Derivative Financial Instruments (Tables)

3 Months Ended

Mar. 31, 2019

Derivative [Line Items]

Schedule of Derivative Instruments in Statement of Financial Position, Fair Value [Table Text Block]

The following table summarizes the fair value of the Company's derivative instruments recorded in the consolidated balance sheets as of March 31, 2019 and December 31, 2018 (dollars in thousands):

		Fair Value
	Balance Sheet Location	March 31, 2019		December 31, 2018
Asset Derivatives:
Derivatives designated as hedges:
British pound forward contracts	Prepaid expenses and other	$	23,198	$	—
British pound forward contracts	Other assets	—		26,011
Total derivatives designated as hedges		$	23,198	$	26,011
Derivatives not designated as hedges:
Cross-currency swap contract	Prepaid expenses and other	$	13,648	$	19,684
Total derivatives not designated as hedges		$	13,648	$	19,684
Liability Derivatives:
Derivatives designated as hedges:
Interest rate swap agreements	Accrued expenses	$	3,864	$	1,954
British pound forward contracts	Accrued expenses	191		—
Interest rate swap agreements	Other long-term liabilities	28,323		12,441
British pound forward contracts	Other long-term liabilities	—		59
Total derivatives designated as hedges		$	32,378	$	14,454

Schedule of Derivative Instruments, Effect on Other Comprehensive Income (Loss) [Table Text Block]

The following table shows the effect of the Company's derivative instruments designated as cash flow hedges for the three months ended March 31, 2019 and 2018 in OCI (dollars in thousands):

	Total Cash Flow Hedge OCI Activity, Net of Tax
	Three Months Ended
	March 31,
	2019			2018
Derivatives Designated as Cash Flow Hedges:
Effective portion of net changes in fair value recognized in OCI, net of tax:
Interest rate swap agreements	$	(13,406	)	$	6,892
British pound forward contracts, net (a)	432			9
	$	(12,974	)	$	6,901

(a) The three months ended March 31, 2019 represented a net gain of $2.8 million for the mark-to-market of the U.K. intercompany loan, partially offset by a net loss of $2.4 million for the mark-to-market of the British pound forward contracts. The three months ended March 31, 2018 represented a net gain of $5.5 million for the mark-to-market of the U.K. intercompany loan, offset by a net loss of $5.5 million for the mark-to-market of the British pound forward contracts.

Schedule of Derivative Instruments, Gain (Loss) in Consolidated Statement of Operations [Table Text Block]

The following table shows the effect of the Company's derivative instruments not designated as hedges for the three months ended March 31, 2019 and 2018 in the consolidated statements of operations (dollars in thousands):

		Amount Recognized in Earnings
	Location of Amount Recognized in Earnings	Three Months Ended
		March 31,
		2019			2018
Derivative Instruments Not Designated as Hedges:
Cross-currency swap agreements, net (a)	Other income/(loss), net	$	(2,485	)	$	(2,762	)
		$	(2,485	)	$	(2,762	)

(a) The three months ended March 31, 2019 represented a net loss of $7.4 million for the mark-to-market of the Swaps, partially offset by a net gain of $4.9 million for the mark-to-market of the GRail Intercompany Loan. The three months ended March 31, 2018 represented a net loss of $8.2 million for the mark-to-market of the GRail Intercompany Loan, offset by a net gain of $5.4 million for the mark-to-market of the Swaps

Interest Rate Swap [Member]

Derivative [Line Items]

Schedule of Notional Amounts of Outstanding Derivative Positions [Table Text Block]

The following table summarizes the terms of the Company's outstanding interest rate swap agreements entered into to manage the Company's exposure to changes in interest rates on its variable rate debt (amounts in thousands):

Effective Date	Expiration Date	Notional Amount		Pay Fixed Rate	Receive Variable Rate
12/1/2016	12/1/2021	A$	517,500	2.44%	AUD-BBR
8/31/2018	8/31/2021 - 8/31/2048	$	500,000	2.70% - 2.87%	1-month LIBOR