DERIVATIVES (Tables)

6 Months Ended

Jun. 30, 2019

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of Derivative Instruments

The following table presents information related to interest rate contracts entered into by the Company and designated as cash flow hedges:

	June 30, 2019			December 31, 2018
Pay fixed swaps - notional amount	$	200,000		—
Net unrealized loss	$	(264	)	—
Weighted-average maturity period (years)	1.54			—
Weighted-average received rate	—			—
Weighted-average pay rate	—			—

Schedule of Interest Rate Swap Contracts Reflected in Balance Sheets

At June 30, 2019 and December 31, 2018, the interest rate swap contracts were reflected in the Consolidated Balance Sheets as follows:

	June 30, 2019		December 31, 2018
Current assets:
Other current assets	—		—
Long-term assets:
Other assets	—		—
Current liabilities:
Other current liabilities	$	170	—
Long-term liabilities:
Other liabilities	$	178	—
Total derivatives	$	348	$	—