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RISK MANAGEMENT AND USE OF FINANCIAL INSTRUMENTS (Details) - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2017
Dec. 31, 2016
Derivative financial instruments    
Unrealized losses reclassified from accumulated other comprehensive loss $ 700  
Amount estimated to be reclassified as an increase to interest expense 1,200  
Designated | Cash flow    
Derivative financial instruments    
Notional Amount 100,000 $ 300,000
Fair Value $ (1,444) (2,280)
Maximum number of days outstanding to have the option to borrow at the LIBOR 30 days  
Designated | Cash flow | Hedge Product, Swap four    
Derivative financial instruments    
Notional Amount   75,000
Swap, Strike rate (as a percent) 1.336%  
Fair Value   (103)
Designated | Cash flow | Hedge Product, Swap five    
Derivative financial instruments    
Notional Amount   50,000
Swap, Strike rate (as a percent) 1.336%  
Fair Value   (69)
Designated | Cash flow | Hedge Product, Swap six    
Derivative financial instruments    
Notional Amount   50,000
Swap, Strike rate (as a percent) 1.336%  
Fair Value   (69)
Designated | Cash flow | Hedge Product, Swap seven    
Derivative financial instruments    
Notional Amount   25,000
Swap, Strike rate (as a percent) 1.3375%  
Fair Value   (34)
Designated | Cash flow | Hedge Product, Swap eight    
Derivative financial instruments    
Notional Amount $ 40,000 40,000
Swap, Strike rate (as a percent) 2.459%  
Fair Value $ (573) (797)
Designated | Cash flow | Hedge Product, Swap nine    
Derivative financial instruments    
Notional Amount $ 40,000 40,000
Swap, Strike rate (as a percent) 2.4725%  
Fair Value $ (580) (804)
Designated | Cash flow | Hedge Product, Swap ten    
Derivative financial instruments    
Notional Amount $ 20,000 20,000
Swap, Strike rate (as a percent) 2.475%  
Fair Value $ (291) $ (404)