Derivative Financial Instruments (Tables)

3 Months Ended

Mar. 31, 2021

Total Return Swaps [Member]

Summary of Partnership's Derivative Instruments

The following table summarizes the terms of the Partnership’s total return swaps as of March 31, 2021 and December 31, 2020:

Purchase Date	Notional Amount		Effective Date	Termination Date	Period End Variable Rate Paid	Period End Variable Rate Received	Variable Rate Index	Counterparty	Fair Value as of March 31, 2021
Sept 2020		39,881,661	Sept 2020	Sept 2025	4.25% (1)	9.18% (3)	3-month LIBOR	Mizuho Capital Markets	$	77,280
Sept 2020		63,500,000	Sept 2020	Mar 2022	1.00% (2)	9.18% (3)	3-month LIBOR	Mizuho Capital Markets		214,768
									$	292,048

^{(1) Variable rate equal to 3-month LIBOR + 3.75%, subject to a floor of 4.25%.}

^{(2) Variable rate equal to 3-month LIBOR + 0.50%, subject to a floor of 1.00%.}

^{(3) Variable rate equal to 3-month LIBOR + 9.00%.}

Purchase Date	Notional Amount		Effective Date	Termination Date	Period End Variable Rate Paid	Period End Variable Rate Received	Variable Rate Index	Counterparty	Fair Value as of December 31, 2020
Sept 2020		39,970,485	Sept 2020	Sept 2025	4.25% (1)	9.22% (3)	3-month LIBOR	Mizuho Capital Markets	$	77,995
Sept 2020		63,500,000	Sept 2020	Mar 2022	1.00% (2)	9.22% (3)	3-month LIBOR	Mizuho Capital Markets		215,631
									$	293,626

^{(1) Variable rate equal to 3-month LIBOR + 3.75%, subject to a floor of 4.25%.}

^{(2) Variable rate equal to 3-month LIBOR + 0.50%, subject to a floor of 1.00%.}

^{(3) Variable rate equal to 3-month LIBOR + 9.00%.}

Interest Rate Cap Agreements [Member]

Summary of Partnership's Derivative Instruments

The following tables summarize the Partnership’s interest rate cap agreements as of March 31, 2021 and December 31, 2020:

Purchase Date	Notional Amount		Maturity Date	Effective Capped Rate (1)			Index	Variable Debt Financing Facility Hedged (1)	Counterparty	Fair Value as of March 31, 2021
Aug 2019		77,642,414	Aug 2024		4.5	%	SIFMA	M31 TEBS	Barclays Bank PLC	$	35,328
										$	35,328

⁽¹⁾ See Notes 15 and 22 for additional details.

Purchase Date	Notional Amount		Maturity Date	Effective Capped Rate (1)			Index	Variable Debt Financing Facility Hedged (1)	Counterparty	Fair Value as of December 31, 2020
Aug 2019		77,979,924	Aug 2024		4.5	%	SIFMA	M31 TEBS	Barclays Bank PLC	$	27,877
										$	27,877

⁽¹⁾ See Notes 15 and 22 for additional details.