Derivatives and Hedging Activities (Tables)

12 Months Ended

Dec. 31, 2019

Derivatives and Hedging Activities [Abstract]

Schedule of Effects of Interest Rate Swaps on the Consolidated Balance Sheets

	Balance Sheet	Fair Value as of December 31,
	Location	2019		2018
Derivatives Designated as Hedging Instruments		(in thousands)
Interest rate swap agreement in a fair value liability position	Other long-term liabilities	$	42,698	$	—
Derivatives Not Designated as Hedging Instruments
Interest rate swap agreements in a fair value asset position	Other assets	$	47,583	$	—
Interest rate swap agreements in a fair value liability position	Other long-term liabilities	$	47,583	$	—

Schedule of Effect of Derivative on the Consolidated Statements of Operations

		For the year ended December 31,
	2019		2018		2017
Cash Flow Hedge - Interest Rate Swap Agreement	(in thousands)
Change in fair value recorded in Accumulated other comprehensive loss, net	$	16,887	$	—	$	—
Amount recognized in Non-cash interest expense	$	(878)	$	—	$	—
Derivatives Not Designated as Hedges - Interest Rate Swap Agreements
Amount recorded in Accumulated other comprehensive loss, net	$	(60,462)	$	—	$	—
Amount reclassified from Accumulated other comprehensive
loss, net into Non-cash interest expense	$	1,444	$	—	$	—