DERIVATIVE FINANCIAL INSTRUMENTS (Tables)

6 Months Ended

Jun. 30, 2012

DERIVATIVE FINANCIAL INSTRUMENTS

Summary of terms and fair values of the derivative financial instruments

									Fair Value
Hedge			Notional						June 30,			December 31,
Product	Hedge Type		Amount		Strike		Effective Date	Maturity	2012			2011
Cap	Cash flow		$	100,000	2.0000	%	2/1/2011	1/31/2012	$	—		$	—
Swap	Cash flow	(a)	$	40,000	1.8025	%	6/20/2011	6/20/2016	(1,862		)	(1,494		)
Swap	Cash flow	(a)	$	40,000	1.8025	%	6/20/2011	6/20/2016	(1,861		)	(1,502		)
Swap	Cash flow	(a)	$	20,000	1.8025	%	6/20/2011	6/20/2016	(928		)	(727		)
Swap	Cash flow	(a)	$	75,000	1.3360	%	12/30/2011	3/31/2017	(2,024		)	(907		)
Swap	Cash flow	(a)	$	50,000	1.3360	%	12/30/2011	3/31/2017	(1,319		)	(484		)
Swap	Cash flow	(a)	$	50,000	1.3360	%	12/30/2011	3/31/2017	(1,323		)	(485		)
Swap	Cash flow	(a)	$	25,000	1.3375	%	12/30/2011	3/31/2017	(673		)	(319		)
Swap	Cash flow	(a)	$	40,000	2.4590	%	6/20/2011	6/20/2018	(3,299		)	(2,553		)
Swap	Cash flow	(a)	$	40,000	2.4725	%	6/20/2011	6/20/2018	(3,348		)	(2,628		)
Swap	Cash flow	(a)	$	20,000	2.4750	%	6/20/2011	6/20/2018	(1,665		)	(1,295		)
									$	(18,302	)	$	(12,394	)

(a)Hedging unsecured variable rate debt by fixing 30-day LIBOR.