Derivative Instruments And Hedging Activities (Tables)

3 Months Ended

Mar. 31, 2017

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, 2017 and December 31, 2016 (in thousands):

	March 31, 2017
	NotionalValue		BalanceSheet Location	Fair Value
Asset Derivatives
Cash flow interest rate contracts	$	790,000	Other assets	$	11,300
Liability Derivatives
Cash flow interest rate contracts	$	110,770	Accounts payable and accrued expenses	$	1,191

	December 31, 2016
	Notional Value		BalanceSheet Location	Fair Value
Asset Derivatives
Cash flow interest rate contracts	$	790,000	Other assets	$	10,390
Liability Derivatives
Cash flow interest rate contracts	$	121,442	Accounts payable and accrued expenses	$	1,823

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, 2017 and 2016 (in thousands):

	Three Months Ended March 31, 2017
	Gain/(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)	Gain/(Loss) Recognized Due to Ineffectiveness
Cash flow interest rate contracts	$	(764	)	Interest expense	$	912	Interest expense	$	—

	Three Months Ended March 31, 2016
	Gain/(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	Interestexpense	$	1,345	N/A	$	13