Note 9 - Interest Rate Swaps - Interest Rate Swaps on the Condensed Consolidated Balance Sheets and Statements of Operations and Comprehensive Income (Details) - USD ($) $ in Thousands	3 Months Ended	9 Months Ended
Sep. 30, 2022	Sep. 30, 2021	Sep. 30, 2022	Sep. 30, 2021	Dec. 31, 2021
MBI Net Option (as defined in note 5)(1)	$ 0		$ 0		$ 81,627
Net Asset (Liability)	73,299		73,299		(108,289)
Accumulated other comprehensive income (loss)	54,506		54,506		(82,795)
Interest expense	1,463	$ 7,920	14,873	$ 23,371
Unrealized gain (loss) on cash flow hedges, gross	62,517	12,867	181,588	65,436
Less: Tax effect	(15,269)	(3,364)	(44,327)	(16,494)
Unrealized gain (loss) on cash flow hedges, net of tax	47,248	$ 9,503	137,261	$ 48,942
Accumulated Gain (Loss), Net, Cash Flow Hedge, Parent [Member]
Accumulated other comprehensive income (loss)	55,388		55,388		(81,873)
Accounts Payable and Accrued Liabilities [Member]
Derivative liability	0		0		26,662
Interest Rate Swap [Member]
Interest rate swap asset	18,994		18,994		0
Other noncurrent assets	54,305		54,305		0
Interest Rate Swap [Member] \| Cash Flow Hedging [Member]
MBI Net Option (as defined in note 5)(1)	0		0		81,627
Interest Rate Swap [Member] \| Prepaid Expenses and Other Current Assets [Member]
Interest rate swap asset	18,994		18,994		0
Interest Rate Swap [Member] \| Other Noncurrent Assets [Member]
Other noncurrent assets	54,305		54,305		0
Interest Rate Swap [Member] \| Accounts Payable and Accrued Liabilities [Member] \| Cash Flow Hedging [Member]
Derivative liability	$ 0		$ 0		$ 26,662

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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