Derivative Instruments and Hedging Activities (Tables)

6 Months Ended

Jun. 30, 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			June 30, 2017
(Amounts in thousands)
1633 Broadway	$	400,000	Dec-2015	Dec-2020		1.65	%	$	730
Total interest rate swap assets designated as cash flow hedges (included in "other assets")								$	730
1633 Broadway	$	300,000	Dec-2015	Dec-2022		1.95	%	$	993
1633 Broadway		300,000	Dec-2015	Dec-2021		1.82	%		167
1633 Broadway		400,000	Dec-2020	Dec-2021		2.35	%		659
Total interest rate swap liabilities designated as cash flow hedges								$	1,819
	Notional				Strike			Fair Value as of
Property	Amount		Effective Date	Maturity Date	Rate			December 31, 2016
(Amounts in thousands)
1633 Broadway	$	400,000	Dec-2020	Dec-2021		2.35	%	$	139
Total interest rate swap assets designated as cash flow hedges (included in "other assets")								$	139
1633 Broadway	$	300,000	Dec-2015	Dec-2022		1.95	%	$	828
1633 Broadway		300,000	Dec-2015	Dec-2021		1.82	%		379
1633 Broadway		400,000	Dec-2015	Dec-2020		1.65	%		12
Total interest rate swap liabilities designated as cash flow hedges								$	1,219