DERIVATIVE FINANCIAL INSTRUMENTS AND HEDGING ACTIVITIES (Tables)

12 Months Ended

Dec. 31, 2017

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of forward-starting interest rate swap contracts

The following table sets forth the key terms of our interest rate swap contracts:

Number of Interest Rate Swaps (1) (2)	Total Notional Amount		Fixed Rates	Floating Rate Index	Effective Date	Expiration Date
	(in thousands)
3	$	170,000	1.562% - 1.565%	One-Month LIBOR	11/2/2015	5/8/2020

(1) See Note 14 for our fair value disclosures.

(2) Our interest rate swaps are not subject to master netting arrangements.

Schedule of changes in the balance of each component of AOCI related to our cash flow hedges

The changes in the balance of each component of AOCI related to our interest rate swaps designated as cash flow hedges are as follows:

	Year Ended December 31,
	2017			2016			2015
	(in thousands)
Accumulated other comprehensive income (loss), at beginning of period	$	(509	)	$	(2,519	)	$	—
Other comprehensive income (loss) before reclassifications	361			(2,227		)	(3,381		)
Amounts reclassified from accumulated other comprehensive income (loss) (1)	1,779			4,237			862
Net current period other comprehensive income (loss)	2,140			2,010			(2,519		)
Accumulated other comprehensive income (loss), at end of period	$	1,631		$	(509	)	$	(2,519	)

(1) The amounts from AOCI are reclassified as an increase to interest expense in the statements of operations.