Derivative Financial Instruments (Tables)

3 Months Ended

Mar. 31, 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)	March 31, 2020		December 31, 2019
Accrued expenses and other current liabilities	$	55,804	$	15,334
Other liabilities	229,236		68,884
Fair value of interest rate swaps	$	285,040	$	84,218

As of March 31, 2020 and December 31, 2019, AOCI net of tax, related to cash flow hedges was $155 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 March 31, 2020 (in thousands):

Execution	Maturity	Designation	Notional Amount
January 2019	April 2022	Not designated	$	125,000
February 2019	April 2022	Not designated	300,000
October 2019	September 2026	Not designated	2,800,000
Total notional amount			$	3,225,000