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Hedging Activities	9 Months Ended
Hedging Activities	Sep. 30, 2020
General Discussion Of Derivative Instruments And Hedging Activities [Abstract]
Derivative Instruments And Hedging Activities Disclosure [Text Block]	Note 18 – Hedging Activities As previously disclosed in its 2019 Form 10-K, in order to satisfy certain requirements of the New Credit Facility as well as to manage the Company’s exposure to variable interest rate risk associated with the New Credit Facility, in November 2019, the Company entered into $ 170.0 million notional amounts of three-year interest rate swaps. See Note 15 of Notes to Condensed Consolidated Financial Statements. These interest rate swaps are designated as cash flow hedges and, as such, the contracts are marked-to-market at each reporting date and any unrealized gains or losses are included in AOCI to the extent effective and reclassified to interest expense in the period during which the transaction affects earnings or it becomes probable that the forecasted transaction will not occur. The Company has previously used derivative financial instruments primarily for the purposes of hedging exposures to fluctuations in interest rates. The Company did not utilize derivatives designated as cash flow hedges during the three and nine months ended September 30, 2019. The balance sheet classification and fair values of the Company’s derivative instruments, which are Level 2 measurements, are as follows: Fair Value Condensed Consolidated September 30, December 31, Balance Sheet Location 2020 2019 Derivatives designated as cash flow hedges: Interest rate swaps Other non-current liabilities $ 5,271 $ 415 $ 5,271 $ 415 The following table presents the net unrealized loss deferred to AOCI: September 30, December 31, 2020 2019 Derivatives designated as cash flow hedges: Interest rate swaps AOCI $ 4,058 $ 320 $ 4,058 $ 320 The following table presents the net loss reclassified from AOCI to earnings: Three Months Ended Nine Months Ended September 30, September 30, 2020 2019 2020 2019 Amount and location of expense reclassified from AOCI into Expense (Effective Portion) Interest expense, net $ (640) $ — $ (1,105) $ — Interest rate swaps are entered into with a limited number of counterparties, each of which allows for net settlement of all contracts through a single payment in a single currency in the event of a default on or termination of any one contract. As such, in accordance with the Company’s accounting policy, these derivative instruments are recorded on a net basis within the Condensed Consolidated Balance Sheets.