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The number of held for sale properties owned by the entity and expected to be sold within one year from the balance sheet date.

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Amount of the hedged item as of the balance sheet date related to the derivative. For example, the hedged balance on a debt instrument.

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The reference rate for the variable rate of the interest rate derivative, such as LIBOR or the US Treasury rate and the maturity of the reference rate used, such as three months or six months LIBOR.

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The effective portion of loss reclassified from accumulated other comprehensive income into income on derivative instruments designated and qualifying as hedging instruments.

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The effective portion of losses on derivative instruments designated and qualifying as hedging instruments that was recognized in other comprehensive income during the current period.

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The estimated net amount of unrealized gains or losses on interest rate cash flow hedges as of the balance sheet date expected to be reclassified to earnings within the next twelve months.

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Fair value as of the balance sheet date of all interest rate derivative liabilities designated as cash flow hedging instruments.

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The loss recognized for any initial write-down from carrying value to fair value less cost to sell for a classified as held for sale.

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Net of tax amount, before reclassification adjustments, of the change in accumulated gain (loss) from derivative instruments designated and qualifying as the effective portion of cash flow hedges. Also includes an entity's share of an equity investee's increase (decrease) in deferred hedging gain (loss).

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Amount of real estate investment property, net of accumulated depreciation, which may include the following: (1) land available-for-sale; (2) land available-for-development; (3) investments in building and building improvements; (4) tenant allowances; (5) developments in-process; (6) rental properties; and (7) other real estate investments.

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Amount of unrealized gain (loss) related to the increase or decrease in fair value of interest rate derivatives designated as cash flow hedging instruments, which was recorded in accumulated other comprehensive income to the extent that the cash flow hedge was determined to be effective.

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Fair Value of Assets and Liabilities (Details) (USD $) In Thousands, unless otherwise specified	3 Months Ended		6 Months Ended
	Jun. 30, 2013	Jun. 30, 2012	Jun. 30, 2013	Jun. 30, 2012	Dec. 31, 2012
Nonrecurring Fair Value Measurements:
Properties held for sale	$ 6,888,922		$ 6,888,922		$ 6,821,803
Effects of interest rate derivatives on our consolidated statements of operations and consolidated statements of comprehensive income (loss)
Unrealized gain (loss) on derivative instruments	2,782	(2,404)	3,833	(2,441)
CBD Office
Nonrecurring Fair Value Measurements:
Net Loss on asset impairment	6,940		6,940
Interest Rate Swap
Recurring Fair Value Measurements:
Interest rate swap agreements qualifying as cash flow hedges used for hedging mortgage note payable	174,074		174,074
Derivative, variable rate basis			LIBOR
Interest Rate Swap \| Cash Flow Hedges
Recurring Fair Value Measurements:
Effective portion of interest rate swap contracts	(12,791)	(18,237)	(12,791)	(18,237)
Nonrecurring Fair Value Measurements:
Decrease (Increase) in fair value of interest rate cash flow hedges	2,782	2,404	3,833	2,441
Effects of interest rate derivatives on our consolidated statements of operations and consolidated statements of comprehensive income (loss)
Balance at beginning of year	(15,573)	(15,833)	(16,624)	(15,796)
Amount of income (loss) recognized in cumulative other comprehensive (loss) income	1,546	(3,641)	1,361	(4,890)
Amount of loss reclassified from cumulative other comprehensive (loss) income into interest expense	1,236	1,237	2,472	2,449
Unrealized gain (loss) on derivative instruments	2,782	(2,404)	3,833	(2,441)
Balance at end of year	(12,791)	(18,237)	(12,791)	(18,237)
Reclassification from cumulative other comprehensive income (loss) into interest expense, over the next 12 months	4,820		4,820
Recurring \| Total Fair value
Recurring Fair Value Measurements:
Effective portion of interest rate swap contracts	(12,791)		(12,791)
Effects of interest rate derivatives on our consolidated statements of operations and consolidated statements of comprehensive income (loss)
Balance at end of year	(12,791)		(12,791)
Recurring \| Fair Value at Reporting Date Using Significant Other Observable Inputs (Level 2)
Recurring Fair Value Measurements:
Effective portion of interest rate swap contracts	(12,791)		(12,791)
Effects of interest rate derivatives on our consolidated statements of operations and consolidated statements of comprehensive income (loss)
Balance at end of year	(12,791)		(12,791)
Nonrecurring \| Carrying Amount \| Suburban Office Industrial and Other
Nonrecurring Fair Value Measurements:
Properties held for sale	134,444		134,444
Nonrecurring \| Total Fair value \| Suburban Office Industrial and Other
Nonrecurring Fair Value Measurements:
Properties held for sale	127,504		127,504
Nonrecurring \| Fair Value at Reporting Date Using Significant Unobservable Inputs (Level 3)
Nonrecurring Fair Value Measurements:
Properties held for sale	$ 127,504		$ 127,504
Properties held for sale	70		70
Nonrecurring \| Fair Value at Reporting Date Using Significant Unobservable Inputs (Level 3) \| Suburban Office
Nonrecurring Fair Value Measurements:
Properties held for sale	29		29
Nonrecurring \| Fair Value at Reporting Date Using Significant Unobservable Inputs (Level 3) \| Suburban Office Industrial and Other
Nonrecurring Fair Value Measurements:
Properties held for sale	40		40
Nonrecurring \| Fair Value at Reporting Date Using Significant Unobservable Inputs (Level 3) \| CBD Office
Nonrecurring Fair Value Measurements:
Properties held for sale	1		1