HEDGING ACTIVITIES (Tables)

9 Months Ended

Sep. 30, 2012

Fair Value of Our Derivatives and Consolidated Balance Sheet Location

The following table presents, in thousands, the fair value of our derivatives and consolidated balance sheet location.

	Liability Derivatives
	September 30, 2012			December 31, 2011
	Balance Sheet			Balance Sheet
	Location	Fair Value		Location	Fair Value
Derivatives designated as hedging instruments:
Interest rate swaps	Accrued expenses	$	4,020	Accrued expenses	$	5,194
Interest rate swaps	Other long-term liabilities		—	Other long-term liabilities		1,911
Total derivatives		$	4,020		$	7,105

Impact of Interest Rate Swaps on Consolidated Statement of Operations

The following presents, in thousands, the impact of interest rate swaps on the consolidated statement of operations for the three and nine months ended September 30, 2012 and 2011, respectively.

													Amount of gain (loss)
							Amount of gain (loss)						recognized in
	Amount of gain (loss)						reclassified from OCI						earnings on hedges
	recognized in OCI						into earnings for the						(ineffective portion)
	for the three months				Location of gain (loss)		three months ended						for the three months
Derivatives designated	ended September 30,				reclassified from OCI		September 30,						ended September 30,
as hedging instruments	2012		2011		into net income		2012			2011			2012		2011
Interest rate swaps	$	580	$	2,058		Interest expense	$	(1,565	)	$	(1,297	)	$	—	$	—
	For the nine months						For the nine months						For the nine months
	ended September 30,						ended September 30,						ended September 30,
	2012		2011				2012			2011			2012		2011
Interest rate swaps	$	1,913	$	4,213		Interest expense	$	(5,221	)	$	(5,188	)	$	—	$	202