Derivative Financial Instruments (Tables)

6 Months Ended

Jun. 30, 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 June 30, 2018 and December 31, 2017:

Notional Amount		Effective Date	Maturity Date	Index*	Weighted Average Fx Rate	Balance Sheet Hedge Designation
$	1,199	June 2018	August 2018	EUR/GPB	0.8854	Non-designated
	26,760	June 2018	August 2018	EUR/USD	1.1708	Non-designated
	9,817	June 2018	August 2018	GBP/USD	1.3224	Non-designated
	41,127	June 2018	August 2018	USD/CNY	6.6391	Non-designated
	923	June 2018	August 2018	USD/JPY	110.444	Non-designated
	38,601	June 2018	August 2018	USD/TWD	30.46	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
	June 30, 2018	December 31, 2017	June 30, 2018		December 31, 2017
Interest rate swaps and collars	14	14	$	220,000	$	220,000

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
	June 30, 2018		December 31, 2017		June 30, 2018		December 31, 2017
Interest rate swaps and collars	$	1,639	$	486	$	5,530	$	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 and six months ended June 30, 2018 and 2017:

	Amount of Gain or (Loss) Recognized in OCI on Derivative					Location of Gain or (Loss) Reclassified from	Amount of Gain or (Loss) Reclassified from Accumulated OCI into Net Income
Derivatives Designated as Hedging Instruments	June 30, 2018		June 30, 2017			Accumulated OCI into Income	June 30, 2018		June 30, 2017
Three Months Ended
Interest rate swaps and collars	$	1,103	$	(817	)	Interest expense	$	175	$	(170	)
Six Months Ended
Interest rate swaps and collars	$	3,507	$	(544	)	Interest expense	$	227	$	(423	)

Derivatives Not Designated as Hedging	Amount of Gain or (Loss) Recognized in Net Income						Location of Gain or (Loss) Recognized in Net
Instruments	June 30, 2018			June 30, 2017			Income
Three Months Ended
Foreign currency forward contracts	$	(6,764	)	$	(70	)	Foreign currency (loss) gain, net
Six Months Ended
Foreign currency forward contracts	$	(5,370	)	$	(70	)	Foreign currency (loss) gain, net