Long-term debt Schedule of Derivative Instruments (Details) - 2019 Interest Rate Cap Agreements Effective June 30, 2020 - USD ($) $ in Thousands	6 Months Ended
Jun. 30, 2021	Dec. 31, 2020
Derivative [Line Items]
Derivative, effective date	Jun. 30, 2020
Derivative, expiration date	Jun. 30, 2024
Other Long-term Assets
Derivative [Line Items]
Derivative asset, fair value, gross asset	$ 6,432	$ 2,671
Debt Expense \| Cash Flow Hedging
Derivative [Line Items]
Amount of debt expense reclassified from accumulated OCI into income	2,754
Other Comprehensive Income (Loss), Unrealized Gain (Loss) on Derivatives Arising During Period, before Tax	3,761
Term Loan Facility \| Maximum
Derivative [Line Items]
Notional amounts of interest rate agreements	$ 3,500,000
LIBOR plus interest rate margin	2.00%

Percentage points added to the reference rate to compute the variable rate on the debt instrument.

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Nominal or face amount used to calculate payments on the derivative asset.

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Fair value, before effects of master netting arrangements, of a financial asset or other 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 assets elected not to be offset. Excludes assets not subject to a master netting arrangement.

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Date the entity entered into the derivative contract, in YYYY-MM-DD format.

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The effective portion of net gain (loss) reclassified from accumulated other comprehensive income into income on derivative instruments designated and qualifying as hedging instruments.

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Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

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Date the derivative contract matures, in YYYY-MM-DD format.

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Amount before tax of increase (decrease) in accumulated gain (loss) from derivative instruments designated and qualifying as the effective portion of cash flow hedges and an entity's share of an equity investee's increase (decrease) in deferred hedging gain (loss).

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