Derivative Financial Instruments (Details Textual) (USD $) In Millions, unless otherwise specified	9 Months Ended
	Sep. 30, 2013 Property	Dec. 31, 2012 Property
Accounts, Notes, Loans and Financing Receivable [Line Items]
Interest rate swaps fair value	$ 5.3	$ 8.0
Period for reclassification of earnings	12 months
Cash Flow Hedging [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Notional amount of derivative instruments	50.8	51.0
Interest Rate Swap [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Weighted average term of interest rate swaps, in years	7 years 3 months
Estimated unrealized losses on interest rate swaps that will be reclassified into earnings during the next twelve months	1.7
Weighted average fixed rate related to the interest rate swaps	3.43%
Total rate of return swaps [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Weighted average fixed rate related to the interest rate swaps	5.90%
Notional amount of derivative instruments	73.4	74.0
Weighted average variable pay rate	2.10%
Maturity date of swap	May 01, 2014
Maturity date of borrowings	Dec. 01, 2036
Cash collateral provided pursuant to total return swaps	$ 20.0	$ 20.0
Number of properties collateralizing property debt	4	4