Derivative Financial Instruments (Tables)

9 Months Ended

Sep. 30, 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 September 30, 2014 and December 31, 2013, categorized by primary underlying risk:

	September 30, 2014
	Asset Derivatives
	Credit risk		Interest rate risk		Total
Credit derivatives	$	4,845	$	—	$	4,845
Interest rate lock commitments	—		326		326
Total	$	4,845	$	326	$	5,171
	Liability Derivatives
	Credit risk		Interest rate risk		Total
Interest rate swaps	$	—	$	460	$	460
Total	$	—	$	460	$	460

	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 nine month period ended September 30, 2014 and 2013:

Change in unrealized (depreciation)/appreciation - derivatives
	September 30, 2014
	Credit risk			Interest rate risk			Total
Credit derivatives	$	(642	)	$	—		$	(642	)
Interest rate lock commitments	—			(103		)	(103		)
Interest rate swaps	—			(512		)	(512		)
Total	$	(642	)	$	(615	)	$	(1,257	)

	September 30, 2013
	Credit risk			Interest rate risk		Total
Credit derivatives	$	(832	)	$	—	$	(832	)
Interest rate swaps	—			3,169		3,169
Total	$	(832	)	$	3,169	$	2,337