FINANCIAL INSTRUMENTS (Tables)

3 Months Ended

Mar. 31, 2014

Derivatives

Schedule of the fair value of the interest rate swap liabilities

The fair value of the interest rate swap liabilities were as follows (in thousands):

	Significant Other Observable Inputs (Level 2)
	Fair value measurement as of
	March 31, 2014		December 31, 2013
Interest rate swap liabilities	$	145	$	263

Summary of amounts recognized in interest expense associated with derivatives that are not designated as hedging instruments

	Three Months Ended March 31,
	2014		2013
Realized loss on interest rate derivative	$	27	$	27
Unrealized loss on interest rate swap derivative	12		—

Interest rate cap contract

Derivatives

Summary of effect of cash flow hedge in statements of changes in partners' capital and members' equity and comprehensive income/(loss)

	Three Months Ended March 31,
	2014			2013
Change in value recognized in other comprehensive loss - effective portion	$	(11	)	$	(69	)
Loss reclassified from accumulated other comprehensive loss to interest expense	115			94

Commodity Swaps

Derivatives

Schedule of amounts recognized in the statement of operations

	Three Months Ended March 31,
	2014			2013
Realized gain/(loss) on derivatives	$	(1,169	)	$	(46	)
Unrealized gain/(loss) on derivatives	44			—