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DERIVATIVE INSTRUMENTS (Tables)
 3 Months Ended
Mar. 31, 2020
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of Notional and Fair Value of Interest Rate Swaps
The following table summarizes the notional amount and other information related to the Company’s interest rate swaps as of March 31, 2020 and December 31, 2019. The notional amount is an indication of the extent of the Company’s involvement in each instrument at that time, but does not represent exposure to credit, interest rate or market risks (dollars in thousands):
 March 31, 2020December 31, 2019 Weighted-Average
Fix Pay Rate		Weighted-Average Remaining Term in Years
Derivative InstrumentsNumber of InstrumentsNotional AmountNumber of InstrumentsNotional AmountReference Rate as of September 30, 2019
Derivative instruments not designated as hedging instruments
Interest Rate Swaps2$78,533  2$78,533  
One-month LIBOR/
Fixed at 2.07% - 2.82%
2.36%2.1
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value
The following table sets forth the fair value of the Company’s derivative instruments as well as their classification on the consolidated balance sheets as of March 31, 2020 and December 31, 2019 (dollars in thousands):
March 31, 2020December 31, 2019
Derivative InstrumentsBalance Sheet LocationNumber of
Instruments		Fair ValueNumber of
Instruments		Fair Value
Derivative instruments not designated as hedging instruments
Interest Rate Swaps
Other liabilities, at fair value
2$(3,269) 2$(1,503) 
Schedule of Derivative Instruments in Statement of Operations The following table summarizes the effects of derivative instruments on the Company’s consolidated statements of operations (in thousands):
 For the Three Months Ended March 31,
 20202019
Income statement related
Derivatives not designated as hedging instruments
Realized loss (gain) recognized on interest rate swaps$132  $(53) 
Unrealized loss on interest rate swaps1,766  629  
Increase in interest expense as a result of derivatives$1,898  $576