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RISK MANAGEMENT AND USE OF FINANCIAL INSTRUMENTS (Details) - USD ($) $ in Thousands	6 Months Ended
	Jun. 30, 2015	Dec. 31, 2014
Derivative financial instruments
Unrealized losses reclassified from accumulated other comprehensive loss	$ 3,100
Amount estimated to be reclassified as an increase to interest expense	5,400
Designated | Cash flow
Derivative financial instruments
Notional Amount	400,000
Fair Value	$ (7,848)	$ (8,299)
Maximum number of days outstanding to have the option to borrow at the LIBOR	30 days
Designated | Cash flow | Hedge Product, Swap one
Derivative financial instruments
Notional Amount	$ 40,000
Swap, Strike rate (as a percent)	1.8025%
Fair Value	$ (556)	(757)
Designated | Cash flow | Hedge Product, Swap two
Derivative financial instruments
Notional Amount	$ 40,000
Swap, Strike rate (as a percent)	1.8025%
Fair Value	$ (556)	(757)
Designated | Cash flow | Hedge Product, Swap three
Derivative financial instruments
Notional Amount	$ 20,000
Swap, Strike rate (as a percent)	1.8025%
Fair Value	$ (278)	(378)
Designated | Cash flow | Hedge Product, Swap four
Derivative financial instruments
Notional Amount	$ 75,000
Swap, Strike rate (as a percent)	1.336%
Fair Value	$ (879)	(841)
Designated | Cash flow | Hedge Product, Swap five
Derivative financial instruments
Notional Amount	$ 50,000
Swap, Strike rate (as a percent)	1.336%
Fair Value	$ (586)	(561)
Designated | Cash flow | Hedge Product, Swap six
Derivative financial instruments
Notional Amount	$ 50,000
Swap, Strike rate (as a percent)	1.336%
Fair Value	$ (586)	(561)
Designated | Cash flow | Hedge Product, Swap seven
Derivative financial instruments
Notional Amount	$ 25,000
Swap, Strike rate (as a percent)	1.3375%
Fair Value	$ (294)	(281)
Designated | Cash flow | Hedge Product, Swap eight
Derivative financial instruments
Notional Amount	$ 40,000
Swap, Strike rate (as a percent)	2.459%
Fair Value	$ (1,635)	(1,654)
Designated | Cash flow | Hedge Product, Swap nine
Derivative financial instruments
Notional Amount	$ 40,000
Swap, Strike rate (as a percent)	2.4725%
Fair Value	$ (1,651)	(1,672)
Designated | Cash flow | Hedge Product, Swap ten
Derivative financial instruments
Notional Amount	$ 20,000
Swap, Strike rate (as a percent)	2.475%
Fair Value	$ (827)	$ (837)

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- Definition

Represents the maximum number of days that borrowings may be outstanding in order for the entity to have the option to borrow at the prime rate of interest.

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- Definition

Aggregate notional amount specified by the derivative(s). Expressed as an absolute value.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef



-Publisher SEC



-Name Regulation S-X (SX)



-Number 210



-Article 12



-Section 13



-Sentence Column B

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+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef



-Publisher FASB



-Name Accounting Standards Codification



-Topic 815



-SubTopic 10



-Section 50



-Paragraph 4B



-Subparagraph (a),(c)



-URI http://asc.fasb.org/extlink&oid=35706170&loc=SL5624163-113959



Reference 2: http://www.xbrl.org/2003/role/presentationRef



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-Name Accounting Standards Codification



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-Section 50



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-Publisher FASB



-Name Accounting Standards Codification



-Topic 210



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-Section 55



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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.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef



-Publisher FASB



-Name Accounting Standards Codification



-Topic 815



-SubTopic 10



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-Paragraph 4C



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