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Derivatives (Tables)
 9 Months Ended
Sep. 30, 2025
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of Derivative Instruments
The key terms of our remaining interest rate swap are presented below:

Effective Date
Fixed Rate Paid
December 31, 2024September 30, 2025
Notional Amount (in millions)StatusNotional Amount (in millions)StatusMaturity Date
February 9, 2021
2.34150% (1)
1,350.0 Active1,350.0 ActiveFebruary 9, 2026
(1)     Fixed rate paid prior to the May 9, 2023 amendment was 2.3820%.
Schedule of Fair Values of Derivative Assets and Liabilities on the Consolidated Balance Sheets
The fair values of our derivatives and their location on the Condensed Consolidated Balance Sheets as of December 31, 2024 and September 30, 2025 were as follows:
    
December 31, 2024September 30, 2025
(In millions)AssetsLiabilitiesAssetsLiabilities
Derivatives designated as hedging instrumentsLocation
Interest rate swapsOther current assets$39.6 $— $14.3 $— 
Interest rate swapsOther non-current assets6.6 — — — 
Interest rate swaps
Other current liabilities (1)
— 17.3 — 7.3 
Interest rate swaps
Other non-current liabilities (1)
— 3.0 — — 
Total$46.2 $20.3 $14.3 $7.3 
(1)    The entire balance is comprised of the financing component of the pay-fixed interest rate swap.
Schedule Offsetting Assets Under Master Netting Arrangements
For financial statement presentation purposes, we do not offset assets and liabilities under master netting arrangements and all amounts above are presented on a gross basis. The following table, however, is presented on a net asset and net liability basis:

December 31, 2024September 30, 2025
(In millions)Gross Amounts on Balance SheetEffects of Counterparty NettingNet AmountsGross Amounts on Balance SheetEffects of Counterparty NettingNet Amounts
Assets
Interest rate swaps$46.2 $(20.3)$25.9 $14.3 $(7.3)$7.0 
Liabilities
Interest rate swaps$20.3 $(20.3)$— $7.3 $(7.3)$— 
Schedule Offsetting Liabilities Under Master Netting Arrangements
For financial statement presentation purposes, we do not offset assets and liabilities under master netting arrangements and all amounts above are presented on a gross basis. The following table, however, is presented on a net asset and net liability basis:

December 31, 2024September 30, 2025
(In millions)Gross Amounts on Balance SheetEffects of Counterparty NettingNet AmountsGross Amounts on Balance SheetEffects of Counterparty NettingNet Amounts
Assets
Interest rate swaps$46.2 $(20.3)$25.9 $14.3 $(7.3)$7.0 
Liabilities
Interest rate swaps$20.3 $(20.3)$— $7.3 $(7.3)$— 
Schedule of Derivative Instruments, Effect on Comprehensive Loss
The effect of our derivatives and their location on the Condensed Consolidated Statements of Comprehensive Loss for the three and nine months ended September 30, 2024 and 2025 was as follows:

Three Months Ended September 30,Nine Months Ended September 30,
(In millions)2024202520242025
Derivatives designated as hedging instrumentsLocation
Interest rate swapsInterest income (expense)$14.9 $11.6 $44.7 $34.4