Derivative Financial Instruments (Tables)

6 Months Ended

Jun. 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 June 30, 2014 and December 31, 2013, categorized by primary underlying risk:



	June 30, 2014
	Asset Derivatives
	Credit risk		Interest rate risk		Total
Credit derivatives	$	221	$	—	$	221
Interest rate lock commitments	—		619		619
Total	$	221	$	619	$	840

	Liability Derivatives
	Credit risk		Interest rate risk		Total
Credit derivatives	$	845	—		$	845
Interest rate swaps	—		672		672
Total	$	845	$	672	$	1,517



	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 six month period ended June 30, 2014 and 2013:



Change in unrealized (depreciation)/appreciation - derivatives
	June 30, 2014
	Credit risk		Interest rate risk			Total
Credit derivatives	$	123	$	—		$	123
Interest rate lock commitments	—		190			190
Interest rate swaps	—		(724		)	(724		)
Total	$	123	$	(534	)	$	(411	)



	June 30,2013
	Credit risk			Interest rate risk		Total
Credit derivatives	$	(735	)	$	—	$	(735	)
Interest rate swaps	—			3,170		3,170
Total	$	(735	)	$	3,170	$	2,435