Derivative Financial Instruments (Tables)

3 Months Ended

Mar. 31, 2018

Derivative Instruments And Hedging Activities Disclosure [Abstract]

Summary of Outstanding Foreign Currency Forward Contracts

The table below sets forth outstanding foreign currency forward contracts at March 31, 2018 and December 31, 2017:

Notional Amount		Effective Date	Maturity Date	Index*	Weighted Average Fx Rate	Balance Sheet Hedge Designation
$	229	March 2018	April 2018	CNY/JPY	16.8277	Non-designated
	20,267	March 2018	April 2018	EUR/USD	1.2348	Non-designated
	10,685	March 2018	April 2018	GBP/USD	1.4047	Non-designated
	59,061	March 2018	April 2018	USD/CNY	6.2862	Non-designated
	2,476	March 2018	April 2018	USD/JPY	105.933	Non-designated
	53,763	March 2018	April 2018	USD/TWD	29.001	Non-designated
Notional Amount		Effective Date	Maturity Date	Index*	Weighted Average Fx Rate	Balance Sheet Hedge Designation
$	2,494	December 2017	January 2018	EUR/GBP	1.2009	Non-designated
	10,514	December 2017	January 2018	EUR/USD	1.2009	Non-designated
	10,612	December 2017	January 2018	GBP/USD	1.3541	Non-designated
	31,834	December 2017	January 2018	USD/CNY	6.5343	Non-designated
	1,594	December 2017	January 2018	USD/JPY	112.35	Non-designated
	30,594	December 2017	January 2018	USD/TWD	29.406	Non-designated
*  EUR = Euro
GBP = British Pound Sterling
USD = United States Dollar
CNY = Chinese Yuan Renminbi
JPY =  Japan Yen
TWD = Taiwan dollar

Summary of Information Related to Number of and Notional Amount of Interest Rate Related Derivative Instruments

The table below sets forth information related to the number of and the notional amount of our interest rate related derivative instruments:

	Number of Instruments		Notional Amount
	March 31, 2018	December 31, 2017	March 31, 2018		December 31, 2017
Interest rate swaps and collars	14	6	$	220,000	$	150,000

Summary of Fair Value of Interest Rate Related Derivative Financial Instruments and Their Classification on Condensed Consolidated Balance Sheets

The table below sets forth the fair value of the Company’s interest rate related derivative financial instruments as well as their classification on our condensed consolidated balance sheets:

	Fair Value
	Other Current Assets				Other Assets
	March 31, 2018		December 31, 2017		March 31, 2018		December 31, 2017
Interest rate swaps and collars	$	1,128	$	486	$	5,104	$	3,398

Summary of Effect of Derivative Financial Instruments on the Condensed Consolidated Statements of Operations

The tables below sets forth the effect of the Company’s derivative financial instruments on the condensed consolidated statements of operations for the three months ended:

Derivatives Designated as Hedging Instruments	Amount of Gain or (Loss) Recognized in OCI on Derivative				Location of Gain or (Loss) Reclassified from Accumulated OCI into Income	Amount of Gain or (Loss) Reclassified from Accumulated OCI into Net Income
	March 31, 2018		March 31, 2017			March 31, 2018		March 31, 2017
Interest rate swaps and collars	$	2,404	$	783	Interest expense	$	52	$	(255	)

Derivatives Not Designated as Hedging Instruments	Amount of Gain or (Loss) Recognized in Net Income				Location of Gain or (Loss) Recognized in Net Income
	March 31, 2018		March 31, 2017
Foreign currency forward contracts	$	1,394	$	-	Foreign currency (loss) gain, net