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Derivatives - Narrative (Details)	3 Months Ended
	Mar. 31, 2022 USD ($)	Mar. 31, 2021 USD ($)	Dec. 31, 2021 USD ($)	Feb. 12, 2021 USD ($)	Jan. 31, 2021 USD ($)	Jan. 09, 2020 USD ($)	Dec. 31, 2016 instrument
Derivative [Line Items]
Accumulated other comprehensive loss	$ (48,900,000)		$ (6,900,000)
Interest expense	50,100,000	$ 52,600,000
Cash flow hedge losses expected to be reclassified as an increase to interest expense over the next twelve months	7,900,000
Derivatives designated as hedging instruments
Derivative [Line Items]
Liabilities	69,400,000		77,200,000
Interest rate swaps
Derivative [Line Items]
Liabilities	69,400,000		78,700,000
Derivative, notional amount	$ 1,350,000,000		$ 1,350,000,000	$ 900,000,000
Accumulated other comprehensive loss					$ 51,600,000
Derivative, fixed interest rate				2.382%
Interest rate swaps | LIBOR
Derivative [Line Items]
Variable interest rate				0.75%
Interest rate swaps | Derivatives designated as hedging instruments | Cash flow hedging
Derivative [Line Items]
Liabilities						$ 39,900,000
Receive fixed interest rate swap
Derivative [Line Items]
Derivative, notional amount				$ 900,000,000
Number of derivative instruments | instrument							2
Pay-fixed interest rate swap
Derivative [Line Items]
Derivative, notional amount				$ 1,350,000,000

X

- Definition

Accumulated change in equity from transactions and other events and circumstances from non-owner sources, net of tax effect, at period end. Excludes Net Income (Loss), and accumulated changes in equity from transactions resulting from investments by owners and distributions to owners. Includes foreign currency translation items, certain pension adjustments, unrealized gains and losses on certain investments in debt and equity securities, other than temporary impairment (OTTI) losses related to factors other than credit losses on available-for-sale and held-to-maturity debt securities that an entity does not intend to sell and it is not more likely than not that the entity will be required to sell before recovery of the amortized cost basis, as well as changes in the fair value of derivatives related to the effective portion of a designated cash flow hedge.

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The estimated net amount of existing gains or losses on cash flow hedges at the reporting date expected to be reclassified to earnings within the next 12 months.

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Fixed interest rate related to the interest rate derivative.

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Fair value, after the effects of master netting arrangements, of a financial liability or contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes liabilities not subject to a master netting arrangement and not elected to be offset.

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Nominal or face amount used to calculate payment on derivative.

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The number of derivative instruments of a particular group held by the entity.

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Variable interest rate in effect as of the balance sheet date related to the interest rate derivative.

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Amount of the cost of borrowed funds accounted for as interest expense.

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