FAIR VALUE OF FINANCIAL INSTRUMENTS (Details) - USD ($) $ in Thousands		Mar. 31, 2016	Dec. 31, 2015	Mar. 31, 2015	Dec. 31, 2014
Financial Assets [Abstract]
Cash and Cash Equivalents, at Carrying Value		$ 12	$ 48	$ 173	$ 11
Carrying Amount [Member]
Financial Assets [Abstract]
Cash and Cash Equivalents, at Carrying Value	[1]	12	48
Mortgage loans receivable	[1]	4,845	4,875
Interest rate swap assets	[1]	270	400
Financial Liabilities [Abstract]
Secured debt	[1]	345,444	350,285
Unsecured debt	[1]	528,312	528,210
Unsecured bank credit facilities	[1]	165,849	149,414
Interest rate swap liabilities	[1]	9,222	3,960
Fair Value [Member]
Financial Assets [Abstract]
Cash and Cash Equivalents, Fair Value Disclosure		12	48
Mortgage loans receivable		4,885	4,896
Interest rate swap assets		270	400
Financial Liabilities [Abstract]
Secured debt		363,691	366,491
Unsecured debt		518,086	509,326
Unsecured bank credit facilities		167,166	150,670
Interest rate swap liabilities		$ 9,222	$ 3,960

[1] Carrying amounts shown in the table are included in the Consolidated Balance Sheets under the indicated captions, except as explained 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.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 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.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), excluding the effects of debt issuance costs.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), excluding the effects of debt issuance costs.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), excluding the effects of debt issuance costs.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.