Derivative Financial Instruments (Tables)

3 Months Ended

Mar. 31, 2019

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of Cash Flow Hedges Included in Accumulated Other Comprehensive Income (Loss)

As of March 31, 2019, the Company had four outstanding interest rate derivatives that were designated as cash flow hedges of interest rate risk:

Derivative Instrument	Number of Instruments	Notional Amount (in millions)
Interest rate swaps	4	$75.0

Schedule of Derivative Instruments in Statement of Financial Position, Fair Value

The table below presents the fair value of the Company's derivative financial instruments, as well as their classification on the Condensed Consolidated Balance Sheet as of March 31, 2019.

	Balance at March 31, 2019
(Dollars in thousands)	Balance Sheet Location	Fair Value
Derivatives designated as hedging instruments
Interest rate swaps	Other liabilities	$	589
Total derivatives designated as hedging instruments		$	589

Schedule of Derivative Instruments, Effect on Other Comprehensive Income (Loss)

The table below presents the effect of cash flow hedge accounting on Accumulated Other Comprehensive Income (Loss) ("OCI") during the three months ended March 31, 2019 and 2018 related to the Company's outstanding interest rate swaps.

	Amount of Loss Recognized in OCI on Derivative			Amount of Loss Reclassified from OCI into Income
(Dollars in thousands)	2019			2019			2018
Interest rate products	$	724	Interest expense	$	(27	)	$	105
Settled interest rate swaps	—		Interest expense	42			42
	$	724	Total interest expense	$	15		$	147