FAIR VALUE OF FINANCIAL INSTRUMENTS (Details) - USD ($) $ in Thousands		Dec. 31, 2015	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Financial Assets [Abstract]
Cash and Cash Equivalents		$ 48	$ 11	$ 8	$ 1,258
Escrow deposits for 1031 exchange		0	698
Carrying (Reported) Amount, Fair Value Disclosure [Member]
Financial Assets [Abstract]
Cash and Cash Equivalents	[1]	48	11
Escrow deposits for 1031 exchange	[1]	0	698
Mortgage loans receivable	[1]	4,875	4,991
Interest Rate Swap Assets	[1]	400	812
Financial Liabilities [Abstract]
Secured debt	[1]	351,401	453,776
Unsecured debt	[1]	530,000	380,000
Unsecured bank credit facilities	[1]	150,836	99,401
Interest rate swap liabilities	[1]	3,960	3,314
Estimate of Fair Value, Fair Value Disclosure [Member]
Financial Assets [Abstract]
Cash and cash equivalents		48	11
Escrow deposits for 1031 exchange		0	698
Mortgage loans receivable		4,896	5,055
Interest Rate Swap Assets		400	812
Financial Liabilities [Abstract]
Secured debt		366,491	478,659
Unsecured debt		509,326	364,295
Unsecured bank credit facilities		150,670	99,638
Interest rate swap liabilities		$ 3,960	$ 3,314

[1] Carrying amounts shown in the table are included in the Consolidated Balance Sheets under the indicated captions, except as indicated in the notes below.The following methods and assumptions were used to estimate the fair value of each class of financial instruments:Cash and cash equivalents: The carrying amounts approximate fair value due to the short maturity of those instruments.Cash held in escrow for 1031 exchange (included in Other Assets on the Consolidated Balance Sheets): The carrying amounts approximate fair value due to the short maturity of those instruments. Mortgage loans receivable (included in Other Assets on the Consolidated Balance Sheets): The fair value is estimated by discounting the future cash flows using the current rates at which similar loans would be made to borrowers with similar credit ratings and for the same remaining maturities (Level 2 input).Interest rate swap assets (included in Other Assets on the Consolidated Balances Sheets): The instruments are recorded at fair value based on models using inputs, such as interest rate yield curves, LIBOR swap curves and OIS curves, observable for substantially the full term of the contract (Level 2 input). See Note 13 for additional information on the Company's interest rate swaps.Secured debt: The fair value of the Company’s secured debt is estimated by discounting expected cash flows at the rates currently offered to the Company for debt of the same remaining maturities, as advised by the Company’s bankers (Level 2 input).Unsecured debt: The fair value of the Company’s unsecured debt is estimated by discounting expected cash flows at the rates currently offered to the Company for debt of the same remaining maturities, as advised by the Company’s bankers (Level 2 input).Unsecured bank credit facilities: The fair value of the Company’s unsecured bank credit facilities is estimated by discounting expected cash flows at current market rates (Level 2 input).Interest rate swap liabilities (included in Other Liabilities on the Consolidated Balance Sheets): The instruments are recorded at fair value based on models using inputs, such as interest rate yield curves, LIBOR swap curves and OIS curves, observable for substantially the full term of the contract (Level 2 input). See Note 13 for additional information on the Company's interest rate swaps.