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FAIR VALUE OF FINANCIAL INSTRUMENTS (Details) - USD ($)
$ in Thousands
Jun. 30, 2021
Dec. 31, 2020
Jun. 30, 2020
Dec. 31, 2019
Financial Assets [Abstract]        
Cash and Cash Equivalents, at Carrying Value $ 38,565 $ 21 $ 104 $ 224
Fair Value [Member]        
Financial Assets [Abstract]        
Cash and Cash Equivalents, Fair Value Disclosure 38,565 21    
Interest rate swap assets 141 0    
Financial Liabilities [Abstract]        
Unsecured bank credit facilities - variable rate 0 124,820    
Unsecured debt Fair Value Disclosure 1,326,729 1,141,803    
Secured debt 36,675 80,435    
Interest rate swap liabilities 3,942 10,752    
Carrying Amount [Member]        
Financial Assets [Abstract]        
Cash and Cash Equivalents, at Carrying Value [1] 38,565 21    
Interest rate swap assets [1] 141 0    
Financial Liabilities [Abstract]        
Unsecured bank credit facilities - variable rate [1] 0 125,000    
Unsecured debt Fair Value Disclosure [1] 1,285,000 1,110,000    
Secured debt [1] 36,162 79,096    
Interest rate swap liabilities [1] $ 3,942 $ 10,752    
[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.
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.