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Derivative Instruments (Tables)
 12 Months Ended
Dec. 31, 2019
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of Estimated Fair Values of Derivative Instruments
The following table summarizes the fair value of our derivative instruments (in thousands, except contract/notional amount). See Note N - Fair Value Accounting for more information regarding the estimated fair values of our derivative instruments at December 31, 2019 and 2018.
 
December 31, 2019
 
 
December 31, 2018
 
Maturity
Date
 
Contract/Notional
Amount
 
Carrying
Amount
 
Fair
Value
 
 
Maturity Date
 
Contract/Notional
Amount
 
Carrying
Amount
 
Fair
Value
LIBOR(1) interest rate swap agreement
2020
 

$440
 million
 
$
(2,768
)
 
$
(2,768
)
 
 
2020
 

$440
 million
 
$
(1,475
)
 
$
(1,475
)
LIBOR(1) interest rate swap agreement
2020
 

$200
 million
 
$
(1,259
)
 
$
(1,259
)
 
 
2020
 

$200
 million
 
$
(663
)
 
$
(663
)
LIBOR interest rate cap agreement

 
$
—

 
$
—

 
$
—

 
 
2019
 

$249
 million
 
$
—

 
$
—

(1) Agreements fix the LIBOR interest rate base to 2.74%
Schedule of Effect of Derivatives Instruments on Combined Statements of Operations and Comprehensive Income
The following table summarizes the effect of derivative instruments (in thousands) on our income statements and our consolidated statements of comprehensive income for the years ended December 31, 2019, 2018 and 2017:
 
2019
 
2018
 
2017
Deferred losses from derivatives in OCI, beginning of period
$
(1,621
)
 
$
(76
)
 
$
(32
)
(Loss) gain recognized in OCI from derivative instruments
(1,432
)
 
(1,622
)
 
(45
)
Loss reclassified from Accumulated OCI
—

 
77

 
1

Deferred losses from derivatives in OCI, end of period
$
(3,053
)
 
$
(1,621
)
 
$
(76
)