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Derivatives (Tables)

6 Months Ended

Jun. 30, 2015

Derivative Instruments and Hedging Activities Disclosures [Line Items]

Schedule of fair value of derivative financial instruments as well as their classification on Consolidated Balance Sheets

The table below presents the fair value of the Company's derivative financial instruments as well as their classification on the Consolidated Balance Sheets as of June 30, 2015 and December 31, 2014 ($ in thousands):

	Derivative Assets as of												Derivative Liabilities as of
	June 30, 2015						December 31, 2014						June 30, 2015						December 31, 2014
	Balance Sheet Location		Fair Value				Balance Sheet Location		Fair Value				Balance Sheet Location		Fair Value				Balance Sheet Location		Fair Value
Derivatives Designated in Hedging Relationships
Foreign exchange contracts	N/A		$	—			N/A		$	—			Other Liabilities		$	21			Other Liabilities		$	478
Interest rate swaps	N/A		—				Other Assets		52				Other Liabilities		54				N/A		—
Total			$	—					$	52					$	75					$	478
Derivatives not Designated in Hedging Relationships
Foreign exchange contracts	N/A		$	—			Other Assets		$	1,534			Other Liabilities		$	609			N/A		$	—
Interest rate cap	Other Assets		2,204				Other Assets		4,775				N/A		—				N/A		—
Total			$	2,204					$	6,309					$	609					$	—

Schedule of derivative financial instruments on Consolidated Statements of Operations

The tables below present the effect of the Company's derivative financial instruments on the Consolidated Statements of Operations and the Consolidated Statements of Comprehensive Income (Loss) for the three and six months ended June 30, 2015 and 2014 ($ in thousands):

Derivatives Designated in Hedging Relationships		Location of Gain (Loss) Recognized in Income		Amount of Gain (Loss) Recognized in Accumulated Other Comprehensive Income (Effective Portion)				Amount of Gain (Loss) Reclassified from Accumulated Other Comprehensive Income into Earnings (Effective Portion)				Amount of Gain (Loss) Reclassified from Accumulated Other Comprehensive Income into Earnings  (Ineffective Portion)
For the Three Months Ended June 30, 2015
Interest rate cap		Interest Expense		$	—			$	(125	)		N/A
Interest rate cap		Earnings from equity method investments		(3		)		—				N/A
Interest rate swaps		Interest Expense		92				42				N/A
Interest rate swap		Earnings from equity method investments		41				(117		)		N/A
Foreign exchange contracts		Earnings from equity method investments		14				—				N/A
For the Three Months Ended June 30, 2014
Interest rate cap		Other Expense		(2,022		)		—				(3,634	)
Interest rate swap		Interest Expense		(693		)		(39		)		N/A
Foreign exchange contracts		Other Expense		(127		)		—				N/A
For the Six Months Ended June 30, 2015
Interest rate cap		Interest Expense		—				202				N/A
Interest rate cap		Earnings from equity method investments		(10		)		—				N/A
Interest rate swaps		Interest Expense		284				84				N/A
Interest rate swaps		Earnings from equity method investments		(323		)		(232		)		N/A
Foreign exchange contracts		Earnings from equity method investments		(184		)		—				N/A
For the Six Months Ended June 30, 2014
Interest rate cap		Other Expense		(2,984		)		—				(3,634	)
Interest rate swap		Interest Expense		(1,041		)		96				N/A
Foreign exchange contracts		Other Expense		(579		)		—				N/A

				Amount of Gain or (Loss) Recognized in Income
		Location of Gain or (Loss) Recognized in Income		For the Three Months Ended June 30,								For the Six Months Ended June 30,
Derivatives not Designated in Hedging Relationships				2015				2014				2015				2014
Interest rate cap		Other Expense		$	(534	)		$	(504	)		$	(2,571	)		$	(504	)
Foreign exchange contracts		Other Expense		(702		)		(751		)		1,587				747

Foreign exchange contracts | Designated as hedge

Derivative Instruments and Hedging Activities Disclosures [Line Items]

Schedule of notional amounts of outstanding derivative positions

As of June 30, 2015, the Company had the following outstanding foreign currency derivatives that were used to hedge its net investments in foreign operations that were designated ($ and Rs in thousands):

Derivative Type		Notional Amount				Notional (USD Equivalent)				Maturity
Sells Indian rupee ("INR")/Buys USD Forward		₨	456,000			$	6,553			December 2016

Foreign exchange contracts | Not designated as hedge

Derivative Instruments and Hedging Activities Disclosures [Line Items]

Schedule of notional amounts of outstanding derivative positions

As of June 30, 2015, the Company had the following outstanding foreign currency derivatives that were used to hedge its net investments in foreign operations that were not designated ($, €, £ and C$ in thousands):

Derivative Type		Notional Amount				Notional (USD Equivalent)				Maturity
Sells euro ("EUR")/Buys USD Forward		€	5,500			$	5,916			July 2015
Sells pound sterling ("GBP")/Buys USD Forward		£	3,000			$	4,433			July 2015
Sells Canadian dollar ("CAD")/Buys USD Forward		C$	10,500			$	8,292			July 2015

Interest rate cap

Derivative Instruments and Hedging Activities Disclosures [Line Items]

Schedule of notional amounts of outstanding derivative positions

As of June 30, 2015, the Company had the following outstanding interest rate cap that was used to hedge its variable rate debt that was not designated ($ in thousands):

Derivative Type

Notional Amount

Variable Rate

Fixed Rate

Effective Date

Maturity

Interest rate cap

$

500,000

LIBOR

1.00%

July 2014

July 2017

Interest rate swap

Derivative Instruments and Hedging Activities Disclosures [Line Items]

Schedule of notional amounts of outstanding derivative positions

As of June 30, 2015, the Company had the following outstanding interest rate swap that was used to hedge its variable rate debt that was designated ($ in thousands):

Derivative Type

Notional Amount

Variable Rate

Fixed Rate

Effective Date

Maturity

Interest rate swap

$

27,196

LIBOR + 2.00%

3.47%

October 2012

November 2019

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Tabular disclosure of the location and amount of derivative instruments and nonderivative instruments designated as hedging instruments reported before netting adjustments, and the amount of gain (loss) on derivative instruments and nonderivative instruments designated and qualified as hedging instruments.

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Tabular disclosure of the notional amounts of outstanding derivative positions.

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