Derivative Financial Instruments (Tables)

9 Months Ended

Sep. 30, 2026

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of Derivative Instruments in Statement of Financial Position, Fair Value

As of September 30, 2026 and December 31, 2025, respectively, derivatives classified as hedges consisted of the following:

	Notional Amount		Assets		Liabilities
Interest rate swaps and collars	$	1,200.0	$	15.3	$	—
Foreign currency swaps and options	210.3		0.5		(0.2)
Balance at September 30, 2026	$	1,410.3	$	15.8	$	(0.2)

	Notional Amount		Assets		Liabilities
Interest rate swaps and collars	$	2,550.0	$	0.3	$	(4.7)
Foreign currency swaps and options	26.4		2.2		—
Balance at December 31, 2025	$	2,576.4	$	2.5	$	(4.7)

Schedule of Derivative Instruments, Effect on Other Comprehensive Income (Loss)

The effects of derivative financial instruments classified as hedges on the Company’s condensed consolidated statements of income (loss) and comprehensive income for the periods ended September 30, 2026 consisted of the following:

	Three months ended				Nine months ended
	Gain (Loss) Recognized in OCI		Gain (Loss) Reclassified from Accumulated OCI to Earnings		Gain (Loss) Recognized in OCI		Gain (Loss) Reclassified from Accumulated OCI to Earnings
Interest rate swaps and collars	$	10.4	$	0.4	$	21.3	$	1.5
Foreign currency swaps and options	2.5		1.9		1.0		2.8
Total	$	12.9	$	2.3	$	22.3	$	4.3

The effects of derivative financial instruments on the Company’s condensed consolidated statements of income (loss) and comprehensive income for the periods ended September 30, 2025 consisted of the following:

	Three months ended				Nine months ended
	Gain (Loss) Recognized in OCI		Gain (Loss) Reclassified from Accumulated OCI to Earnings		Gain (Loss) Recognized in OCI		Gain (Loss) Reclassified from Accumulated OCI to Earnings
Interest rate swaps and collars	$	—	$	3.0	$	(7.9)	$	7.3
Foreign currency swaps and options	(0.6)		0.4		1.1		0.4
Total	$	(0.6)	$	3.4	$	(6.8)	$	7.7