The following table sets forth the terms of our interest rate swap derivative instruments at September 30, 2012 (amounts in thousands):


Type of Instrument	Notional Amount		Fair Value			Pay Fixed Rate			Receive Variable Rate			Maturity Date
Non-qualifying Interest Rate Swap on Thames Valley Retail Park debt⁽¹⁾	$	9,107		(288	)		5.41	%		0.68	%		May 30, 2013
Non-qualifying Interest Rate Swap on Albion Mills debt⁽¹⁾	$	9,227		(317	)		3.94	%		0.86	%		October 10, 2013
Qualifying Interest Rate Swap on Maskew Retail Park debt⁽¹⁾	$	22,566		(1,170	)		3.42	%		0.78	%		August 10, 2014
Qualifying Interest Rate Swap on Pacific Corporate Park debt	$	79,750		(7,006	)		2.69	%		0.25	%		December 7, 2017
Qualifying Interest Rate Swap on 100 Kimball Drive debt	$	32,023		(4,869	)		3.50	%		0.23	%		March 1, 2021
Qualifying Interest Rate Swap on Kings Mountain III debt	$	11,401		(957	)		2.47	%		0.23	%		July 1, 2018

⁽¹⁾	Based on three month GBP-based LIBOR BBA Index with variable rate reset dates every 90 days during the term of the swaps.

The following table sets forth the terms of our interest rate swap derivative instruments at December 31, 2011 (amounts in thousands):


Type of Instrument	Notional Amount		Fair Value			Pay Fixed Rate			Receive Variable Rate			Maturity Date
Non-qualifying Interest Rate Swap on Thames Valley Drive Retail Park debt⁽¹⁾	$	8,762		(520	)		5.41	%		1.04	%		May 30, 2013
Non-qualifying Interest Rate Swap on Albion Mills debt⁽¹⁾	$	8,877		(438	)		3.94	%		0.96	%		October 10, 2013
Qualifying Interest Rate Swap on Maskew Retail Park debt⁽¹⁾	$	21,710		(1,250	)		3.42	%		0.97	%		August 10, 2014
Qualifying Interest Rate Swap on Wells Fargo Credit Facility loan	$	15,000		(540	)		2.10	%		0.27	%		May 26, 2014
Qualifying Interest Rate Swap on Pacific Corporate Park debt	$	82,000		(5,721	)		2.69	%		0.32	%		December 7, 2017
Qualifying Interest Rate Swap on 100 Kimball Drive debt	$	32,521		(4,120	)		3.50	%		0.27	%		March 1, 2021
Qualifying Interest Rate Swap on Kings Mountain III debt	$	11,595		(709	)		2.47	%		0.27	%		July 1, 2018

⁽¹⁾	Based on three month GBP-based LIBOR BBA Index with variable-rate reset dates every 90 days during the term of the swaps.