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RISK MANAGEMENT AND USE OF FINANCIAL INSTRUMENTS (Details) (USD $)	3 Months Ended
	Mar. 31, 2013	Mar. 31, 2013 Designated Cash flow	Dec. 31, 2012 Designated Cash flow	Mar. 31, 2013 Designated Cash flow Hedge Product, Swap one	Dec. 31, 2012 Designated Cash flow Hedge Product, Swap one	Mar. 31, 2013 Designated Cash flow Hedge Product, Swap two	Dec. 31, 2012 Designated Cash flow Hedge Product, Swap two	Mar. 31, 2013 Designated Cash flow Hedge Product, Swap three	Dec. 31, 2012 Designated Cash flow Hedge Product, Swap three	Mar. 31, 2013 Designated Cash flow Hedge Product, Swap four	Dec. 31, 2012 Designated Cash flow Hedge Product, Swap four	Mar. 31, 2013 Designated Cash flow Hedge Product, Swap five	Dec. 31, 2012 Designated Cash flow Hedge Product, Swap five	Mar. 31, 2013 Designated Cash flow Hedge Product, Swap six	Dec. 31, 2012 Designated Cash flow Hedge Product, Swap six	Mar. 31, 2013 Designated Cash flow Hedge Product, Swap seven	Dec. 31, 2012 Designated Cash flow Hedge Product, Swap seven	Mar. 31, 2013 Designated Cash flow Hedge Product, Swap eight	Dec. 31, 2012 Designated Cash flow Hedge Product, Swap eight	Mar. 31, 2013 Designated Cash flow Hedge Product, Swap nine	Dec. 31, 2012 Designated Cash flow Hedge Product, Swap nine	Mar. 31, 2013 Designated Cash flow Hedge Product, Swap ten	Dec. 31, 2012 Designated Cash flow Hedge Product, Swap ten
Derivative financial instruments
Notional Amount	$ 400,000,000			$ 40,000,000		$ 40,000,000		$ 20,000,000		$ 75,000,000		$ 50,000,000		$ 50,000,000		$ 25,000,000		$ 40,000,000		$ 40,000,000		$ 20,000,000
Swap, Strike rate (as a percent)				1.8025%		1.8025%		1.8025%		1.336%		1.336%		1.336%		1.3375%		2.459%		2.4725%		2.475%
Fair Value		(18,443,000)	(19,665,000)	(1,757,000)	(1,873,000)	(1,758,000)	(1,875,000)	(878,000)	(937,000)	(2,217,000)	(2,378,000)	(1,474,000)	(1,583,000)	(1,475,000)	(1,583,000)	(743,000)	(799,000)	(3,238,000)	(3,433,000)	(3,269,000)	(3,470,000)	(1,634,000)	(1,734,000)
Maximum number of days outstanding to have the option to borrow at the LIBOR	30 days
Unrealized losses reclassified from accumulated other comprehensive loss	$ 1,500,000

Fair value of derivative liability, presented on a gross basis even when the derivative instrument is subject to master netting arrangements and qualifies for net presentation in the statement of financial position.

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- Definition

The effective portion of loss reclassified from accumulated other comprehensive income into income on derivative instruments designated and qualifying as hedging instruments.

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