Derivative Financial Instruments (Tables)

3 Months Ended

Mar. 31, 2014

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of Fair Value Amounts of Derivative Instruments

The following tables identify the fair value amounts of the derivative instruments as of March 31, 2014 and December 31, 2013, categorized by primary underlying risk:

	March 31, 2014
	Asset Derivatives
	Credit risk		Interest rate risk		Total
Credit default swap	$	131	$	—	$	131
Interest rate lock commitments	—		514		514
Total	$	131	$	514	$	645
	Liability Derivatives
	Credit risk		Interest rate risk		Total
Credit default swap indices	$	721	—		$	721
Interest rate swaps	—		257		$	257
Total	$	721	$	257	$	978

	December 31, 2013
	Asset Derivatives
	Credit risk		Interest rate risk		Total
Interest rate swaps	$	—	$	52	$	52
Total	$	—	$	52	$	52
	Liability Derivatives
	Credit risk		Interest rate risk		Total
Credit derivatives	$	598	$	—	$	598
Total	$	598	$	—	$	598

Schedule of Derivative Instruments, Effect on Net Income (Loss)

The following tables identify the unrealized gain/(loss) amounts included within the change in unrealized (depreciation)/appreciation of the consolidated statement of operations, categorized by primary underlying risk, for the periods ended March 31, 2014 and 2013:

Change in unrealized (depreciation)/appreciation - derivatives
	2014
	Credit risk		Interest rate risk			Total
Credit derivatives	$	8	$	—		$	8
Interest rate lock commitments	52		—			52
Interest rate swaps	—		(309		)	(309		)
Total	$	60	$	(309	)	$	(249	)

	2013
	Credit risk			Interest rate risk		Total
Credit derivatives	$	(1,582	)	$	—	$	(1,582	)
Interest rate swaps	—			3,222		3,222
Total	$	(1,582	)	$	3,222	$	1,640