Derivative Instruments And Hedging Activities (Tables)

3 Months Ended

Mar. 31, 2016

General Discussion Of Derivative Instruments And Hedging Activities [Abstract]

Schedule Of Notional Values And Fair Values Of Derivative Instruments

The following table provides the notional values and fair values of our derivative instruments as of March 31, 2016 and December 31, 2015 (in thousands):

	March 31, 2016
			Asset Derivatives			Liability Derivatives
	NotionalValue		BalanceSheet Location	Positive Fair Value		BalanceSheet Location	Negative Fair Value
Derivatives designated as hedging instruments under Topic 815:
Cash flow interest rate contracts	$	952,031	Other assets	$	—	Accounts payable and accrued expenses	$	(12,192	)

	December 31, 2015
			Asset Derivatives			Liability Derivatives
	Notional Value		BalanceSheet Location	Positive Fair Value		Balance Sheet Location	Negative Fair Value
Derivatives designated as hedging instruments under Topic 815:
Cash flow interest rate contracts	$	179,110	Other assets	$	—	Accounts payable and accrued expenses	$	(3,591	)

Schedule Of Derivative Instruments In Consolidated Statements Of Operations

The following table shows the effect of our company’s derivative instruments in the consolidated statements of operations for the three months ended March 31, 2016 and 2015 (in thousands):

	Three Months Ended March 31, 2016
	Loss Recognized in OCI (Effectiveness)			Location of Loss Reclassified From OCI Into Income	Loss Reclassified From OCI Into Income		Location of Loss Recognized in OCI (Ineffectiveness)	Loss Recognized Due to Ineffectiveness
Cash flow interest rate contracts	$	(9,426	)	Interest expense	$	1,345	None	$	13

	Three Months Ended March 31, 2015
	Loss Recognized in OCI (Effectiveness)			Location of Loss Reclassified From OCI Into Income	Loss Reclassified From OCI Into Income		Location of Loss Recognized in OCI (Ineffectiveness)	Loss Recognized Due to Ineffectiveness
Cash flow interest rate contracts	$	(1,523	)	Interestexpense	$	1,162	None	$	—