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Derivative Instruments (Tables)
 9 Months Ended
Sep. 30, 2016
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Summary of Non-Designated Foreign Exchange Forwards
The following table summarizes our non-designated foreign exchange (“Fx”) forwards as of September 30, 2016:
Type of Derivative
September 30, 2016
 
Number of Contracts
 
Aggregate Notional Amount
 
Notional Currency
 
Maturity
Fx Contracts - GBP
5
 
97,732

 
GBP
 
October 2016- September 2017

The following table summarizes our non-designated Fx forwards as of December 31, 2015:
Type of Derivative
December 31, 2015
 
Number of Contracts
 
Aggregate Notional Amount
 
Notional Currency
 
Maturity
Fx Contracts - GBP
5
 
130,272

 
GBP
 
January 2016- October 2016
Summary of Amounts Recognized on Consolidated Statements of Operations Related to Company's Derivatives
The following table summarizes the amounts recognized on the condensed consolidated statements of operations related to the Company’s derivative instruments for the three and nine months ended September 30, 2016 and 2015.
 
 
 
Three months ended September 30,
 
Nine months ended September 30,
 
Location of Loss Recognized in Income
2016
 
2015
 
2016
 
2015
Forward currency contract
Gain (loss) on derivative instruments - unrealized
$
(10,304
)
 
$
2,240

 
$
1,812

 
$
(3,938
)
Forward currency contract
Gain (loss) on derivative instruments - realized
15,112

 
—

 
21,100

 
—

Interest rate caps
Loss on derivative instruments - unrealized
7

 
(144
)
 
(81
)
 
(206
)
Total
 
$
4,815

 
$
2,096

 
$
22,831

 
$
(4,144
)
Summary of Gross Derivative Assets Related to Derivatives
The following table summarizes the gross asset amounts related to the Company's derivative instruments at September 30, 2016 and December 31, 2015.

 
September 30, 2016
 
December 31, 2015
 
Gross
Amount of
Recognized
Assets
 
Gross
Amounts
Offset in the
Consolidated Balance Sheet
 
Net Amounts
of Assets
Presented in
the Consolidated Balance Sheet
 
Gross
Amount of
Recognized
Assets
 
Gross
Amounts
Offset in the
Consolidated Balance Sheet
 
Net Amounts
of Assets
Presented in
the Consolidated Balance Sheet
Interest rate caps
$
8

 
$
—

 
$
8

 
$
106

 
$
—

 
$
106

Forward currency contract
5,029

 
—

 
5,029

 
3,221

 
—

 
3,221

Total derivative instruments
$
5,037

 
$
—

 
$
5,037

 
$
3,327

 
$
—

 
$
3,327