DERIVATIVE INSTRUMENTS (Tables)

6 Months Ended

Jun. 30, 2016

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of aggregate notional amount and estimated net fair value of the derivative instruments

The table below summarizes the aggregate notional amount and estimated net fair value of the derivative instruments as of June 30, 2016 and December 31, 2015 (amounts in thousands):

	As of June 30, 2016						As of December 31, 2015
	Notional			Estimated Fair Value			Notional			Estimated Fair Value
Free-Standing Derivatives:
Interest rate swaps	$	267,333		$	(59,063	)	$	297,667		$	(41,743	)
Foreign exchange forward contracts and options	(319,771		)	24,125			(375,524		)	38,608
Common stock warrants	—			2,120			—			—
Options	—			2,112			—			95
Total				$	(30,706	)				$	(3,040	)

Schedule of net realized and unrealized gain (loss) on derivatives and foreign exchange

The following table presents the amounts recorded in net realized and unrealized gain (loss) on derivatives and foreign exchange on the condensed consolidated statements of operations (amounts in thousands):

	Three Months Ended June 30, 2016								Three Months Ended June 30, 2015
	Realized gains (losses)		Unrealized gains (losses)			Total			Realized gains (losses)		Unrealized gains (losses)			Total
Interest rate swaps	$	—	$	(5,934	)	$	(5,934	)	$	—	$	14,657		$	14,657
Foreign exchange forward contracts and options(1)	6,400		(5,095		)	1,305			14,220		(12,129		)	2,091
Common stock warrants	—		(165		)	(165		)	—		(110		)	(110		)
Total rate of return swaps	—		—			—			469		151			620
Options	—		1,614			1,614			—		(1,399		)	(1,399		)
Net realized and unrealized gains (losses)	$	6,400	$	(9,580	)	$	(3,180	)	$	14,689	$	1,170		$	15,859

(1) Net of foreign exchange remeasurement gain or loss on foreign denominated assets.

	Six Months Ended June 30, 2016								Six Months Ended June 30, 2015
	Realized gains (losses)		Unrealized gains (losses)			Total			Realized gains (losses)			Unrealized gains (losses)			Total
Interest rate swaps	$	—	$	(17,665	)	$	(17,665	)	$	(5,297	)	$	14,413		$	9,116
Foreign exchange forward contracts and options(1)	17,612		(15,337		)	2,275			14,235			(12,723		)	1,512
Common stock warrants	142		(165		)	(23		)	—			(2,001		)	(2,001		)
Total rate of return swaps	—		—			—			304			130			434
Options	—		2,017			2,017			—			(2,302		)	(2,302		)
Net realized and unrealized gains (losses)	$	17,754	$	(31,150	)	$	(13,396	)	$	9,242		$	(2,483	)	$	6,759

(1) Net of foreign exchange remeasurement gain or loss on foreign denominated assets.