Annual report pursuant to Section 13 and 15(d)

FAIR VALUE MEASUREMENTS - Interest Swap Derivatives (Details)

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FAIR VALUE MEASUREMENTS - Interest Swap Derivatives (Details) - Interest Rate Swap [Member] - Level 2 [Member] - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2016
Dec. 31, 2015
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis [Roll Forward]    
Fair value at beginning of period $ (972) $ (1,072)
Unrealized losses included in interest expense   (63)
Designation of interest rate swap as a cash flow hedge   0
Cash flow hedge ineffectiveness 19 15
Losses on interest rate swaps reclassified into interest expense from accumulated other comprehensive loss 2,678 1,699
Unrealized losses included in accumulated other comprehensive loss 6,434 (1,551)
Fair value of end of period 8,159 (972)
Designated as Hedging Instrument [Member]    
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis [Roll Forward]    
Fair value at beginning of period (972) (865)
Unrealized losses included in interest expense   0
Designation of interest rate swap as a cash flow hedge   (270)
Cash flow hedge ineffectiveness 19 15
Losses on interest rate swaps reclassified into interest expense from accumulated other comprehensive loss 2,678 1,699
Unrealized losses included in accumulated other comprehensive loss 6,434 (1,551)
Fair value of end of period 8,159 (972)
Not Designated as Hedging Instrument [Member]    
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis [Roll Forward]    
Fair value at beginning of period 0 (207)
Unrealized losses included in interest expense   (63)
Designation of interest rate swap as a cash flow hedge   270
Cash flow hedge ineffectiveness 0 0
Losses on interest rate swaps reclassified into interest expense from accumulated other comprehensive loss 0 0
Unrealized losses included in accumulated other comprehensive loss 0 0
Fair value of end of period $ 0 $ 0