Derivative instruments and Hedges Activities	12 Months Ended
Dec. 31, 2018
Derivative Instruments And Hedging Activities Disclosure [Abstract]
Derivative instruments and Hedges Activities	NOTE 10 - DERIVATIVE INSTRUMENTS AND HEDGING ACTIVITIES The Company uses interest rate swap arrangements (the “Swaps”) to manage or hedge its interest rate risk. Notwithstanding the terms of the Swaps, the Company is ultimately obligated for all amounts due and payable under the Credit Facility. The Company does not use such instruments for speculative or trading purposes. On August 8, 2018, the Company entered into two floating-to-fixed interest rate Swaps for an aggregate notional amount of $75.0 million in order to hedge a portion of the Company’s floating rate indebtedness under the Credit Facility. The Company designated these Swaps as cash flow hedges. These Swaps requires us to pay a fixed rate of 2.8530% per annum on the notional amount. The cash flows from these Swaps began August 31, 2018 and end on August 31, 2023. On August 31, 2017, the Company entered into a floating-to-fixed interest rate Swap for an aggregate notional amount of $25.0 million to hedge a portion of the Company’s floating rate indebtedness. This Swap requires us to pay a fixed rate of 1.8475% per annum on the notional amount. The cash flows from the transaction began August 31, 2018 and end on August 31, 2023. The Company has designated this hedge as a cash flow hedge. On September 30, 2016, the Company entered into a floating-to-fixed interest rate hedge agreement for an aggregate notional amount of $100.0 million to hedge a portion of the Company’s floating rate indebtedness. The cash flows from the interest rate swap agreement began on January 31, 2018 and end on January 31, 2023. The Company designated this hedge as a cash flow hedge. On December 1, 2016, the Company sold the interest rate hedge agreement. The fair value of the interest rate hedge, as of the date of the sale, was recorded in other comprehensive income, net of tax. The gain from the sale will be recognized into earnings when earnings are impacted by the cash flows of the previously hedged items, as interest payments are made on the Credit Facility from January 31, 2018 to January 31, 2023. Realized gains and losses in connection with each required interest payment will be reclassified from accumulated other comprehensive income (loss) (“AOCI”) to interest expense during the period of the cash flows. On a quarterly basis, management evaluates all Swaps to determine each agreement’s effectiveness or ineffectiveness and records the change in fair value as an adjustment to other comprehensive income or loss. Management intends that the Swaps remain effective. Realized gains and losses in connection with each required interest payment will be reclassified from AOCI to interest expense. As of December 31, 2018, the net amount of realized gains and losses from the hedge agreements expected to be reclassified from AOCI into earnings within the next 12 months is $0.6 million.

Derivative instruments and Hedges Activities

12 Months Ended

Dec. 31, 2018

Derivative Instruments And Hedging Activities Disclosure [Abstract]

Derivative instruments and Hedges Activities

NOTE 10 - DERIVATIVE INSTRUMENTS AND HEDGING ACTIVITIES

The Company uses interest rate swap arrangements (the “Swaps”) to manage or hedge its interest rate risk. Notwithstanding the terms of the Swaps, the Company is ultimately obligated for all amounts due and payable under the Credit Facility. The Company does not use such instruments for speculative or trading purposes.

On August 8, 2018, the Company entered into two floating-to-fixed interest rate Swaps for an aggregate notional amount of $75.0 million in order to hedge a portion of the Company’s floating rate indebtedness under the Credit Facility. The Company designated these Swaps as cash flow hedges. These Swaps requires us to pay a fixed rate of 2.8530% per annum on the notional amount. The cash flows from these Swaps began August 31, 2018 and end on August 31, 2023.

On August 31, 2017, the Company entered into a floating-to-fixed interest rate Swap for an aggregate notional amount of $25.0 million to hedge a portion of the Company’s floating rate indebtedness. This Swap requires us to pay a fixed rate of 1.8475% per annum on the notional amount. The cash flows from the transaction began August 31, 2018 and end on August 31, 2023. The Company has designated this hedge as a cash flow hedge.

On September 30, 2016, the Company entered into a floating-to-fixed interest rate hedge agreement for an aggregate notional amount of $100.0 million to hedge a portion of the Company’s floating rate indebtedness. The cash flows from the interest rate swap agreement began on January 31, 2018 and end on January 31, 2023. The Company designated this hedge as a cash flow hedge. On December 1, 2016, the Company sold the interest rate hedge agreement. The fair value of the interest rate hedge, as of the date of the sale, was recorded in other comprehensive income, net of tax. The gain from the sale will be recognized into earnings when earnings are impacted by the cash flows of the previously hedged items, as interest payments are made on the Credit Facility from January 31, 2018 to January 31, 2023.

Realized gains and losses in connection with each required interest payment will be reclassified from accumulated other comprehensive income (loss) (“AOCI”) to interest expense during the period of the cash flows. On a quarterly basis, management evaluates all Swaps to determine each agreement’s effectiveness or ineffectiveness and records the change in fair value as an adjustment to other comprehensive income or loss. Management intends that the Swaps remain effective. Realized gains and losses in connection with each required interest payment will be reclassified from AOCI to interest expense. As of December 31, 2018, the net amount of realized gains and losses from the hedge agreements expected to be reclassified from AOCI into earnings within the next 12 months is $0.6 million.