Derivative Financial Instruments (Tables)

6 Months Ended

Jun. 30, 2022

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Summary of Interest Rate Swaps

The following table summarizes our interest rate swaps as of June 30, 2022:

Trade Date	Notional Amount		Coverage Period	Risk Coverage
November 28, 2018	$	200.0	November 2018 to November 2023	USD-LIBOR
November 28, 2018	$	100.0	March 2021 to March 2025	USD-LIBOR
March 10, 2020	$	50.0	March 2021 to March 2024	USD-LIBOR
March 11, 2020	$	50.0	March 2021 to March 2024	USD-LIBOR

Summary of Fair Value of Derivative Instruments on Consolidated Balance Sheet

	Derivative Assets					Derivative Liabilities
		Fair Value					Fair Value
	Balance Sheet Location	June 30, 2022		December 31, 2021		Balance Sheet Location	June 30, 2022		December 31, 2021
Interest rate swap contracts	Other current assets	$	-	$	-	Accounts payable and accrued expenses	$	-	$	0.1
Interest rate swap contracts	Other non-current assets		4.7		0.4	Other long-term liabilities		0.3		14.5

Summary of Amount of Gain Recognized in Accumulated Other Comprehensive Income

	Amount of Gain Recognized in AOCI				Location of Gain Reclassified from AOCI into Net Earnings	Gain Reclassified from AOCI into Net Earnings
	Six Months Ended					Three Months Ended				Six Months Ended
	June 30,					June 30,				June 30,
	2022		2021			2022		2021		2022		2021
Derivatives in cash flow hedging relationships
Interest rate swap contracts	$	21.7	$	10.7	Interest expense	$	1.4	$	2.2	$	3.5	$	4.1