Derivative Instruments and Hedging Activities (Tables)

3 Months Ended

Mar. 31, 2017

Derivative Instruments And Hedging Activities Disclosure [Abstract]

Summary of Outstanding Interest Rate Swaps

The table below provides additional details on our interest rate swaps that are designated as cash flow hedges.  

	Notional				Strike			Fair Value as of
Property	Amount		Effective Date	Maturity Date	Rate			March 31, 2017		December 31, 2016
(Amounts in thousands)
1633 Broadway	$	1,000,000	Dec-2015	Dec-2020 to Dec-2022		1.79	%	$	2,890	$	-
1633 Broadway		400,000	Dec-2020	Dec-2021		2.35	%		62		139
Total interest rate swap assets designated as cash flow hedges (included    in "other assets")								$	2,952	$	139
1633 Broadway	$	1,000,000	Dec-2015	Dec-2020 to Dec-2022		1.79	%	$	-	$	1,219
Total interest rate swap liabilities designated as cash flow hedges								$	-	$	1,219