Derivative Financial Instruments (Tables)

3 Months Ended

Mar. 31, 2024

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Summary of Interest Rate Swaps

The following table summarizes our interest rate swaps as of March 31, 2024:

Coverage Period	Notional Amount		Risk Coverage	Trade Date
November 2023 to June 2024	$	50.0	USD-SOFR	September 18, 2023
March 2021 to March 2025	$	100.0	USD-SOFR	November 28, 2018
November 2023 to December 2025	$	50.0	USD-SOFR	October 23, 2023
March 2024 to June 2026	$	50.0	USD-SOFR	March 25, 2024
November 2023 to December 2026	$	50.0	USD-SOFR	October 10, 2023
March 2024 to June 2027	$	50.0	USD-SOFR	March 27, 2024
November 2023 to November 2027	$	50.0	USD-SOFR	September 29, 2023

Summary of Fair Value of Derivative Instruments on Consolidated Balance Sheet

	Derivative Assets					Derivative Liabilities
		Fair Value					Fair Value
	Balance Sheet Location	March 31, 2024		December 31, 2023		Balance Sheet Location	March 31, 2024		December 31, 2023
Interest rate swap contracts	Other current assets	$	1.9	$	1.1	Accounts payable and accrued expenses	$	-	$	0.1
Interest rate swap contracts	Other non-current assets		-		1.8	Other long-term liabilities		0.9		3.2

Summary of Amount of Gain (Loss) Recognized in Accumulated Other Comprehensive Income

	Amount of Gain (Loss) Recognized in AOCI					Location of Gain Reclassified from AOCI into Net Earnings	Gain Reclassified from AOCI into Net Earnings
	Three Months Ended						Three Months Ended
	March 31,						March 31,
	2024		2023				2024		2023
Derivatives in cash flow hedging relationships
Interest rate swap contracts	$	2.9	$	(0.5	)	Interest expense	$	2.1	$	2.4