Derivative Financial Instruments (Tables)

3 Months Ended

Mar. 31, 2016

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Summary of fair value amounts of derivative instruments

The following table provides a summary of the fair value amounts of our derivative instruments, all of which are Level 2 inputs as defined below (in thousands):

Designation of Derivatives	Balance Sheet Location	March 31,   2016			December 31,   2015
Derivatives Designated as Hedging Instruments:
Forward Currency Contracts	Prepaid expenses and other current assets	$	—		$	18
	Total Assets	$	—		$	18
Forward Currency Contracts	Accrued expenses	$	1,148		$	243
Interest Rate Swaps	Other non-current liabilities	5,055			13
	Total Liabilities	$	6,203		$	256
Derivatives Not Designated as Hedging Instruments:
Forward Currency Contracts	Prepaid expenses and other current assets	$	—		$	91
	Total Assets	$	—		$	91
Forward Currency Contracts	Accrued expenses	$	151		$	—
	Total Liabilities	$	151		$	—
	Total Derivative Assets	$	—		$	109
	Total Derivative Liabilities	6,354			256
	Total Net Derivative Liability	$	(6,354	)	$	(147	)

Schedule of assets and liabilities measured at fair value on a recurring basis

The following table represents assets and liabilities measured at fair value on a recurring basis and the basis for that measurement at March 31, 2016 and December 31, 2015 (in thousands):

	Total Fair Value at March 31, 2016		Quoted Prices in Active Markets for Identical Assets (Level 1)		Significant Observable Inputs (Level 2)		Significant Unobservable Inputs (Level 3)
Assets:
Forward Currency Contracts	$	—	$	—	$	—	$	—
Total	$	—	$	—	$	—	$	—
Liabilities:
Forward Currency Contracts	$	1,299	$	—	$	1,299	$	—
Interest Rate Swap	5,055		—		5,055		—
Total	$	6,354	$	—	$	6,354	$	—

	Total Fair Value at December 31, 2015		Quoted Prices in Active Markets for Identical Assets (Level 1)		Significant Observable Inputs (Level 2)		Significant Unobservable Inputs (Level 3)
Assets:
Forward Currency Contracts	$	109	$	—	$	109	$	—
Total	$	109	$	—	$	109	$	—
Liabilities:
Forward Currency Contracts	$	243	$	—	$	243	$	—
Interest Rate Swap	13		—		13		—
Total	$	256	$	—	$	256	$	—

Summary of derivative positions

The following table summarizes the Company’s derivative positions at March 31, 2016:

	Position	Notional Amount		Weighted Average Remaining Maturity In Years	Average Exchange Rate
Canadian Dollar/USD	Sell	$	3,704,127	0.2	1.30
USD/British Pound	Sell	£	4,595,000	0.2	1.44
EURO/British Pound	Sell	£	8,000,000	0.2	0.79
Interest Rate Swap		$	255,937,500	4.6