Derivative Financial Instruments (Tables)

3 Months Ended

Mar. 31, 2020

Derivative Instruments And Hedging Activities Disclosure [Abstract]

Summary of Interest Rate Swaps

Trade Date	Notional Amount		Coverage Period	Risk Coverage
November 13, 2016	$	200.0	November 2016 to March 2021	USD-LIBOR
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 6, 2020	$	50.0	March 2020 to March 2022	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	March 31, 2020		December 31, 2019		Balance Sheet Location	March 31, 2020		December 31, 2019
Interest rate swap contracts	Other current assets	$	-	$	-	Accounts payable and accrued expenses	$	1.5	$	-
Interest rate swap contracts	Other non-current assets		-		1.3	Other long-term liabilities		28.7		15.6

Summary of Amount of Loss Recognized in Accumulated Other Comprehensive Income

	Amount of (Loss) Recognized in AOCI						Location of (Loss) Reclassified from AOCI into Net (Loss)	Gain (Loss) Reclassified from AOCI into Net (Loss)
	Three Months Ended							Three Months Ended
	March 31,							March 31,
	2020			2019				2020		2019
Derivatives in cash flow hedging relationships
Interest rate swap contracts		(15.6	)		(7.4	)	Interest expense		0.3		(0.6	)
Total	$	(15.6	)	$	(7.4	)	Total (loss)	$	0.3	$	(0.6	)