Interest Rate Hedge (Tables)

6 Months Ended

Jun. 30, 2018

Interest Rate Hedge

Schedule of notional amounts, fair values and classification of outstanding derivatives

	June 30, 2018
							Fair Value
					Fair Value		Accrued
	Derivative		Notional		Non-Current		Liabilities
	Classification		Amount		Other Assets		and Other
Derivatives Designated as Hedging Instruments	(in millions)
Interest rate swap contracts		Cash Flow	$	1,357.7	$	4.1	$	4.9

Schedule of gains and losses on derivatives

	Three months ended				Six months ended
	June 30,				June 30,
	2018		2017		2018		2017
Interest rate swap contracts(1)	(in millions)
Loss recorded in AOCL on derivatives	$	(0.6)	$	—	$	(0.6)	$	—
Gain (loss) reclassified from AOCL into income		—		—		—		—

(1) Losses on derivatives reclassified from AOCL into income will be included in “Interest expense” in the condensed consolidated statements of operations, the same income statement line item as the earnings effect of the hedged item.