FAIR VALUE OF FINANCIAL INSTRUMENTS (Details) - USD ($) $ in Thousands		Dec. 31, 2021	Dec. 31, 2020	Dec. 31, 2019	Dec. 31, 2018
Financial Assets [Abstract]
Cash and Cash Equivalents, at carrying amount		$ 4,393	$ 21	$ 224	$ 374
Carrying (Reported) Amount, Fair Value Disclosure [Member]
Financial Assets [Abstract]
Cash and Cash Equivalents, at carrying amount	[1]	4,393	21
Interest Rate Swap Assets	[1]	2,237	0
Financial Liabilities [Abstract]
Unsecured bank credit facilities - variable rate - Fair Value Disclosure	[1],[2]	209,210	125,000
Unsecured debt	[1],[2]	1,245,000	1,110,000
Secured debt	[1],[2]	2,156	79,096
Interest rate swap liabilities	[1]	935	10,752
Estimate of Fair Value, Fair Value Disclosure [Member]
Financial Assets [Abstract]
Cash and cash equivalents, at fair value		4,393	21
Interest Rate Swap Assets		2,237	0
Financial Liabilities [Abstract]
Unsecured bank credit facilities - variable rate - Fair Value Disclosure	[2]	209,202	124,820
Unsecured debt	[2]	1,267,702	1,141,803
Secured debt	[2]	2,269	80,435
Interest rate swap liabilities		$ 935	$ 10,752

[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. (2)Carrying amounts and fair values shown in the table exclude debt issuance costs (see Notes 5 and 6 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. 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 12 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 12 for additional information on the Company’s interest rate swaps.

[2] Carrying amounts and fair values shown in the table exclude debt issuance costs (see Notes 5 and 6 for additional information).