Derivative Financial Instruments (Tables)

9 Months Ended

Sep. 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 September 30, 2018 and December 31, 2017:

Notional Amount		Effective Date	Maturity Date	Index*	Weighted Average Foreign Exchange Rate	Balance Sheet Hedge Designation
$	2,200	September 2018	November 2018	EUR/GPB	0.89136	Non-designated
	11,482	September 2018	November 2018	EUR/USD	1.1659	Non-designated
	28,104	September 2018	November 2018	GBP/USD	1.3068	Non-designated
	39,811	September 2018	November 2018	USD/CNY	6.8889	Non-designated
	907	September 2018	November 2018	USD/JPY	113.16	Non-designated
	47,435	September 2018	November 2018	USD/TWD	30.392	Non-designated
Notional Amount		Effective Date	Maturity Date	Index*	Weighted Average Foreign Exchange 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
	September 30, 2018	December 31, 2017	September 30, 2018		December 31, 2017
Interest rate swaps and collars	12	14	$	210,000	$	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
	September 30, 2018		December 31, 2017		September 30, 2018		December 31, 2017
Interest rate swaps and collars	$	2,096	$	486	$	5,477	$	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 nine months ended September 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	September 30, 2018		September 30, 2017			Accumulated OCI into Income	September 30, 2018		September 30, 2017
Three Months Ended
Interest rate swaps and collars	$	636	$	472		Interest expense	$	299	$	86
Nine Months Ended
Interest rate swaps and collars	$	4,143	$	(72	)	Interest expense	$	526	$	509

`	Amount of Gain or (Loss) Recognized in Net Income					Location of Gain or (Loss) Recognized in Net
Instruments	September 30, 2018			September 30, 2017		Income
Three Months Ended
Foreign currency forward contracts	$	(2,200	)	$	542	Foreign currency (loss) gain, net
Nine Months Ended
Foreign currency forward contracts	$	(7,570	)	$	472	Foreign currency (loss) gain, net