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Financial Instruments (Tables)
 12 Months Ended
Dec. 31, 2023
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of Interest Rate Swaps
The following table summarizes our interest rate swaps as of December 31, 2023 and 2022:
Expiration date
Fixed rate
Notional amount
December 31, 2023December 31, 2022
February 27, 20251.629%$250$250
March 27, 2025 (1)
3.214%1,000—
March 27, 2024 (1)
0.467%—1,000
February 8, 20263.695%1,500—
Total interest rate swaps$2,750$1,250
(1)See discussion above.
Schedule of Fair Values of Derivative Instruments in Consolidated Balance Sheet
Fair Values of Derivative Instruments in the Consolidated Balance Sheets
 
 Asset derivativesLiability derivatives
December 31,December 31,
 2023202220232022
 Balance sheet
location		Fair valueBalance sheet
location		Fair valueBalance sheet
location		Fair valueBalance sheet
location		Fair value
Derivatives designated as hedging instruments:
Cash flow hedge derivative:
Interest rate swapsOther current assets$33.1 Other current assets$65.7 Other accrued &
current liabilities		$— Other accrued &
current liabilities		$— 
Net investment hedge derivative:
Cross-currency swapsOther current assets— Other current assets— Other accrued &
current liabilities		34.1 Other accrued &
current liabilities		17.1 
Total derivatives designated as hedging instruments$33.1 $65.7 $34.1 $17.1 
Derivatives not designated as hedging instruments:
Foreign exchange forward contractsOther current
assets		$8.0 Other current
assets		$3.5 Other accrued &
current liabilities		$2.3 Other accrued &
current liabilities		$0.3 
Total derivatives not designated as hedging instruments$8.0 $3.5 $2.3 $0.3 
Total derivatives$41.1 $69.2 $36.4 $17.4 
Schedule of Effect of Derivative Instruments on Consolidated Statement of Operations and Comprehensive Income (Loss)
The Effect of Derivative Instruments on the Consolidated Statement of Operations and Comprehensive Income (Loss)

 
Amount of pre-tax net gain or (loss) recognized in OCI on derivative
Year Ended December 31,
Derivatives designated as hedging instruments202320222021
Cash flow hedge derivative:
     Interest rate swaps$(43.4)$55.6 $11.1 
Net investment hedge derivative:
     Cross-currency swaps
$(17.0)$2.9 $— 


  Amount of gain or (loss) reclassified from accumulated OCI into income
Year Ended December 31,
Derivatives designated as hedging instrumentsLocation of gain or (loss) reclassified from accumulated OCI into income202320222021
Cash flow hedge derivative:
     Interest rate swapsInterest expense$75.4 $13.2 $(3.4)


 Amount of gain or (loss) recognized in income on derivative
Year Ended December 31,
Derivatives designated as hedging instrumentsLocation of gain or (loss) reclassified from accumulated OCI into income202320222021
Cash flow hedge derivative:
     Interest rate swapsInterest expense$75.4 $13.2 $(3.4)


Amount of gain (loss) recognized in income on derivatives
Year Ended December 31,
Derivatives not designated as hedging
instruments		Location of gain or (loss) recognized in
income on derivatives		202320222021
Foreign exchange collar (1)
Non-operating income (expense) – net
$— $— $(2.5)
Foreign exchange forward contracts
Non-operating income (expense) – net
$7.9 $(12.1)$1.4 
(1)The loss recognized within “Non-operating income (expense) – net” for the year ended December 31, 2021 was related to a zero-cost foreign exchange collar entered into in connection with the acquisition of Bisnode. We settled the collar on January 8, 2021 upon the close of the Bisnode acquisition.
Schedule of Assets and Liabilities Measured at Fair Value on Recurring Basis
The following table summarizes fair value measurements by level at December 31, 2023 for assets and liabilities measured at fair value on a recurring basis:
Quoted prices in
active markets
for identical
assets (level I)
Significant other
observable
inputs (level II)
Significant
unobservable
inputs
(level III)
Balance at December 31, 2023
Assets:
Cash equivalents (1)
$0.9 $— $— $0.9 
Other current assets:
Foreign exchange forwards (2)
$— $8.0 $— $8.0 
Interest rate swap arrangements (3)
$— $33.1 $— $33.1 
Liabilities:
Other accrued and current liabilities:
Foreign exchange forwards (2)
$— $2.3 $— $2.3 
Cross-currency swap arrangements (3)
$— $34.1 $— $34.1 
The following table summarizes fair value measurements by level at December 31, 2022 for assets and liabilities measured at fair value on a recurring basis:
Quoted prices in
active markets
for identical
assets (level I)
Significant other
observable
inputs (level II)
Significant
unobservable
inputs
(level III)
Balance at December 31, 2022
Assets:
Cash equivalents (1)
$0.9 $— $— $0.9 
Other current assets:
Foreign exchange forwards (2)
$— $3.5 $— $3.5 
Interest rate swap arrangements (3)
$— $65.7 $— $65.7 
Liabilities:
Other accrued and current liabilities:
Foreign exchange forwards (2)
$— $0.3 $— $0.3 
Cross-currency swap arrangements (3)
$— $17.1 $— $17.1 
(1)The carrying value of cash equivalents represents fair value as they consist of highly liquid investments with an initial term from the date of purchase by the Company to maturity of three months or less.
(2)Fair value is determined based on observable market data and considers a factor for nonperformance in the valuation.
(3)Fair value is determined based on observable market data.
Schedule of Carrying Amount and Estimated Fair Value of Liabilities The estimated fair values of other financial instruments subject to fair value disclosures, determined based on valuation models using discounted cash flow methodologies with market data inputs from globally recognized data providers and third-party quotes from major financial institutions (categorized as Level II in the fair value hierarchy), are as follows:
 
 December 31,
 20232022
 Carrying
amount		Fair valueCarrying
amount		Fair value
Long-term debt (1)
$454.9 $420.3 $454.0 $390.9 
Revolving facility$25.0 $24.6 $50.3 $49.9 
Term loan facility (2)
$3,065.3 $3,003.9 $3,080.6 $3,085.9 

(1)Represents the 5.000% Senior Unsecured Notes.
(2)Includes short-term and long-term portions of the Term Loan Facility.