Derivative Financial Instruments (Tables)

9 Months Ended

Sep. 30, 2013

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, 2013 and December 31, 2012, which are included within the derivative financial instruments balances on the consolidated balance sheets, categorized by primary underlying risk:



	September 30, 2013
	Asset Derivatives
	Credit risk		Interest rate risk		Equity price risk		Total
Credit default swaps	$	2	$	—	$	—	$	2
	Liability Derivatives
	Credit risk		Interest rate risk		Equity price risk		Total
Interest rate swaps	$	—	$	—	$	—	$	—



	December 31, 2012
	Asset Derivatives
	Credit risk		Interest rate risk		Equity price risk		Total
Credit default swaps	$	834	$	—	$	—	$	834
	Liability Derivatives
	Credit risk		Interest rate risk		Equity price risk		Total
Interest rate swaps	$	—	$	3,172	$	—	$	3,172

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 – derivatives balance of the consolidated statements of operations, categorized by primary underlying risk, for the nine month periods ended September 30, 2013 and 2012:



Change in unrealized (depreciation)/appreciation - derivatives
	2013
	Credit risk			Interest rate risk		Equity price risk		Total
Credit default swaps	$	(832	)	$	—	$	—	$	(832	)
Interest rate swaps	—			3,169		—		3,169
Total	$	(832	)	$	3,169	$	—	$	2,337



	2012
	Credit risk			Interest rate risk			Equity price risk		Total
Credit default swaps	$	(852	)	$	—		$	—	$	(852	)
Interest rate swaps	—			(519		)	—		(519		)
Total	$	(852	)	$	(519	)	$	—	$	(1,371	)