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DERIVATIVE INSTRUMENTS (Tables) | 9 Months Ended
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Sep. 30, 2022
Derivative Instruments and Hedging Activities Disclosure [Abstract] |
Schedule of Derivative Instruments | Certain information related to the Company’s derivative instruments as of September 30, 2022 and December 31, 2021 is presented below.
| As of September 30, 2022
Derivative Instrument | Notional Amount |  | Maturity Date |  | Gross Amount of Recognized Assets |  | Gross Amount of Recognized Liabilities |  | Balance Sheet Location of Net Amounts
Foreign currency forward contract | CAD | 262 |  |  | 10/28/2022 |  | $ | 203 |  |  | $ | (190) |  |  | Other assets
Foreign currency forward contract | CAD | 237 |  |  | 10/19/2022 |  | 178 |  |  | (171) |  |  | Other assets
Foreign currency forward contract | € | 135 |  |  | 10/28/2022 |  | 137 |  |  | (132) |  |  | Other assets
Foreign currency forward contract | £ | 123 |  |  | 10/28/2022 |  | 148 |  |  | (137) |  |  | Other assets
Foreign currency forward contract | NZD | 72 |  |  | 10/28/2022 |  | 45 |  |  | (41) |  |  | Other assets
Foreign currency forward contract | CAD | 2 |  |  | 10/28/2022 |  | 2 |  |  | (2) |  |  | Other assets
Foreign currency forward contract | € | 1 |  |  | 10/28/2022 |  | 1 |  |  | (1) |  |  | Other assets
Total |  |  |  |  |  | $ | 714 |  |  | $ | (674) |  |  |
| As of December 31, 2021
Derivative Instrument | Notional Amount |  | Maturity Date |  | Gross Amount of Recognized Assets |  | Gross Amount of Recognized Liabilities |  | Balance Sheet Location of Net Amounts
Foreign currency forward contract | CAD | 309 |  |  | 1/28/2022 |  | $ | 240 |  |  | $ | (245) |  |  | Accounts payable and other liabilities
Foreign currency forward contract | CAD | 209 |  |  | 1/19/2022 |  | 163 |  |  | (165) |  |  | Accounts payable and other liabilities
Foreign currency forward contract | € | 153 |  |  | 1/28/2022 |  | 172 |  |  | (174) |  |  | Accounts payable and other liabilities
Foreign currency forward contract | £ | 95 |  |  | 1/28/2022 |  | 126 |  |  | (129) |  |  | Accounts payable and other liabilities
Foreign currency forward contract | CAD | 2 |  |  | 1/28/2022 |  | 1 |  |  | (1) |  |  | Accounts payable and other liabilities
Total |  |  |  |  |  | $ | 702 |  |  | $ | (714) |  |  |
Schedule of Net Realized and Unrealized Gains (Losses) on Derivative Instruments | Net realized gains (losses) on derivative instruments recognized by the Company for the three and nine months ended September 30, 2022 and 2021 is in the following location in the consolidated statements of operations:
|  | For the Three Months Ended September 30, |  | For the Nine Months Ended September 30,
Derivative Instrument | Statement Location | 2022 |  | 2021 |  | 2022 |  | 2021
Interest rate swap | Net realized gains (losses) from foreign currency and other transactions | $ | — |  |  | $ | — |  |  | $ | — |  |  | $ | — |
Foreign currency forward contract | Net realized gains (losses) from foreign currency and other transactions | 22 |  |  | 17 |  |  | 36 |  |  | 9 |
Total |  | $ | 22 |  |  | $ | 17 |  |  | $ | 36 |  |  | $ | 9 |
Net unrealized gains (losses) on derivative instruments recognized by the Company for the three and nine months ended September 30, 2022 and 2021 is in the following location in the consolidated statements of operations:
|  | For the Three Months Ended September 30, |  | For the Nine Months Ended September 30,
Derivative Instrument | Statement Location | 2022 |  | 2021 |  | 2022 |  | 2021
Interest rate swap | Net unrealized gains (losses) from foreign currency and other transactions | $ | — |  |  | $ | — |  |  | $ | — |  |  | $ | 1 |
Foreign currency forward contract | Net unrealized gains (losses) from foreign currency and other transactions | 31 |  |  | (2) |  |  | 52 |  |  | 3 |
Total |  | $ | 31 |  |  | $ | (2) |  |  | $ | 52 |  |  | $ | 4 |

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