v3.20.2

Derivatives and Hedging Activities (Tables)

6 Months Ended

Jun. 30, 2020

Derivative Instruments and Hedging Activities Disclosures [Line Items]

Outstanding Interest Rate Derivatives Designated as Cash Flow Hedges of Interest Rate Risk

As of June 30, 2020, the Company had the following outstanding interest rate derivatives that were designated as cash flow hedges of interest rate risk:

Interest Rate Derivatives (Level 2)						Number of Instruments						Notional Aggregate Principal Amount						Interest Cap / Swap Rate						Maturity Date
Interest rate cap contract						One						$	406.4					3.500		%				April 30, 2024
Interest rate swap contracts						Two						$	350.0					2.301		%				April 29, 2022

Fair Value and Presentation in the Consolidated Balance Sheets for Derivatives

The following table summarizes the fair value and presentation in the Consolidated Balance Sheets for derivatives as of June 30, 2020 (in millions):

												Fair Value of Derivative Liabilities
Instrument						Balance Sheet Location						June 30, 2020						December 31, 2019
Derivatives designated as hedging instruments
Interest rate cap contract						Accrued expenses and other current liabilities						$	0.3					$	0.3
Interest rate cap contract						Other long-term liabilities						0.4						0.4
Interest rate swap contracts						Accrued expenses and other current liabilities						7.1						2.3
Interest rate swap contracts						Other long-term liabilities						5.2						3.0
Total designated derivative liabilities												$	13.0					$	6.0
Derivatives not designated as hedging instruments
Interest rate cap contract						Accrued expenses and other current liabilities						$	—					$	—
Interest rate cap contract						Other long-term liabilities						0.1						—
Total undesignated derivative liabilities												$	0.1					$	—
Total derivative liabilities												$	13.1					$	6.0

DiscoverOrg Holdings

Derivative Instruments and Hedging Activities Disclosures [Line Items]

Outstanding Interest Rate Derivatives Designated as Cash Flow Hedges of Interest Rate Risk

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

Interest Rate Derivatives (Level 2)						Number of Instruments						Notional Aggregate Principal Amount						Interest Cap / Swap Rate						Maturity Date
Interest rate cap contract						One						$	500.0					3.500		%				April 30, 2024
Interest rate swap contracts						Two						$	350.0					2.301		%				April 29, 2022

Fair Value and Presentation in the Consolidated Balance Sheets for Derivatives

The following table summarizes the fair value and presentation in the consolidated balance sheets for derivatives as of December 31, 2019 (in millions):

						Unrealized Gains (Losses) Recognized in Other Comprehensive Income
Instrument						December 31, 2019
Accrued expenses and other current liabilities						$	2.6
Other long-term liabilities						3.4
Accumulated other comprehensive loss						$	6.0

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Tabular disclosure of the location and fair value amounts of derivative instruments (and nonderivative instruments that are designated and qualify as hedging instruments) reported in the statement of financial position.

+ References

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-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 4B
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Tabular disclosure of interest rate derivatives, including, but not limited to, the fair value of the derivatives, statement of financial position location, and statement of financial performance location of these instruments.

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