v2.4.0.8
Financial Instruments and Fair Value Measurements (Tables)
9 Months Ended
Sep. 30, 2014
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Derivative Activity

The following table summarizes the activity in our derivative instruments (in millions):

 

2014

      
     Foreign Currency Contracts     Interest
Rate
Swaps (2)
 
     Euro Forward
Contracts
    GBP Forward
Contracts
     Yen Forward
Contracts
    Euro Option
Contracts (1)
   

Notional amounts at January 1

   600      $ 800      £ —        $ —        ¥ 24,136      $ 250      —       $ —       $ 71   

New contracts

     1,446        1,979        238         400         79,010        769        141        187        373   

Matured or expired contracts

     (1,446     (1,979     —          —          (79,010     (769     (66     (90     —    
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Notional amounts at September 30

   600      $ 800      £ 238       $ 400       ¥ 24,136      $ 250      75      $ 97      $ 444   
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Weighted Average Forward Rate at September 30

       1.33           1.68           96.54          1.30     

Active contracts at September 30

       7           3           3          5        3   
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

2013

             
     Foreign Currency Contracts      Interest Rate
Swaps (3)
 
     Euro Forward Contracts     Yen Forward Contracts     

Notional amounts at January 1

   1,000      $ 1,304      ¥ —        $ —        $ 1,315   

New contracts

     600        800        24,136         250         —    

Matured or expired contracts

     (1,000     (1,304     —          —          (1,230
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

 

Notional amounts at September 30

   600      $ 800      ¥ 24,136       $ 250       $ 85   
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

 

 

(1) During the three and nine months ended September 30, 2014, we exercised one and two put options, respectively, and recognized a net gain of approximately $1.0 million and $1.1 million, respectively. We had five foreign currency collars outstanding at September 30, 2014.
(2) During the third quarter of 2014, we entered into two contracts with a total notional amount of ¥40.9 billion to effectively fix the interest rate on the Yen Term Loan. See Note 6 for more information on our Yen Term Loan.
(3) During the nine months ended September 30, 2013, we settled 12 contracts with a notional value of $319.9 million, and contributed 13 contracts with a notional value of $383.9 million related to the transfer of assets to the newly formed PELP co-investment venture. We also settled five contracts in Japan with a notional value of $526.4 million in connection with the contribution of properties to NPR.
Schedule of Fair Value of Derivative Instruments

 The following table presents the fair value of our derivative instruments (in thousands):

 

     September 30, 2014     December 31, 2013  
     Asset      Liability      AOCI     Asset      Liability      AOCI  

Net investment hedges - euro denominated

   $ 16,441       $ —        $ 18,565      $ 137       $ 30,302       $ (21,705

Net investment hedges - yen denominated

     28,184         —          36,385        20,104         —          22,102   

Net investment hedges - pounds sterling denominated

     15,840         —          15,840        —          —          —    

Foreign currency options - euro denominated (1)

     1,082         —          —         —          —          —    

Interest rate swap hedges

     —          4,723         (820     —          5,638         (591

Our share of derivatives from un consolidated co-investment ventures (2)

     - -           - -           (21,406     - -           - -           (13,851
  

 

 

    

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

Total fair value of derivatives

   $ 61,547       $ 4,723       $ 48,564      $ 20,241       $ 35,940       $ (14,045
  

 

 

    

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

 

(1) As discussed above, the foreign currency options are not designated as hedges. We recognized gains of $1.1 million in Foreign Currency and Derivative Gains and (Losses) and Related Amortization, Net in the Consolidated Statements of Operations from the change in value of our outstanding foreign currency collars for the three and nine months ended September 30, 2014.
(2) Items indicated by ‘- -’ are not applicable
Summary of Gains (Losses) From Change in Fair Value of Derivative Instruments Included in Other Comprehensive Income (Loss)

The following table presents the gains and losses associated with the change in fair value for the effective portion of our derivative and non-derivative instruments included in Other Comprehensive Income (Loss) (in thousands):

 

     Three Months Ended
September 30,
    Nine Months Ended
September 30,
 
     2014     2013     2014     2013  

Derivative net investment hedges (1)

   $ 93,502      $ (23,801   $ 70,393      $ 10,395   

Interest rate swap hedges

     (39     (821     (229     71   

Our share of derivatives from unconsolidated co-investment ventures

     (4,474     3,584        (7,555     21,768   
  

 

 

   

 

 

   

 

 

   

 

 

 

Total gain (loss) on derivative instruments

     88,989        (21,038     62,609        32,234   

Non-derivative net investment hedges

     204,250        —         214,570        —    
  

 

 

   

 

 

   

 

 

   

 

 

 

Total gain (loss) on derivative and non-derivative instruments

   $ 293,239      $ (21,038   $ 277,179      $ 32,234   
  

 

 

   

 

 

   

 

 

   

 

 

 

 

(1) This includes gains of $5.9 million and losses of $5.5 million for the three and nine months ended September 30, 2014, respectively, and a gain of $4.3 million for the nine months ended September 30, 2013, upon the settlement of net investment hedges.
Carrying Amounts and Estimated Fair Values of Debt

The following table reflects the carrying amounts and estimated fair values of our debt (in thousands):

 

     September 30, 2014      December 31, 2013  
     Carrying Value      Fair Value      Carrying Value      Fair Value  

Credit Facilities

   $ 741,610         741,610       $ 725,483       $ 725,679   

Senior notes

     5,443,138         5,885,585         5,357,933         5,698,864   

Exchangeable senior notes

     451,999         485,077         438,481         514,381   

Secured mortgage debt

     1,141,772         1,272,061         1,696,597         1,840,829   

Secured mortgage debt of consolidated entities

     26,064         26,678         239,992         246,324   

Term loans and other debt

     1,018,369         1,020,895         552,730         560,714   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total debt

   $ 8,822,952       $ 9,431,906       $ 9,011,216       $ 9,586,791