SUBSEQUENT EVENTS (Tables)

9 Months Ended

Sep. 30, 2017

Subsequent Events [Abstract]

Schedule of Interest Rate Swaps

The Company held the following interest rate swaps as of September 30, 2017 (amounts in thousands):

Hedged Item	Current Notional Amount		Designation Date	Effective Date	Termination Date	Fixed Interest Rate		Floating Rate	Estimated Fair Value
									Assets (Liabilities)
Term Loan A	$	50,000	June 22, 2016	December 31, 2016	June 30, 2019	1.062	%	3-month BBA LIBOR	$	540
Term Loan A	50,000		June 22, 2016	December 31, 2016	June 30, 2019	1.062	%	3-month BBA LIBOR	525
Term Loan A	50,000		July 12, 2016	December 31, 2016	June 30, 2019	0.825	%	1-month USD LIBOR	654
Term Loan A	50,000		February 6, 2017	June 30, 2017	June 30, 2020	1.834	%	3-month USD LIBOR	(68		)
Term Loan A	100,000		February 6, 2017	June 30, 2017	June 30, 2020	1.652	%	1-month USD LIBOR	120
Term Loan A	100,000		March 27, 2017	December 31, 2017	June 30, 2021	1.971	%	1-month USD LIBOR	(476		)
Total interested rate derivatives designated as cash flow hedge	$	400,000							$	1,295

The following table summarizes the cross-currency swaps entered on October 2, 2017:

	Effective Date	Termination Date	Fixed Rate	Aggregate Notional Amount
				(amounts in thousands)
Pay CHF	October 2, 2017	October 2, 2020	1.75%	CHF	97,065
Receive U.S.$			4.38%	$	100,000
Pay CHF	October 2, 2017	October 2, 2021	1.85%	CHF	48,532
Receive U.S.$			4.46%	$	50,000
Pay CHF	October 2, 2017	October 2, 2022	1.95%	CHF	145,598
Receive U.S.$			4.52%	$	150,000