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Derivative Instruments and Hedging Activities - Interest Rate Swap Agreements (Details) - USD ($)	12 Months Ended
	Dec. 31, 2019	Dec. 31, 2018	Jul. 31, 2019
Derivative [Line Items]
Unrealized losses	$ 8,783,000	$ 973,000
Interest Rate Swap
Derivative [Line Items]
Notional amount of derivatives	350,000,000	350,000,000	$ 350,000,000
Unrealized losses	7,801,000	973,000
Cumulative unrealized losses within accumulated other comprehensive items, net	8,774,000
Interest Rate Swap | Other Noncurrent Liabilities
Derivative [Line Items]
Derivative liability	$ 8,774,000	$ 973,000

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- Definition

Amount, after tax, of accumulated gain (loss) on derivative instrument designated and qualifying as cash flow hedge included in assessment of hedge effectiveness.

+ References

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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.

+ References

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Amount, after tax and reclassification, of gain (loss) from derivative instrument designated and qualifying as cash flow hedge included in assessment of hedge effectiveness.

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