Derivatives and Hedging Activities (Tables)

12 Months Ended

Dec. 31, 2020

Derivatives and Hedging Activities [Abstract]

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

		Fair Value as of
	Balance Sheet	December 31,		December 31,
	Location	2020		2019
Derivatives Designated as Hedging Instruments		(in thousands)
Interest rate swap agreements in a fair value asset position	Other assets	$	12,123	$	—
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 Derivatives on the Consolidated Statements of Operations

	For the year ended December 31,
	2020		2019		2018
Cash Flow Hedge - Interest Rate Swap Agreement	(in thousands)
Change in fair value recorded in Accumulated other comprehensive loss, net	$	(128,086)	$	16,887	$	—
Amount recognized in Non-cash interest expense	$	(6,707)	$	(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	$	29,315	$	1,444	$	—