Derivative Instruments (Tables)

6 Months Ended

Jun. 30, 2020

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of Interest Rate Swap

As of June 30, 2020, the Company has two interest rate swap agreements designated as a cash flow hedges whose key terms are as follows (dollars in millions):

Effective	Maturity	Fixed Interest	Notional Amount at		Asset (Liability) Fair Value at				Classification on
Date	Date	Rate	June 30, 2020		June 30, 2020		December 31, 2019		Balance Sheet
4/7/2016	8/1/2029	3.14%	$	58.7	$	(6.2)	$	(0.2)	Accrued and other liabilities
02/13/2020	02/27/2023	3.15%	$	50.0	$	(1.6)	N/A		Accrued and other liabilities

As of June 30, 2020, the Company has one interest rate swap that has not been designated as a cash flow hedge whose key terms are as follows (dollars in millions):

Effective	Maturity	Fixed Interest	Notional Amount at		Asset (Liability) Fair Value at				Classification on
Date	Date	Rate	June 30, 2020		June 30, 2020		December 31, 2019		Balance Sheet
1/1/2014	9/1/2021	5.95%	$	10.0	$	(0.5)	$	(0.5)	Accrued and other liabilities

Schedule of Derivative Instruments in Consolidated Statements of Operations

The following table represents the pre-tax effect of the derivative instruments in the Company's condensed consolidated statement of comprehensive income (loss) (in millions):

	Three Months Ended June 30,				Six Months Ended June 30,
	2020		2019		2020		2019
Derivatives in Designated Cash Flow Hedging Relationships:
Amount of gain (loss) recognized in OCI on derivatives	$	(0.7)	$	(2.0)	$	(7.6)	$	(3.5)
Impact of reclassification adjustment to interest expense included in Net Income (Loss)	$	0.1	$	(0.2)	$	0.1	$	(0.3)