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Derivatives (Tables)
 3 Months Ended
Mar. 31, 2023
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of Non-Designated Foreign Exchange Forwards
The following table summarizes our non-designated Fx forwards and our interest rate cap as of March 31, 2023:
March 31, 2023
Type of DerivativesNumber of ContractsAggregate Notional Amount (in thousands)Notional CurrencyMaturityWeighted-Average Years to Maturity
Fx contracts - GBP118900,736GBPApril 2023 - February 20271.67
Fx contracts - EUR105440,260EURApril 2023 - November 20251.61
Fx contracts - SEK18716,316SEKMay 2023 - May 20262.75
Interest rate cap1500,000USDJune 20230.21
    
The following table summarizes our non-designated Fx forwards and our interest rate cap as of December 31, 2022:
December 31, 2022
Type of DerivativesNumber of ContractsAggregate Notional Amount (in thousands)Notional CurrencyMaturityWeighted-Average Years to Maturity
Fx contracts - GBP124936,930GBPJanuary 2023 - February 20271.78
Fx contracts - EUR130576,240EURJanuary 2023 - November 20251.78
Fx contracts - SEK19730,432SEKFebruary 2023 - May 20262.95
Interest rate cap1500,000USDJune 20230.46
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 months ended March 31, 2023 and 2022 ($ in thousands):
  Amount of gain (loss)
recognized in income
Three months ended March 31,
Location of Gain (Loss) Recognized in Income20232022
Forward currency contractsUnrealized gain (loss) on derivative instruments $(35,851)$18,142 
Forward currency contractsRealized gain on derivative instruments 21,716 4,620 
Total$(14,135)$22,762 
The following table summarizes the amounts recognized on our condensed consolidated statements of operations related to our interest rate cap for the three months ended March 31, 2023 and 2022 ($ in thousands):
Amount of gain (loss)
recognized in income
Three months ended March 31,
Location of gain (loss) recognized in income20232022
Interest rate cap(1)
Unrealized gain (loss) on interest rate hedging instruments$(4,813)$6,321 
Interest rate cap(1)
Realized gain on interest rate hedging instruments4,706 — 
Total$(107)$6,321 
———————
(1)With a notional amount of $500.0 million at March 31, 2023 and 2022.
Schedule of Gross Asset and Liability Amounts Related to Derivatives The following tables summarize the gross asset and liability amounts related to our derivatives at March 31, 2023 and December 31, 2022 ($ in thousands):
March 31, 2023December 31, 2022
Gross Amount of Recognized AssetsGross Amounts Offset in our Condensed Consolidated Balance SheetNet Amounts
of Assets
Presented in
our Condensed Consolidated Balance Sheet		Gross Amount of Recognized AssetsGross
Amounts
Offset in our
 Consolidated Balance Sheet		Net Amounts of Assets Presented in our Consolidated Balance Sheet
Forward currency contracts$106,825 $(23,176)$83,649 $143,285 $(23,786)$119,499 
Interest rate cap5,256 — 5,256 9,141 — 9,141 
Total derivative assets (liabilities)$112,081 $(23,176)$88,905 $152,426 $(23,786)$128,640