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Derivatives (Tables)
 9 Months Ended
Sep. 30, 2020
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of Non-Designated Foreign Exchange Forwards The following table summarizes our non-designated foreign exchange ("Fx") forwards and our interest rate cap as of September 30, 2020:
September 30, 2020
Number of ContractsAggregate Notional Amount (in thousands)Notional CurrencyMaturityWeighted-Average Years to Maturity
Fx contracts - GBP106422,585GBPOctober 2020 - December 20242.16
Fx contracts - EUR70238,817EURNovember 2020 - August 20242.79
Interest rate cap1500,000USDJune 20232.71

The following table summarizes our non-designated Fx forwards and our interest rate swap as of December 31, 2019:
December 31, 2019
Number of ContractsAggregate Notional Amount (in thousands)Notional CurrencyMaturityWeighted-Average Years to Maturity
Fx contracts - GBP156735,349GBPJanuary 2020 - December 20241.49
Fx contracts - EUR44168,879EURFebruary 2020 - August 20243.22
Interest rate swap1500,000USDMay 20266.37
Schedule of Amounts Recognized on Consolidated Statements of Operations Related to Company's Derivatives The following table summarizes the amounts recognized on our condensed consolidated statements of operations related to our derivatives for the three and nine months ended September 30, 2020 and 2019 ($ in thousands): 
  Amount of gain (loss)
recognized in income
Three months ended September 30,Nine months ended September 30,
Location of Gain (Loss) Recognized in Income2020201920202019
Forward currency contractsUnrealized gain (loss) on derivative instruments $(35,076)$16,227 $18,356 $12,029 
Forward currency contractsRealized gain on derivative instruments 539 7,926 14,603 16,590 
Total$(34,537)$24,153 $32,959 $28,619 
Amount of loss
recognized in income
Three months ended September 30,Nine months ended September 30,
Location of Loss Recognized in Income2020201920202019
Interest rate cap(1)
Unrealized gain (loss) on interest rate cap$(564)$— $174 $— 
Interest rate swap(2)
Unrealized gain (loss) on interest rate swap— (10,307)14,470 (23,420)
Interest rate swap(2)
Realized loss on interest rate swap— — (53,851)— 
Total$(564)$(10,307)$(39,207)$(23,420)
———————
(1)With a notional amount of $500.0 million and $0 at September 30, 2020, and 2019, respectively.
(2)With a notional amount of $0 and $500.0 million at September 30, 2020, and 2019, respectively.
Schedule of Gross Asset and Liability Amounts Related to Derivatives
The following tables summarize the gross asset and liability amounts related to our derivatives at September 30, 2020 and December 31, 2019 ($ in thousands)
September 30, 2020December 31, 2019
Gross
Amount of
Recognized
Assets		Gross
Amounts
Offset in our Condensed
Consolidated Balance Sheet		Net Amounts
of Assets
Presented in
our Condensed Consolidated Balance Sheet		Gross
Amount of
Recognized
Assets		Gross
Amounts
Offset in our Condensed
Consolidated Balance Sheet		Net Amounts
of Assets
Presented in
our Condensed Consolidated Balance Sheet
Forward currency contracts$20,788 $(7,307)$13,481 $— $— $— 
Interest rate cap173 — 173 — — — 
Total$20,961 $(7,307)$13,654 $— $— $— 
 
September 30, 2020December 31, 2019
Gross
Amount of
Recognized
Liability		Gross
Amounts
Offset in our Condensed
Consolidated Balance Sheet		Net Amounts
of Liability
Presented in
our Condensed Consolidated Balance Sheet		Gross Amount of Recognized LiabilitiesGross
Amounts
Offset in our Condensed
Consolidated Balance Sheet		Net Amounts of Liabilities Presented in our Condensed Consolidated Balance Sheet
Interest rate swap$— $— $— $14,470 $— $14,470 
Forward currency contracts— — — 12,687 (7,811)4,876 
Total derivative liabilities$— $— $— $27,157 $(7,811)$19,346