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SUBSEQUENT EVENTS	3 Months Ended
SUBSEQUENT EVENTS	Mar. 31, 2020
SUBSEQUENT EVENTS
SUBSEQUENT EVENTS	17.SUBSEQUENT EVENTS On April 8, 2020, the Company entered into an interest rate swap agreement to help manage its interest rate risk position. The notional value of the interest rate swap is $100.0 million and it is designated as a cashflow hedge of certain fixed-rate advances. It is effective as of April 8, 2020 and matures April 8, 2025.