Fair Value Measurements and Interest Rate Swaps (Tables)

9 Months Ended

Sep. 30, 2016

Derivative [Line Items]

Estimated fair value of swap contracts

The table below presents the estimated fair values of our interest rate swap contracts, our forward-starting interest rate swap contracts and our contingent consideration liabilities (in thousands):

	Fair Value at September 30,
	2016		2015
Level 2
Unrealized gains on interest rate swaps	$	32	$	—
Unrealized losses on interest rate swaps	$	6,174	$	4,777
Level 3
Contingent consideration liabilities	$	1,626	$	—

Interest Rate Swap Agreements[Member]

Derivative [Line Items]

Schedule of Interest Rate Derivatives

The following table provides additional details related to each of these swap contracts:

Derivative	Effective Date	Notional Amount (in millions)	Fixed Interest Rate
Interest rate swap 1	November 21, 2011	$25.0	1.185%
Interest rate swap 2	November 21, 2011	$25.0	1.185%
Interest rate swap 3	December 21, 2011	$50.0	1.100%
Interest rate swap 4	January 17, 2012	$25.0	1.050%
Interest rate swap 5	January 19, 2012	$25.0	0.990%

Forward-Starting Interest Rate Swap Agreements[Member]

Derivative [Line Items]

Schedule of Interest Rate Derivatives

The following table provides additional details related to each of these amended swap contracts:

Derivative	Amendment Date	Notional Amount (in millions)	Fixed Interest Rate
Forward-starting interest rate swap 1	October 1, 2015	$75.0	2.273%
Forward-starting interest rate swap 2	October 1, 2015	$25.0	2.111%
Forward-starting interest rate swap 3	October 1, 2015	$50.0	2.111%

The following table provides additional details related to this new swap contract:

Derivative	Inception Date	Notional Amount (in millions)	Fixed Interest Rate
Forward-starting interest rate swap 4	July 6, 2016	$150.0	1.1425%