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DERIVATIVE CONTRACTS AND COLLATERALIZED INDEBTEDNESS (Tables)
 12 Months Ended
Dec. 31, 2019
Dec. 31, 2018
Derivative Instruments and Hedging Activities Disclosure [Abstract]    
Schedule of Interest Rate Derivatives
The following is a summary of interest rate swap contracts outstanding at December 31, 2019:
Trade DateMaturity DateNotional AmountCompany PaysCompany Receives
May 2016May 2026$750,000  Six- month LIBOR  Fixed rate of 1.665%  
June 2016May 2026750,000  Six- month LIBOR  Fixed rate of 1.68%  
December 2018January 2022500,000  Fixed rate of 2.7177%  Three-month LIBOR  
December 2018January 2022500,000  Fixed rate of 2.733%  Three-month LIBOR  
December 2018January 2022500,000  Fixed rate of 2.722%  Three-month LIBOR  
December 2018December 2026750,000  Fixed rate of 2.9155%  Three-month LIBOR  
December 2018December 2026750,000  Fixed rate of 2.9025%  Three-month LIBOR  
April 2019April 20201,255,513  Three- month LIBOR minus 0.1075%  One- month LIBOR  
  
Location of Assets and Liabilities Associated With Derivative Instruments Within the Condensed Consolidated Balance Sheets The following represents the location of the assets and liabilities associated with the Company's derivative instruments within the consolidated balance sheets:  
Schedule of Collateralized Debt Settlement  
The following table summarizes the settlement of the Company's collateralized indebtedness relating to Comcast shares that were settled by delivering cash equal to the collateralized loan value, net of the value of the related equity derivative contracts during the years presented: 
Years Ended December 31,  
20192018
Number of shares —  16,139,868  
Collateralized indebtedness settled$—  $(516,537) 
Derivatives contracts settled—  24  
—  (516,513) 
Proceeds from monetization contracts93,000  516,513  
Net cash proceeds$93,000  $—