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Fair Value Measurements and Financial Information (Tables)
3 Months Ended
Mar. 31, 2020
Fair Value Disclosures [Abstract]  
Schedule of fair value of assets and liabilities measured on recurring basis
The following tables present the placement in the fair value hierarchy of assets and liabilities that were measured at fair value on a recurring basis at March 31, 2020 and December 31, 2019 (in thousands of dollars):
 
 
 
 
Fair value measurements at reporting date using
 
 
March 31, 2020
 
Level 1
 
Level 2
 
Level 3
Assets:
 
 
 
 
 
 
 
 
Make-whole derivative
 
15,827

 

 
15,827

 

WSS Note
 
18,681

 

 
18,681

 

Liabilities:
 
 
 
 
 
 
 
 
Interest rate derivative
 
(9,831
)
 

 
(9,831
)
 

 
 
 
 
Fair value measurements at reporting date using
 
 
December 31, 2019
 
Level 1
 
Level 2
 
Level 3
Liabilities:
 
 
 
 
 
 
 
 
Interest rate derivative
 
(7,288
)
 

 
(7,288
)