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Derivative Financial Instruments (Tables)
 6 Months Ended
Jun. 30, 2020
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of Interest Rate Derivatives [Table Text Block]
The fair value of the Company’s interest rate swap contracts and related classification in the Condensed Consolidated Balance Sheets for the periods presented were as follows:
(in thousands)June 30, 2020December 31, 2019
Accrued expenses and other current liabilities$64,265  $15,334  
Other liabilities249,112  68,884  
Fair value of interest rate swaps$313,377  $84,218  
As of June 30, 2020 and December 31, 2019, AOCI, net of tax, related to cash flow hedges was $147 million and $59 million, respectively.
Schedule of Derivative Instruments [Table Text Block]
Below is a summary of the Company’s interest rate swap contracts as of June 30, 2020 (in thousands):
ExecutionMaturityDesignationNotional Amount
January 2019April 2022Not designated$125,000  
February 2019April 2022Not designated300,000  
October 2019September 2026Not designated2,800,000  
Total notional amount$3,225,000