Risk Management and Use of Derivative Financial Instruments (Tables)

6 Months Ended

Jun. 30, 2012

Derivative Instruments And Hedges [Abstract]

Schedule of Derivative Instruments in Statement of Financial Position, Fair Value [Table Text Block]

		Asset Derivatives Fair Value at				Liability Derivatives Fair Value at
	Balance Sheet Location	June 30, 2012		December 31, 2011		June 30, 2012		December 31, 2011
Derivatives Designated
as Hedging Instruments
Foreign currency forwards	Other assets, net	$	8,299	$	5,206		-		-
Foreign currency collars	Other assets, net		5,900		5,657		-		-
Interest rate cap	Other assets, net		9		80		-		-
Interest rate swaps	Accounts payable,
	accrued expenses and
	other liabilities		-		-	$	(14,765)	$	(8,682)
Derivatives Not Designated
as Hedging Instruments
Stock warrants	Other assets, net		1,419		1,419		-		-
Put options	Other assets, net		-		224		-		-
Put options	Accounts payable,
	accrued expenses and
	other liabilities		-		-		-		(224)
Total derivatives		$	15,627	$	12,586	$	(14,765)	$	(8,906)

Schedule of Derivative Instruments, Effect on Other Comprehensive Income (Loss) [Table Text Block]

	Amount of Gain (Loss) Recognized in OCI on Derivatives (Effective Portion)
	Three Months Ended June 30,				Six Months Ended June 30,
	2012		2011		2012		2011
Derivatives in Cash Flow Hedging Relationships
Foreign currency forwards	$	2,771	$	(32)	$	1,508	$	(32)
Foreign currency collars		2,411		-		(206)		-
Interest rate cap (a)		198		(306)		334		(253)
Put options		-		(63)		192		(63)
Interest rate swaps		(5,635)		(816)		(6,329)		(273)
Derivatives in Net Investment Hedging Relationships(b)
Foreign currency forward		2,928		(1,669)		1,585		(9,247)
Total	$	2,673	$	(2,886)	$	(2,916)	$	(9,868)

Schedule of Derivative Instruments, Gain (Loss) in Statement of Financial Performance [Table Text Block]

	Amount of Gain (Loss) Reclassified from OCI into Income (Effective Portion)
	Three Months Ended June 30,				Six Months Ended June 30,
Derivatives in Cash Flow Hedging Relationships	2012		2011		2012		2011
Foreign currency collars (c)	$	829	$	-	$	1,447	$	-
Foreign currency forwards (c)		-		-		138		-
Interest rate cap		(223)		(97)		(406)		(176)
Interest rate swaps		(675)		(293)		(1,369)		(575)
Total	$	(69)	$	(390)	$	(190)	$	(751)

		Amount of Gain (Loss) Recognized in Income on Derivatives
Derivatives Not in Cash Flow	Location of Gain (Loss)	Three Months Ended June 30,				Six Months Ended June 30,
Hedging Relationships	Recognized in Income	2012		2011		2012		2011
Interest rate swap (a)	Interest expense	$	52		-	$	23		-
Foreign currency put options	Other income and (expenses)		-		-		(2)		-
Stock warrants	Other income and (expenses)		-	$	66		-	$	66
Total		$	52	$	66	$	21	$	66

Schedule of Derivative Instruments [Table Text Block]

		Notional		Effective	Effective	Expiration	Fair Value at
	Type	Amount		Interest Rate	Date	Date	June 30, 2012
6-Month Euro Inter-bank offered rate (“Euribor”) (a)	"Pay-fixed" swap	$	206,594	4.2%	9/2011	9/2016	$	(7,211)
3-Month London Inter-bank offered rate (“LIBOR”) (b)	Interest rate cap		121,012	N/A	8/2009	8/2014		9
1-Month LIBOR	"Pay-fixed" swap		92,400	3.9%	2/2012	2/2017		(2,158)
3-Month LIBOR	"Pay-fixed" swap		26,000	6.6%	1/2010	12/2019		(3,694)
1-Month LIBOR	"Pay-fixed" swap		9,000	5.0%	3/2012	3/2022		(409)
3-Month Euribor (a)	"Pay-fixed" swap		7,429	5.8%	7/2010	11/2017		(496)
1-Month LIBOR	"Pay-fixed" swap		4,510	4.6%	6/2012	7/2022		(101)
1-Month LIBOR	"Pay-fixed" swap		4,168	6.0%	1/2011	1/2021		(537)
3-Month Euribor (a)	"Pay-fixed" swap		4,885	4.3%	6/2012	5/2017		(82)
1-Month LIBOR	"Pay-fixed" swap		1,600	4.8%	12/2011	12/2021		(77)
							$	(14,756)

	Notional		Strike		Effective	Expiration	Fair Value at
Type	Amount (a)		Price		Date	Date	June 30, 2012
Designated as Cash Flow Hedging Instruments
Forward contracts	$	71,317	$	1.28 - 1.29	5/2012	12/2014 - 6/2017	$	483
Collars (b)		57,239		1.40 - 1.44	9/2011	9/2012 - 9/2014		5,900
Forward contracts		56,601		1.39	7/2011	7/2013		5,202
Forward contracts		45,919		1.34 - 1.35	9/2011	9/2012 - 3/2015		2,614
	$	231,076					$	14,199

Portfolio Concentration Risk [Abstract]

Schedules of Concentration of Risk, by Risk Factor [Table Text Block]

	June 30, 2012
Region:
New York	13%
Other U.S.	48%
Total U.S.	61%
Italy	13%
Croatia	10%
Other Europe	16%
Total Europe	39%
Total	100%
Asset Type:
Office	31%
Warehouse/Distribution	29%
Retail	26%
Industrial	13%
All other	1%
Total	100%
Tenant Industry:
Retail	24%
Media - Printing & Publishing	17%
Grocery	14%
All other	45%
Total	100%
Guarantor/Tenant:
Metro AG (Europe)	13%
New York Times Company (U.S.)	12%
Agrokor d.d (Croatia)	10%