December 31, 2019 was $4,912.

(b)

Interest rate swap was assumed in October 2017 as part of an UPREIT transaction.

 

The total amounts recognized, and the location in the accompanying Condensed Consolidated Statements of Income and Comprehensive Income (Loss), from converting from variable rates to fixed rates under these agreements were as follows:

 

 

 

 

 

 

 

Reclassification from

 

 

Total Interest Expense

 

 

 

Amount of Loss

 

 

Accumulated Other

 

 

Presented in the

 

 

 

Recognized in

 

 

Comprehensive Loss

 

 

Consolidated Statements of

 

(in thousands)

 

Accumulated Other

 

 

 

 

Amount of

 

 

Income and Comprehensive

 

For the three months ended June 30,

 

Comprehensive Loss

 

 

Location

 

(Loss) Gain

 

 

Income (Loss)

 

2020

 

$

(6,056

)

 

Interest expense

 

$

(3,416

)

 

$

19,513

 

2019

 

 

(23,178

)

 

Interest expense

 

 

778

 

 

 

16,732

 

 

 

 

 

 

 

 

Reclassification from

 

 

Total Interest Expense

 

 

 

Amount of Loss

 

 

Accumulated Other

 

 

Presented in the

 

 

 

Recognized in

 

 

Comprehensive Loss

 

 

Consolidated Statements of

 

(in thousands)

 

Accumulated Other

 

 

 

 

Amount of

 

 

Income and Comprehensive

 

For the six months ended June 30,

 

Comprehensive Loss

 

 

Location

 

(Loss) Gain

 

 

Income (Loss)

 

2020

 

$

(64,118

)

 

Interest expense

 

$

(4,301

)

 

$

40,504

 

2019

 

 

(35,802

)

 

Interest expense

 

 

1,614

 

 

 

32,560

 

 

Amounts related to the interest rate swaps expected to be reclassified out of Accumulated other comprehensive loss to Interest expense during the next twelve months are estimated to be a loss of $16,221. The Company is exposed to credit risk in the event of non-performance by the counterparties of the swaps. The Company minimizes the risk exposure by limiting counterparties to major banks who meet established credit and capital guidelines.