FAIR VALUE OF FINANCIAL INSTRUMENTS (Details) - USD ($) $ in Thousands		Jun. 30, 2020	Dec. 31, 2019	Jun. 30, 2019	Dec. 31, 2018
Financial Assets [Abstract]
Cash and Cash Equivalents, at Carrying Value		$ 104	$ 224	$ 326	$ 374
Fair Value [Member]
Financial Assets [Abstract]
Cash and Cash Equivalents, Fair Value Disclosure		104	224
Mortgage loans receivable		1,679	1,703
Interest rate swap assets		0	3,485
Financial Liabilities [Abstract]
Unsecured bank credit facilities - variable rate		66,252	113,174
Unsecured debt Fair Value Disclosure		1,048,246	959,177
Secured debt		130,638	136,107
Interest rate swap liabilities		14,807	678
Carrying Amount [Member]
Financial Assets [Abstract]
Cash and Cash Equivalents, at Carrying Value	[1]	104	224
Mortgage loans receivable	[1]	1,665	1,679
Interest rate swap assets	[1]	0	3,485
Financial Liabilities [Abstract]
Unsecured bank credit facilities - variable rate	[1]	67,038	112,710
Unsecured debt Fair Value Disclosure	[1]	1,040,000	940,000
Secured debt	[1]	128,947	133,422
Interest rate swap liabilities	[1]	$ 14,807	$ 678

[1] Carrying amounts shown in the table are included on the Consolidated Balance Sheets under the indicated captions, except as explained in the notes below. (2) Carrying amounts and fair values shown in the table exclude debt issuance costs (see Note 10 for additional information).
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 14 for additional information on the Company’s interest rate swaps. 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. 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. 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. 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 14 for additional information on the Company’s interest rate swaps.