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Derivative Instruments and Hedging Activities (Tables)
 3 Months Ended
Mar. 31, 2020
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of Fair Value of Derivative Instruments
At March 31, 2020 and December 31, 2019, the following table presents information about the fair value amounts of the Company’s derivative instruments are as follows:
 Derivatives as of
 March 31, 2020 December 31, 2019
 Balance Sheet LocationFair ValueBalance Sheet LocationFair Value
Derivatives Designated as Hedging Instruments:
Interest rate swap contractsOther assets$—  Other assets$15  
Interest rate swap contractsOther liabilities10,846  Other liabilities6,210  
Derivatives Not Designated as Hedging Instruments:
Interest rate swap contractsOther liabilities$36  Other liabilities$26  
Commodity swap contractsOther assets246  Other assets198  
Commodity swap contractsOther liabilities—  Other liabilities—  
Interest make-whole provisionsOther liabilities733  Other liabilities918  
Other DerivativesClassificationEffective DateExpiration DateFair Value ($)
Interest make-whole provisionsLiabilityJune/August 2018December 2038$733  
Schedule of Derivative Effect on Consolidated Statement of Income (Loss)
The following tables present information about the effects of the Company’s derivative instruments on the condensed consolidated statements of income and condensed consolidated statements of comprehensive income:
Location of (Gain) Loss Recognized in Net IncomeAmount of (Gain) Loss Recognized in Net Income
Three Months Ended March 31,
20202019
Derivatives Designated as Hedging Instruments:
Interest rate swap contractsOther expenses, net$99  $(49) 
Derivatives Not Designated as Hedging Instruments:
Interest rate swap contractsOther expenses, net$10  $—  
Commodity swap contractsOther expenses, net(48) —  
Interest make-whole provisionOther expenses, net(185) (723) 
Schedule of Derivative Instruments Effect on Comprehensive Income (Loss)
Three Months Ended
March 31, 2020
Derivatives Designated as Hedging Instruments:
     Accumulated loss in AOCI at the beginning of the period$(4,742) 
            Unrealized loss recognized in AOCI(3,564) 
            Loss reclassified from AOCI to other expenses, net99  
     Accumulated loss in AOCI at the end of the period$(8,207) 
Schedule of Active Derivative Instruments
The following tables present a listing of all the Company’s active derivative instruments as of March 31, 2020:
Active Interest Rate SwapEffective DateExpiration DateInitial Notional Amount ($)Status
11-Year, 5.77% Fixed

October 2018  October 2029  $9,200  Designated
15-Year, 5.24% Fixed
June 2018  June 2033  10,000  Designated
3-Year, 2.46% Fixed
March 2018December 202017,100  Not Designated
10-Year, 4.74% Fixed
June 2017December 202714,100  Designated
15-Year, 3.26% Fixed
February 2023December 203814,084  Designated
7-Year, 2.19% Fixed
February 2016February 202320,746  Designated
8-Year, 3.70% Fixed
March 2020June 202814,643  Designated
8-Year, 3.70% Fixed
March 2020June 202810,734  Designated
15-Year, 5.30% Fixed
February 2006February 20213,256  Designated
15.5-Year, 5.40% Fixed
September 2008March 202413,081  Designated

Active Commodity SwapEffective DateExpiration DateInitial Notional Amount (Volume)Commodity MeasurementStatus
1-Year, $2.68 MMBtu Fixed
May 2019April 2020437,004  MMBtusNot Designated
1-Year, $2.70 MMBtu Fixed
May 2020April 2021435,810  MMBtusNot Designated