Interest Rate Swap Agreements (Tables)

3 Months Ended

Mar. 31, 2019

Derivative Instruments And Hedging Activities Disclosure [Abstract]

Table Summarizing Terms and Fair Value of Interest Rate Swaps

The following table summarizes the terms and fair value of the Partnerships’ interest rate swap agreements (in thousands, except percentages):

Date	Notional		Fixed				Effective	Maturity	Fair Value Asset (Liability) at
Entered	Value		Rate			Index	Date	Date	March 31, 2019			December 31, 2018
February 5, 2015	$	25,000		1.29	%	1-month USD LIBOR	4/13/2015	4/13/2019	$	28		$	102
August 24, 2015		50,000		1.74		1-month USD LIBOR	10/1/2015	10/1/2022		730			1,259
March 23, 2016		50,000		1.67		1-month USD LIBOR	12/24/2018	12/24/2021		687			1,117
March 31, 2016		20,000		1.56		1-month USD LIBOR	12/24/2018	12/24/2021		331			508
March 31, 2016		25,000		1.63		1-month USD LIBOR	4/13/2019	4/13/2022		385			569
June 12, 2017		50,000		2.10		1-month USD LIBOR	3/2/2018	9/2/2024		271			1,035
November 15, 2018	£	38,000		1.49		1-month GBP LIBOR	11/30/2020	11/30/2025		(1,019	)		(402	)
									$	1,413		$	4,188

Table Summarizing Fair Values of Sensitivity Analysis

The following table summarizes the fair values of the interest rate swaps as a result of the analysis performed (in thousands):

		Effects of Change in Interest Rates
Date Entered	Maturity Date	+50 Basis Points		-50 Basis Points			+100 Basis Points		-100 Basis Points
February 5, 2015	4/13/2019		28		28			28		28
August 24, 2015	10/1/2022		1,532		(88	)		2,318		(924	)
March 23, 2016	12/24/2021		1,317		49			1,936		(601	)
March 31, 2016	12/24/2021		583		77			830		(183	)
March 31, 2016	4/13/2022		739		26			1,086		(339	)
June 12, 2017	9/2/2024		1,479		(1,012	)		2,671		(2,314	)
November 15, 2018	11/30/2025		92		(2,374	)		1,245		(3,691	)