Derivative Instruments (Tables)

6 Months Ended

Jun. 30, 2021

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of interest rate derivatives and their fair values

Interest rate derivatives and their fair values as of June 30, 2021 and December 31, 2020 were as follows (unaudited and in thousands):

Notional Amount				Fixed One Month LIBOR rate per annum				Fair Value (1)
June 30, 2021		December 31, 2020				Effective Date	Expiration Date	June 30, 2021		December 31, 2020
$	25,000	$	25,000	1.989	%	January 2, 2018	December 17, 2021	$	(220)	$	(447)
100,000		100,000		1.989	%	January 2, 2018	December 17, 2021	(878)		(1,788)
75,000		75,000		1.989	%	January 2, 2018	December 17, 2021	(659)		(1,342)
50,000		50,000		2.033	%	January 2, 2018	April 27, 2022	(789)		(1,248)
100,000		100,000		2.029	%	January 2, 2018	April 27, 2022	(1,574)		(2,490)
50,000		50,000		2.033	%	January 2, 2018	April 27, 2022	(789)		(1,248)
100,000		100,000		2.617	%	January 2, 2020	December 17, 2023	(5,540)		(7,191)
100,000		100,000		2.621	%	January 2, 2020	April 27, 2024	(6,132)		(8,000)
70,000		70,000		0.968	%	March 2, 2020	October 18, 2026	(324)		(2,174)
30,000		30,000		0.973	%	March 2, 2020	October 18, 2026	(142)		(938)
200,000		200,000		2.636	%	December 17, 2021	December 17, 2023	(8,804)		(9,648)
200,000		200,000		2.642	%	April 27, 2022	April 27, 2024	(8,204)		(9,500)
125,000		125,000		1.014	%	December 17, 2023	December 17, 2024	140		(704)
100,000		100,000		1.035	%	December 17, 2023	December 17, 2024	89		(584)
75,000		75,000		1.110	%	December 17, 2023	October 18, 2026	481		(866)
100,000		100,000		1.088	%	April 27, 2024	April 27, 2025	157		(540)
125,000		125,000		1.082	%	April 27, 2024	April 27, 2025	208		(666)
75,000		75,000		0.977	%	April 27, 2024	October 18, 2026	765		(422)
								$	(32,215)	$	(49,796)

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(1)The fair value of the derivative financial instruments is presented on a gross basis, whereby positive amounts are presented within the “Other assets, net” and negative amounts are presented within the “Derivative liabilities” line items, as applicable, within the consolidated balance sheets.

Schedule of power purchase agreement derivatives

Power purchase agreement derivatives and their fair values as of June 30, 2021 and December 31, 2020 were as follows (unaudited and in thousands):

				Fair Value
Counterparty	Facility	Effective Date	Expiration Date	June 30, 2021		December 31, 2020
Calpine Energy Solutions, LLC	Piscataway	March 8, 2019	February 28, 2029	$	(1,118)	$	(2,162)
Calpine Energy Solutions, LLC	Chicago	March 8, 2019	February 28, 2029	496		(1,764)
				$	(622)	$	(3,926)