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Derivative Financial Instruments (Tables)
3 Months Ended
Mar. 31, 2019
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Fair Value Derivatives
The fair values of the derivatives related to interest rate swap agreements applied to two of our PPA companies designated as cash flow hedges as of March 31, 2019 and December 31, 2018 on our consolidated balance sheets were as follows (in thousands):
 
 
March 31,
 
December 31,
 
 
2019
 
2018
 
 
 
 
 
Assets
 
 
 
 
Prepaid expenses and other current assets
 
$

 
$
42

Other long-term assets
 
27

 
40

 
 
$
27

 
$
82

 
 
 
 
 
Liabilities
 
 
 
 
Accrued other current liabilities
 
$
108

 
$
4

Derivative liabilities
 
5,611

 
3,626

 
 
$
5,719

 
$
3,630

Schedule of Net Investment Hedges in Accumulated Other Comprehensive Income (Loss)
The changes in fair value of the derivative contracts designated as cash flow hedges and the amounts recognized in accumulated other comprehensive income (loss) and in earnings for the three months ended March 31, 2019 and 2018 were as follows (in thousands):
 
Three Months Ended
 
March 31, 2019
 
March 31, 2018
Beginning balance
$
3,548

 
$
5,853

Loss (gain) recognized in other comprehensive income (loss)
2,130

 
(2,640
)
Amounts reclassified from other comprehensive income (loss) to earnings
61

 
(212
)
Net loss (gain) recognized in other comprehensive income (loss)
2,191

 
(2,852
)
Gain recognized in earnings
(47
)
 
(92
)
Ending balance
$
5,692

 
$
2,909