Derivative Instruments and Hedging Activities (Tables)

12 Months Ended

Dec. 31, 2012

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of Interest Rate Derivatives [Table Text Block]

The following is a summary of the derivative instruments we entered into for the periods presented (in thousands):

								As of December 31,
	As of December 31, 2012							2012					2011
Derivative	Notional		Receive	Pay or			Maturity
Agreement	Amount		Rate	Strike Rate			Date	Asset		Liability			Asset		Liability
Interest rate cap	$	62,500	1 Month LIBOR		2.50	%	March 2013	$	-	$	-		$	-	$	-
Interest rate cap		18,762	1 Month LIBOR		1.25	%	April 2013		-		-			4		-
Interest rate swap		18,762	1 Month LIBOR		1.39	%	April 2013		-		(73	)		-		(231	)
									-		(73	)		4		(231	)

Schedule Of Derivative Instrument Income(Loss)ReclassifiedFromAccumulated OtherComprehensiveIncome(Loss)ToIncome(Loss) [Table Text Block]

The tables below reflect the effect of interest rate derivative instruments on other comprehensive income and on the consolidated and combined statements of operations for the periods presented (in thousands):

	Amount of Income (Loss) Recognized on
	OCI Derivatives (Effective Portion)
							Predecessor
							October 19, 2010			January 1, 2010
	Year Ended			Year Ended			Through			Through
	December 31,			December 31,			December 31,			October 18,
Derivatives Designated as Cash Flow Hedges	2012			2011			2010			2010
Caps	$	(4	)	$	(99	)	$	(57	)	$	-
Swaps (receive float/pay fixed)		158			(116	)		(115	)		-
Total effect of derivative instruments on other comprehensive income (loss)	$	154		$	(215	)	$	(172	)	$	-

Schedule Of Derivative Instruments Gain Loss Recognized In Other Comprehensive Income Effective Portion Net [Table Text Block]

Location of										Predecessor
	Gain (Loss)							October 19, 2010			January 1, 2010
	Recognized on	Year Ended			Year Ended			Through			Through
Interest rate swaps	Statements	December 31,			December 31,			December 31,			October 18,
(receive float/pay fixed):	of Operations	2012			2011			2010			2010
Monthly net settlements - cash settled	Change in fair value of interest rate derivatives	$	(216	)		(78	)		7			(4,131	)
Mark to market adjustments - non cash	Change in fair value of interest rate derivatives		-			337			139			5,002
Total effect of derivative instruments on the consolidated and combined statements of operations		$	(216	)		259			146			871

Schedule of Derivative Instruments [Table Text Block]

Interest rate caps and interest rate swaps measured at fair value for the periods presented are as follows (in thousands):

	Quoted Prices in Active Markets for Identical Assets and Liabilities (Level 1)		Significant Other Observable Inputs (Level 2)			Significant Unobservable Inputs (Level 3)		Balance at end of Period
December 31, 2012
Other assets - Interest rate caps	$	-	$	-		$	-	$	-
Other liabilities - Interest rate swaps		-		(73	)		-		(73	)
December 31, 2011
Other assets - Interest rate caps		-		4			-		4
Other liabilities - Interest rate swaps		-		(231	)		-		(231	)