I would build him a outdoor cage. Be careful of birds. Birds will get him even if you are right there. I know a guy who was walking his dog a mini doberman without a leash and an owl came down and flew away with it.
@Virgil1972 - Thanks for the advice, it's crazy how things like that happen! But we are actually in the process of building them new, bigger cages and once we finish building them, we will be using the old cages as out door ones. It was just way too nice out in PA today, to not take him outside because we don't have a cage yet.