Fair Value Measurements and Interest Rate Swaps (Tables)

9 Months Ended

Sep. 30, 2019

Derivative [Line Items]

Estimated fair value of 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,
	2019		2018
Level 2
Unrealized gains on interest rate swaps	$	631	$	3,542
Unrealized losses on interest rate swaps	1,532		—
Level 3
Contingent consideration liabilities	$	745	$	1,431

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 interest rate swap contracts:

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

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 forward-starting interest rate swap contracts:

Derivative	Inception Date	Notional Amount (in millions)	Fixed Interest Rate
Forward-starting interest rate swap 1	July 6, 2016	$150.0	1.1425%
Forward-starting interest rate swap 2	May 7, 2019	$75.0	2.0925%
Forward-starting interest rate swap 3	July 25, 2019	$75.0	1.5500%